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...
Clasificación: | Libro Electrónico |
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Autores principales: | , |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Providence, RI :
American Mathematical Society,
2018.
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Colección: | Memoirs of the American Mathematical Society ;
no. 1222. |
Temas: | |
Acceso en línea: | Texto completo |
Tabla de Contenidos:
- 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.