Dyson Brownian motion for general \(\beta\) and potential at the edge (Q2210746): Difference between revisions

The \(\beta\)-Dyson Brownian motion with potential \(V\) is given by \[ d\lambda_i(t)=\sqrt{\frac{2}{\beta N}}dB_i(t)+\frac{1}{N}\sum_{j\not=i}\frac{dt}{\lambda_i(t)-\lambda_j(t)}-\frac{1}{2}V^\prime(\lambda_i(t))\,dt, \] for \(i=1,\dots,N\), with initial data \(\lambda_1(0)>\cdots>\lambda_N(0)\). The authors consider the comparison of the solution of this with the solution of the McKean-Vlasov equation near the edge. They obtain optimal rigidity estimates for the empirical particle density at time \(t\) for the Dyson Brownian motion for general \(\beta\), under suitable conditions on the potential \(V\) and initial data. Furthermore, they also establish a mesoscopic central limit theorem for particle density, again for general \(\beta\) and under suitable conditions. This central limit theorem is applied to show convergence of the distribution of extreme particles to a Tracy-Widom distribution.