English

Fixed energy universality for Dyson Brownian motion

Probability 2019-01-15 v3 Mathematical Physics math.MP

Abstract

We consider Dyson Brownian motion for classical values of β\beta with deterministic initial data VV. We prove that the local eigenvalue statistics coincide with the GOE/GUE in the fixed energy sense after time t1/Nt \gtrsim 1/N if the density of states of VV is bounded above and below down to scales ηt\eta \ll t in a window of size Lt.L \gg \sqrt{t}. Our results imply that fixed energy universality holds for essentially any random matrix ensemble for which averaged energy universality was previously known. Our methodology builds on the homogenization theory developed in [BEYY] which reduces the microscopic problem to a mesoscopic problem. As an auxiliary result we prove a mesoscopic central limit theorem for linear statistics of various classes of test functions for classical Dyson Brownian motion.

Keywords

Cite

@article{arxiv.1609.09011,
  title  = {Fixed energy universality for Dyson Brownian motion},
  author = {Benjamin Landon and Philippe Sosoe and Horng-Tzer Yau},
  journal= {arXiv preprint arXiv:1609.09011},
  year   = {2019}
}

Comments

Version 3: incorporated referee comments

R2 v1 2026-06-22T16:04:24.939Z