Interacting particle systems at the edge of multilevel Dyson Brownian motions

DOI10.1016/J.AIM.2016.08.034MaRDI QIDQ329475zbMATH OpenOpenAlexFDO

Authors Vadim Gorin, Mykhaylo Shkolnikov

Publication date 21 October 2016

Published in Advances in Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1409.2016

zbMATH Keywords

beta random matrix modelsDyson Brownian motionsinteracting particle systems with local interactionsminors of random matricessingular stochastic differential equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Brownian motion (60J65) Interacting particle systems in time-dependent statistical mechanics (82C22)

Abstract: We study the joint asymptotic behavior of spacings between particles at the edge of multilevel Dyson Brownian motions, when the number of levels tends to infinity. Despite the global interactions between particles in multilevel Dyson Brownian motions, we observe a decoupling phenomenon in the limit: the global interactions become negligible and only the local interactions remain. The resulting limiting objects are interacting particle systems which can be described as Brownian versions of certain totally asymmetric exclusion processes. This is the first appearance of a particle system with local interactions in the context of general $$ random matrix models.

Recommendations

• Interacting stochastic particle systems
• Ergodic theory of multi-layer interacting particle systems
• scientific article; zbMATH DE number 1788308
• Dynamics of interacting particle systems
• Large deviations for interacting multiscale particle systems
• A variational structure for interacting particle systems and their hydrodynamic scaling limits
• Diffusive Scaling Limits of Mutually Interacting Particle Systems
• Interacting particle systems: hydrodynamic limit versus high density limit

Cites work

• scientific article; zbMATH DE number 1713116 (Why is no real title available?)
• scientific article; zbMATH DE number 2129986 (Why is no real title available?)
• scientific article; zbMATH DE number 3951715 (Why is no real title available?)
• scientific article; zbMATH DE number 3956145 (Why is no real title available?)
• scientific article; zbMATH DE number 51724 (Why is no real title available?)
• scientific article; zbMATH DE number 1245556 (Why is no real title available?)
• scientific article; zbMATH DE number 3892344 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• A limit theorem at the spectral edge for corners of time-dependent Wigner matrices
• A path-transformation for random walks and the Robinson-Schensted correspondence
• An introduction to random matrices
• Anisotropic growth of random surfaces in \({2+1}\) dimensions
• Beta ensembles, stochastic Airy spectrum, and a diffusion
• Brownian Gibbs property for Airy line ensembles
• Central limit theorems for infinite series of queues and applications to simple exclusion
• Change of variables as a method to study general β-models: Bulk universality
• Conditioned random walks and the RSK correspondence
• Departures from many queues in series
• Dyson's Brownian motions, intertwining and interlacing
• Edge universality of beta ensembles
• Fluctuation properties of the TASEP with periodic initial configuration
• GUEs and queues
• Integrable probability: from representation theory to MacDonald processes
• Interaction of Markov processes
• Lectures on integrable probability
• Level-spacing distributions and the Airy kernel
• Limit theorems for height fluctuations in a class of discrete space and time growth models
• Limits of multilevel TASEP and similar processes
• Log-gases and random matrices.
• Macdonald processes
• Multilevel Dyson Brownian motions via Jack polynomials
• Nearest neighbor Markov dynamics on Macdonald processes
• Non-equilibrium behaviour of a many particle process: Density profile and local equilibria
• On fluctuations of eigenvalues of random Hermitian matrices.
• On the shuffling algorithm for domino tilings
• One-Parameter Semigroups for Linear Evolution Equations
• Product-form invariant measures for Brownian motion with drift satisfying a skew-symmetry type condition
• Rayleigh triangles and non-matrix interpolation of matrix beta integrals
• Scaling limit for Brownian motions with one-sided collisions
• Shape fluctuations and random matrices
• Small deviations for beta ensembles
• Strong stationary times via a new form of duality
• Symmetrized random permutations
• The spectrum edge of random matrix ensembles.
• Transport maps for \(\beta\)-matrix models and universality
• Uniform Central Limit Theorems
• Universality of general \(\beta\)-ensembles
• Universality of the stochastic Airy operator

Cited in

(12)

• The Dyson and Coulomb games
• Dyson Brownian motion for general and potential at the edge
• Fluctuations of the overlap at low temperature in the 2-spin spherical SK model
• Interlacing eigenvectors of large Gaussian matrices
• Multilevel Dyson Brownian motions via Jack polynomials
• Infinite dimensional stochastic differential equations for Dyson's model
• Ergodic theory of multi-layer interacting particle systems
• The eigenvector bead process
• Poisson limit theorems for the Robinson-Schensted correspondence and for the multi-line Hammersley process
• Competing super-Brownian motions as limits of interacting particle systems
• Eigenvalues for the minors of Wigner matrices
• Edge statistics for a class of repulsive particle systems

This page was built for publication: Interacting particle systems at the edge of multilevel Dyson Brownian motions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q329475)