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On mesoscopic equilibrium for linear statistics in Dyson's brownian motion
In this paper the authors study mesoscopic fluctuations for Dyson's Brownian motion with \beta =2. Dyson showed that the Gaussian Unitary Ensemble (GUE) is the invariant measure for this stochastic evolution and conjectured that, when starting from a generic configuration of initial points, the...
| Autores principales: | , |
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| Lenguaje: | eng |
| Publicado: |
American Mathematical Society
2018
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| Materias: | |
| Acceso en línea: | http://cds.cern.ch/record/2653926 |