Local law and rigidity for unitary Brownian motion

DOI10.1007/S00440-023-01230-8arXiv2202.06714MaRDI QIDQ6070366FDOQ6070366

Authors: Arka Adhikari, B. Landon 

Publication date: 20 November 2023

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Abstract: We establish high probability estimates on the eigenvalue locations of Brownian motion on the $N$-dimensional unitary group, as well as estimates on the number of eigenvalues lying in any interval on the unit circle. These estimates are optimal up to arbitrarily small polynomial factors in $N$. Our results hold at the spectral edges (showing that the extremal eigenvalues are within $mathcalO(N^{-2/3+})$ of the edges of the limiting spectral measure), in the spectral bulk, as well as for times near $4$ at which point the limiting spectral measure forms a cusp. Our methods are dynamical and are based on analyzing the evolution of the Borel transform of the empirical spectral measure along the characteristics of the PDE satisfied by the limiting spectral measure, that of the free unitary Brownian motion.

Full work available at URL: https://arxiv.org/abs/2202.06714

Mathematics Subject Classification ID

Compact groups (22C05) Stochastic integrals (60H05)

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• Edge rigidity of Dyson Brownian motion with general initial data
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