Fixed energy universality of Dyson Brownian motion (Q1731591)

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.