Dynamical Bulk Scaling limit of Gaussian Unitary Ensembles and Stochastic Differential Equation gaps

Abstract

The distributions of $ N $-particle systems of Gaussian unitary ensembles converge to Sine$_2$ point processes under bulk-scaling limits. These scalings are parameterized by a macro-position $ \theta $ in the support of the semicircle distribution. The limits are always Sine$_{2}$ point processes and independent of the macro-position $ \theta $ up to the dilations of determinantal kernels. We prove a dynamical counter part of this fact. We prove that the solution of the $ N $-particle systems given by stochastic differential equations (SDEs) converges to the solution of the infinite-dimensional Dyson model. We prove the limit infinite-dimensional SDE (ISDE), referred to as Dyson's model, is independent of the macro-position $ \theta $, whereas the $ N $-particle SDEs depend on $ \theta $ and are different from the ISDE in the limit whenever $ \theta \not= 0 $.