Fixed energy universality of Dyson Brownian motion (Q1731591)
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English | Fixed energy universality of Dyson Brownian motion |
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Fixed energy universality of Dyson Brownian motion (English)
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13 March 2019
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The authors consider Dyson Brownian motion (DBM) and establish that the time to local equilibrium for DBM is $t\gtrsim N^{-1}$ for a wide class of initial data, in the fixed energy sense. The main assumption on the initial data is that the density of states is bounded above and below to scales $\eta\ll t$ in a window of size $L\gg \sqrt{t}$. As a consequence, fixed energy universality is established for essentially all random matrix ensembles for which previously only averaged energy universality could be proven. As an auxiliary result, the authors prove a mesoscopic central limit theorem for linear statistics of various classes of test functions for classical Dyson Brownian motion.
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random matrices
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universality
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Dyson Brownian motion
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