In this paper, we study the edge behavior of Dyson Brownian motion with general $\beta$. Specifically, we consider the scenario where the averaged initial density near the edge, on the scale $\eta_*$, is lower bounded by a square root profile. Under this assumption, we establish that the fluctuations of extreme particles are bounded by $(\log n)^{{\rm O}(1)}n^{-2/3}$ after time $C\sqrt{\eta_*}$. Our result improves previous edge rigidity results from [1,24] which require both lower and upper bounds of the averaged initial density. Additionally, combining with [24], our rigidity estimates are used to prove that the distribution of extreme particles converges to the Tracy-Widom $\beta$ distribution in short time.Comment: 52 pages, 4 figure
In this article we establish the magnitude of fluctuations of the extreme particle in the model of b...
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Extreme value (EV) statistics of correlated systems are widely investigated in many fields, spanning...
In this article we establish the magnitude of fluctuations of the extreme particle in the model of b...
We study the Dyson-Ornstein-Uhlenbeck diffusion process, an evolving gas of interacting particles. I...
We investigate analytically the distribution tails of the area A and perimeter L of a convex hull fo...
International audienceWe study discrete $\beta$-ensembles as introduced in [17]. We obtain rigidity ...
We consider a Brownian particle with diffusion coefficient $D$ in a $d$-dimensional ball of radius $...
In this paper we consider non-intersecting Brownian bridges, under fairly general upper and lower bo...
We study the joint asymptotic behavior of spacings between particles at the edge of multilevel Dyson...
We study the dynamics of the outliers for a large number of independent Brownian particles in one di...
A famous result going back to Eric Kostlan states that the moduli of the eigenvalues of random norma...
We prove that the tagged particles of infinitely many Brownian particles in $ \Rtwo $ interacting vi...
We consider systems of $N$ diffusions in equilibrium interacting through a potential $V$. We study a...
We consider the motion of a particle under a continuum random environment whose distribution is give...
In this article we wish to show, in a concise manner, a result of uniform in time propagation of cha...
We discuss the eigenvalue detachment transition in terms of scaling of fluctuations in ensembles of ...
Extreme value (EV) statistics of correlated systems are widely investigated in many fields, spanning...
In this article we establish the magnitude of fluctuations of the extreme particle in the model of b...
We study the Dyson-Ornstein-Uhlenbeck diffusion process, an evolving gas of interacting particles. I...
We investigate analytically the distribution tails of the area A and perimeter L of a convex hull fo...