具有光滑边界数据的非相交布朗桥的局部统计与集中

IF 2.2 1区 物理与天体物理 Q1 PHYSICS, MATHEMATICAL
Amol Aggarwal, Jiaoyang Huang
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引用次数: 0

摘要

本文考虑具有相当一般的上下边界、起始数据和结束数据的非相交布朗桥。在假设这些边界数据产生光滑的极限形状(没有空面)的情况下,我们建立了两个结果。第一个是模型中布朗桥的最优浓度界。第二,这些桥沿任何固定时间的大量局部统计收敛于正弦过程。
本文章由计算机程序翻译,如有差异,请以英文原文为准。

Local Statistics and Concentration for Non-intersecting Brownian Bridges with Smooth Boundary Data

Local Statistics and Concentration for Non-intersecting Brownian Bridges with Smooth Boundary Data

In this paper we consider non-intersecting Brownian bridges, under fairly general upper and lower boundaries, and starting and ending data. Under the assumption that these boundary data induce a smooth limit shape (without empty facets), we establish two results. The first is a nearly optimal concentration bound for the Brownian bridges in this model. The second is that the bulk local statistics of these bridges along any fixed time converge to the sine process.

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来源期刊
Communications in Mathematical Physics
Communications in Mathematical Physics 物理-物理:数学物理
CiteScore
4.70
自引率
8.30%
发文量
226
审稿时长
3-6 weeks
期刊介绍: The mission of Communications in Mathematical Physics is to offer a high forum for works which are motivated by the vision and the challenges of modern physics and which at the same time meet the highest mathematical standards.
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