Edge Rigidity of Dyson Brownian Motion with General Initial Data
Probability
2023-08-09 v1
Abstract
In this paper, we study the edge behavior of Dyson Brownian motion with general . Specifically, we consider the scenario where the averaged initial density near the edge, on the scale , is lower bounded by a square root profile. Under this assumption, we establish that the fluctuations of extreme particles are bounded by after time . Our result improves previous edge rigidity results from [1,24] which require both lower and upper bounds of the averaged initial density. Additionally, combining with [24], our rigidity estimates are used to prove that the distribution of extreme particles converges to the Tracy-Widom distribution in short time.
Cite
@article{arxiv.2308.04236,
title = {Edge Rigidity of Dyson Brownian Motion with General Initial Data},
author = {Amol Aggarwal and Jiaoyang Huang},
journal= {arXiv preprint arXiv:2308.04236},
year = {2023}
}
Comments
52 pages, 4 figures