Dynamical Bulk Scaling limit of Gaussian Unitary Ensembles and Stochastic Differential Equation gaps
Abstract
The distributions of -particle systems of Gaussian unitary ensembles converge to Sine point processes under bulk-scaling limits. These scalings are parameterized by a macro-position in the support of the semicircle distribution. The limits are always Sine point processes and independent of the macro-position up to the dilations of determinantal kernels. We prove a dynamical counter part of this fact. We prove that the solution of the -particle systems given by stochastic differential equations (SDEs) converges to the solution of the infinite-dimensional Dyson model. We prove the limit infinite-dimensional SDE (ISDE), referred to as Dyson's model, is independent of the macro-position , whereas the -particle SDEs depend on and are different from the ISDE in the limit whenever .
Keywords
Cite
@article{arxiv.1610.05969,
title = {Dynamical Bulk Scaling limit of Gaussian Unitary Ensembles and Stochastic Differential Equation gaps},
author = {Yosuke Kawamoto and Hirofumi Osada},
journal= {arXiv preprint arXiv:1610.05969},
year = {2018}
}
Comments
21pages, Appeared in J,Theoretical Probability: https://doi.org/10.1007/s10959-018-0816-2 Key words: the Gaussian Unitary Ensemble, Dyson's model, bulk scaling limit, J. Theoretical Probability 2018