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dc.contributor.authorGorin, Vadim
dc.contributor.authorShkolnikov, Mykhaylo
dc.date.accessioned2019-03-04T20:24:07Z
dc.date.available2019-03-04T20:24:07Z
dc.date.issued2016-09
dc.date.submitted2016-08
dc.identifier.issn0001-8708
dc.identifier.issn1090-2082
dc.identifier.urihttp://hdl.handle.net/1721.1/120713
dc.description.abstractWe 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. Keywords: Beta random matrix models; Dyson Brownian motions; Interacting particle systems with local interactions; Minors of random matrices; Singular stochastic differential equationsen_US
dc.language.isoen_US
dc.publisherElsevier BVen_US
dc.relation.isversionofhttps://doi.org/10.1016/j.aim.2016.08.034en_US
dc.rightsCreative Commons Attribution-NonCommercial-NoDerivs Licenseen_US
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/en_US
dc.sourcearXiven_US
dc.titleInteracting particle systems at the edge of multilevel Dyson Brownian motionsen_US
dc.typeArticleen_US
dc.identifier.citationGorin, Vadim, and Mykhaylo Shkolnikov. “Interacting Particle Systems at the Edge of Multilevel Dyson Brownian Motions.” Advances in Mathematics 304 (January 2017): 90–130 © 2016 Elsevier Incen_US
dc.contributor.departmentMassachusetts Institute of Technology. Department of Mathematicsen_US
dc.contributor.mitauthorGorin, Vadim
dc.relation.journalAdvances in Mathematicsen_US
dc.eprint.versionOriginal manuscripten_US
dc.type.urihttp://purl.org/eprint/type/JournalArticleen_US
eprint.statushttp://purl.org/eprint/status/NonPeerRevieweden_US
dspace.orderedauthorsGorin, Vadim; Shkolnikov, Mykhayloen_US
dspace.embargo.termsNen_US
dc.identifier.orcidhttps://orcid.org/0000-0002-9828-5862
mit.licensePUBLISHER_CCen_US


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