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Edge scaling limit of Dyson Brownian motion at equilibrium for general $\beta \geq 1$

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arxiv 2009.11176 v1 pith:MZ6KVH7D submitted 2020-09-23 math.PR math-phmath.MP

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keywords betabrownianensemblelimitingmotionprocessproveairy
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abstract

For general $\beta \geq 1$, we consider Dyson Brownian motion at equilibrium and prove convergence of the extremal particles to an ensemble of continuous sample paths in the limit $N \to \infty$. For each fixed time, this ensemble is distributed as the Airy$_\beta$ random point field. We prove that the increments of the limiting process are locally Brownian. When $\beta >1$ we prove that after subtracting a Brownian motion, the sample paths are almost surely locally $r$-H{\"o}lder for any $r<1-(1+\beta)^{-1}$. Furthermore for all $\beta \geq 1$ we show that the limiting process solves an SDE in a weak sense. When $\beta=2$ this limiting process is the Airy line ensemble.

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Cited by 3 Pith papers

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score. Full citation record

  1. Applications of optimal transport to Dyson Brownian Motions and beyond

    math.PR 2024-12 accept novelty 8.0 of 10

    A new optimal transport argument shows that Dyson Brownian motions with beta at least 2, and their scaling limits, have Brownian-like uniform modulus of continuity bounds with constants independent of the particle layer.

  2. Airy$_\beta$ line ensemble and its Laplace transform

    math.PR 2024-11 conditional novelty 8.0 of 10

    The Airy_beta line ensemble is constructed for all beta>0 via explicit multi-time Laplace transform formulas, and it is shown to be the edge scaling limit of both the Dyson Brownian Motion and the Gaussian beta corner...

  3. A convergence framework for Airy$_\beta$ line ensemble via pole evolution

    math.PR 2024-11 accept novelty 8.0 of 10

    A pole-evolution characterization of the Airy_beta line ensemble yields convergence of DBM with general potentials, Laguerre, and Jacobi processes to the universal edge limit.

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