A convergence framework for Airy$_\beta$ line ensemble via pole evolution
Jiaoyang Huang, Lingfu Zhang

TL;DR
This paper introduces a new convergence framework for the Airy$_\beta$ line ensemble using pole evolution of stochastic meromorphic functions, establishing its universality as the edge limit in various random matrix models.
Contribution
It develops a novel pole evolution approach to prove convergence to the Airy$_\beta$ line ensemble, extending universality results to multiple continuous-time processes.
Findings
Proves convergence of Dyson Brownian motions to Airy$_\beta$ ensemble.
Establishes universality for Laguerre and Jacobi processes.
Provides a unified framework for edge limit proofs in random matrix theory.
Abstract
The Airy line ensemble is an infinite sequence of random curves. It is a natural extension of the Tracy-Widom distributions, and is expected to be the universal edge scaling limit of a range of models in random matrix theory and statistical mechanics. In this work, we provide a framework of proving convergence to the Airy line ensemble, via a characterization through the pole evolution of meromorphic functions satisfying certain stochastic differential equations. Our framework is then applied to prove the universality of the Airy line ensemble as the edge limit of various continuous time processes, including Dyson Brownian motions with general and potentials, Laguerre processes and Jacobi processes.
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Taxonomy
TopicsConsumer Market Behavior and Pricing · Random Matrices and Applications · Bayesian Methods and Mixture Models
