Interacting particle systems at the edge of multilevel Dyson Brownian motions

Vadim Gorin, Mykhaylo Shkolnikov

Research output: Contribution to journalArticle

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 β random matrix models.

Original languageEnglish (US)
Pages (from-to)90-130
Number of pages41
JournalAdvances in Mathematics
Volume304
DOIs
StatePublished - Jan 2 2017

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Interacting Particle Systems
Local Interaction
Brownian motion
Asymmetric Exclusion Process
Matrix Models
Particle System
Random Matrices
Decoupling
Interaction
Spacing
Limiting
Asymptotic Behavior
Infinity
Tend
Context
Object

All Science Journal Classification (ASJC) codes

  • Mathematics(all)

Cite this

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Interacting particle systems at the edge of multilevel Dyson Brownian motions. / Gorin, Vadim; Shkolnikov, Mykhaylo.

In: Advances in Mathematics, Vol. 304, 02.01.2017, p. 90-130.

Research output: Contribution to journalArticle

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