English

Dynamical Bulk Scaling limit of Gaussian Unitary Ensembles and Stochastic Differential Equation gaps

Probability 2018-03-29 v4 Mathematical Physics math.MP

Abstract

The distributions of N N -particle systems of Gaussian unitary ensembles converge to Sine2_2 point processes under bulk-scaling limits. These scalings are parameterized by a macro-position θ \theta in the support of the semicircle distribution. The limits are always Sine2_{2} point processes and independent of the macro-position θ \theta up to the dilations of determinantal kernels. We prove a dynamical counter part of this fact. We prove that the solution of the N N -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 θ \theta , whereas the N N -particle SDEs depend on θ \theta and are different from the ISDE in the limit whenever θ0 \theta \not= 0 .

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