Interacting particle systems at the edge of multilevel Dyson Brownian motions

DOI10.1016/J.AIM.2016.08.034zbMATH Open1351.82047arXiv1409.2016OpenAlexW2964311904MaRDI QIDQ329475FDOQ329475

Authors: Vadim Gorin, Mykhaylo Shkolnikov 

Publication date: 21 October 2016

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

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.

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

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

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)

Cites Work

• Log-gases and random matrices.
• Title not available (Why is that?)
• Title not available (Why is that?)
• Uniform Central Limit Theorems
• Level-spacing distributions and the Airy kernel
• Shape fluctuations and random matrices
• Scaling limit for Brownian motions with one-sided collisions
• Integrable probability: from representation theory to MacDonald processes
• Macdonald processes
• Fluctuation properties of the TASEP with periodic initial configuration
• Symmetrized random permutations
• Nearest neighbor Markov dynamics on Macdonald processes
• Beta ensembles, stochastic Airy spectrum, and a diffusion
• An introduction to random matrices
• Title not available (Why is that?)
• Anisotropic growth of random surfaces in \({2+1}\) dimensions
• Title not available (Why is that?)
• Title not available (Why is that?)
• One-Parameter Semigroups for Linear Evolution Equations
• Lectures on integrable probability
• Small deviations for beta ensembles
• Interaction of Markov processes
• The spectrum edge of random matrix ensembles.
• Universality of the stochastic Airy operator
• Non-equilibrium behaviour of a many particle process: Density profile and local equilibria
• Title not available (Why is that?)
• Universality of general \(\beta\)-ensembles
• Strong stationary times via a new form of duality
• Brownian Gibbs property for Airy line ensembles
• On fluctuations of eigenvalues of random Hermitian matrices.
• Edge universality of beta ensembles
• Dyson's Brownian motions, intertwining and interlacing
• Title not available (Why is that?)
• A path-transformation for random walks and the Robinson-Schensted correspondence
• Conditioned random walks and the RSK correspondence
• GUEs and queues
• Limit theorems for height fluctuations in a class of discrete space and time growth models
• Transport maps for \(\beta\)-matrix models and universality
• Change of variables as a method to study general β-models: Bulk universality
• Central limit theorems for infinite series of queues and applications to simple exclusion
• Departures from many queues in series
• Limits of multilevel TASEP and similar processes
• A limit theorem at the spectral edge for corners of time-dependent Wigner matrices
• Title not available (Why is that?)
• Rayleigh triangles and non-matrix interpolation of matrix beta integrals
• Product-form invariant measures for Brownian motion with drift satisfying a skew-symmetry type condition
• Multilevel Dyson Brownian motions via Jack polynomials
• On the shuffling algorithm for domino tilings

Cited In (10)

• The Dyson and Coulomb games
• Dyson Brownian motion for general \(\beta\) and potential at the edge
• Fluctuations of the overlap at low temperature in the 2-spin spherical SK model
• Ergodic theory of multi-layer interacting particle systems
• Multilevel Dyson Brownian motions via Jack polynomials
• Infinite dimensional stochastic differential equations for Dyson's model
• 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)