Abstract We investigate a system of N Brownian particles with the Coulomb interaction in any dimension \(d\ge 2\), and we assume that the initial data are independent and identically distributed with a common density \(\rho _0\) satisfying \(\int _{\mathbb {R}^{d}}\rho _0\ln \rho _0\,\hbox {d}x<\infty \) and \(\rho _0\in L^{\frac{2d}{d+2}} (\mathbb {R}^{d}) \cap L^1(\mathbb {R}^{d}, (1+|x|^2)\,\hbox {d}x)\). We prove that there exists a unique global strong solution for this interacting partsicle system and there is no collision among particles almost surely. For \(d=2\), we rigorously prove the propagation of chaos for this particle system globally in time without any cutoff in the following sense. When \(N\rightarrow \infty \), the empirical measure of the particle system converges in law to a probability measure and this measure possesses a density which is the unique weak solution to the mean-field Poisson–Nernst–Planck equation of single component.

Consider $N\times N$ Hermitian or symmetric random matrices $H$ where the distribution of the $(i,j)$ matrix element is given by a probability measure $\nu_{ij}$ with a subexponential decay. Let $\sigma_{ij}^2$ be the variance for the probability measure $\nu_{ij}$ with the normalization property that $\sum_{i} \sigma^2_{ij} = 1$ for all $j$. Under essentially the only condition that $c\le N \sigma_{ij}^2 \le c^{-1}$ for some constant $c>0$, we prove that, in the limit $N \to \infty$, the eigenvalue spacing statistics of $H$ in the bulk of the spectrum coincide with those of the Gaussian unitary or orthogonal ensemble (GUE or GOE). We also show that for band matrices with bandwidth $M$ the local semicircle law holds to the energy scale $M^{-1}$.

For Komatu-Loewner equation on a standard slit domain, we randomize the Jordan arc in a manner similar to that of \cite{S} to find the SDEs satisfied by the induced motion $\xi(t)$ on $\partial\HH$ and the slit motion $\s(t)$. The diffusion coefficient $\alpha$ and drift coefficient $b$ of such SDEs are homogenous functions. Next with solutions of such SDEs, we study the corresponding stochastic Komatu-Loewner evolution, denoted as ${\rm SKLE}_{\alpha,b}$. We introduce a function $b_{\rm BMD}$ measuring the discrepancy of a standard slit domain from $\HH$ relative to BMD. We show that ${\rm SKLE}_{\sqrt{6},-b_{\rm BMD}}$ enjoys a locality property.

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