English

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 t=o(1)t=o(1) with deterministic initial data V . Our main result states that if the density of states of VV is bounded both above and away from 00 down to scales t\ell \ll t in a small interval of size GtG \gg t around an energy E0E_0, then the local statistics coincide with the GOE/GUE near the energy E0E_0 after time tt. 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