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On mesoscopic equilibrium for linear statistics in Dyson's Brownian motion /

"In this paper we study mesoscopic fluctuations for Dyson's Brownian motion with [beta] = 2. Dyson showed that the Gaussian Unitary Ensemble (GUE) is the invariant measure for this stochastic evolution and conjectured that, when starting from a generic configuration of initial points, the...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Duits, Maurice (Autor), Johansson, Kurt, 1960- (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Providence, RI : American Mathematical Society, 2018.
Colección:Memoirs of the American Mathematical Society ; no. 1222.
Temas:
Acceso en línea:Texto completo

MARC

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100 1 |a Duits, Maurice,  |e author. 
245 1 0 |a On mesoscopic equilibrium for linear statistics in Dyson's Brownian motion /  |c Maurice Duits, Kurt Johansson. 
264 1 |a Providence, RI :  |b American Mathematical Society,  |c 2018. 
300 |a 1 online resource (v, 118 pages :  |b illustrations 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
490 1 |a Memoirs of the American Mathematical Society,  |x 0065-9266 ;  |v volume 255, number 1222 
500 |a "September 2018, Volume 255, Number 1222 (fifth of 7 numbers)." 
504 |a Includes bibliographical references. 
505 0 |a 1. Introduction -- 2. Statement of results -- 3. Proof of Theorem 2.1 -- 4. Proof of Theorem 2.3 -- 5. Asymptotic analysis of Kn and Rn -- 6. Proof of Proposition 2.4 -- 7. Proof of Lemma 4.3 -- 8. Random initial points -- 9. Proof of Theorem 2.6: the general case. 
588 0 |a Print version record. 
520 |a "In this paper we study mesoscopic fluctuations for Dyson's Brownian motion with [beta] = 2. Dyson showed that the Gaussian Unitary Ensemble (GUE) is the invariant measure for this stochastic evolution and conjectured that, when starting from a generic configuration of initial points, the time that is needed for the GUE statistics to become dominant depends on the scale we look at: The microscopic correlations arrive at the equilibrium regime sooner than the macrosopic correlations. In this paper we investigate the transition on the intermediate, i.e. mesoscopic, scales. The time scales that we consider are such that the system is already in microscopic equilibrium (sine-universality for the local correlations), but we have not yet reached equilibrium at the macrosopic scale. We describe the transition to equilibrium on all mesoscopic scales by means of Central Limit Theorems for linear statistics with sufficiently smooth test functions. We consider two situations: deterministic initial points and randomly chosen initial points. In the random situation, we obtain a transition from the classical Central Limit Theorem for independent random variables to the one for the GUE."--Page v 
590 |a ProQuest Ebook Central  |b Ebook Central Academic Complete 
650 0 |a Brownian motion processes. 
650 0 |a Mesoscopic phenomena (Physics) 
650 0 |a Stochastic differential equations. 
650 0 |a Stochastic processes. 
650 2 |a Stochastic Processes 
650 6 |a Processus de mouvement brownien. 
650 6 |a Systèmes mésoscopiques. 
650 6 |a Équations différentielles stochastiques. 
650 6 |a Processus stochastiques. 
650 7 |a MATHEMATICS  |x Applied.  |2 bisacsh 
650 7 |a MATHEMATICS  |x Probability & Statistics  |x General.  |2 bisacsh 
650 7 |a Procesos estocásticos  |2 embne 
650 7 |a Probabilidades  |2 embne 
650 0 7 |a Ecuaciones diferenciales estocásticas  |2 embucm 
650 0 7 |a Movimientos brownianos  |2 embucm 
650 7 |a Brownian motion processes  |2 fast 
650 7 |a Mesoscopic phenomena (Physics)  |2 fast 
650 7 |a Stochastic differential equations  |2 fast 
650 7 |a Stochastic processes  |2 fast 
700 1 |a Johansson, Kurt,  |d 1960-  |e author.  |1 https://id.oclc.org/worldcat/entity/E39PBJppFqjcmVY7pwMfmq6Myd 
758 |i has work:  |a On mesoscopic equilibrium for linear statistics in Dyson's Brownian motion (Text)  |1 https://id.oclc.org/worldcat/entity/E39PCGR9K4tyTtqQyJgJh7gyv3  |4 https://id.oclc.org/worldcat/ontology/hasWork 
776 0 8 |i Print version:  |a Duits, Maurice.  |t On mesoscopic equilibrium for linear statistics in Dyson's Brownian motion.  |d Providence, RI : American Mathematical Society, [2018]  |z 1470429640  |z 9781470429645  |w (DLC) 2018040867  |w (OCoLC)1039625485 
830 0 |a Memoirs of the American Mathematical Society ;  |v no. 1222. 
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