Mathematics – Probability
Scientific paper
2004-04-06
Mathematics
Probability
35 pages
Scientific paper
10.1007/s00220-004-1186-4
Consider Dyson's Hermitian Brownian motion model after a finite time S, where the process is started at N equidistant points on the real line. These N points after time S form a determinantal process and has a limit as N tends to infinity. This limting determinantal proceess has the interesting feature that it shows number variance saturation. The variance of the number of particles in an interval converges to a limiting value as the length of the interval goes to infinity. Number variance saturation is also seen for example in the zeros of the Riemann zeta function (Odlyzko, Berry). The process can also be constructed using non-intersecting paths and we consider several variants of this construction. One construction leads to a model which shows a transition from a non-universal behaviour with number variance saturation to a universal sine-kernel behaviour as we go up the line.
Johansson Kurt
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