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 at time and ending at at time , where are discretization of probability measures . Under regularity assumptions of , we show as the number of particles goes to infinity, fluctuations of extreme particles at any time , after proper rescaling, are asymptotically universal, converging to the Airy point process.
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