Convergence of local statistics of Dyson Brownian motion
Probability
2016-02-05 v2 Mathematical Physics
math.MP
Abstract
We analyze the rate of convergence of the local statistics of Dyson Brownian motion to the GOE/GUE for short times with deterministic initial data V . Our main result states that if the density of states of is bounded both above and away from down to scales in a small interval of size around an energy , then the local statistics coincide with the GOE/GUE near the energy after time . Our methods are partly based on the idea of coupling two Dyson Brownian motions from [6], the parabolic regularity result of [15], and the eigenvalue rigidity results of [21].
Keywords
Cite
@article{arxiv.1504.03605,
title = {Convergence of local statistics of Dyson Brownian motion},
author = {Benjamin Landon and Horng-Tzer Yau},
journal= {arXiv preprint arXiv:1504.03605},
year = {2016}
}
Comments
43 pages. Second draft contains improvements of the hypotheses of main result