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Edge Universality for Nonintersecting Brownian Bridges

Probability 2020-11-04 v1

Abstract

In this paper we study fluctuations of extreme particles of nonintersecting Brownian bridges starting from a1a2ana_1\leq a_2\leq \cdots \leq a_n at time t=0t=0 and ending at b1b2bnb_1\leq b_2\leq \cdots\leq b_n at time t=1t=1, where μAn=(1/n)iδai,μBn=(1/n)iδbi\mu_{A_n}=(1/n)\sum_{i}\delta_{a_i}, \mu_{B_n}=(1/n)\sum_i \delta_{b_i} are discretization of probability measures μA,μB\mu_A, \mu_B. Under regularity assumptions of μA,μB\mu_A, \mu_B, we show as the number of particles nn goes to infinity, fluctuations of extreme particles at any time 0<t<10<t<1, after proper rescaling, are asymptotically universal, converging to the Airy point process.

Keywords

Cite

@article{arxiv.2011.01752,
  title  = {Edge Universality for Nonintersecting Brownian Bridges},
  author = {Jiaoyang Huang},
  journal= {arXiv preprint arXiv:2011.01752},
  year   = {2020}
}

Comments

56 pages, 4 figures. Draft version, comments are welcome

R2 v1 2026-06-23T19:53:14.771Z