Edge Universality for Nonintersecting Brownian Bridges
Abstract
In this paper we study fluctuations of extreme particles of nonintersecting Brownian bridges starting from a1≤ a2≤ ·s ≤ an at time t=0 and ending at b1≤ b2≤ ·s≤ bn at time t=1, where μAn=(1/n)Σiδai, μBn=(1/n)Σi δbi are discretization of probability measures μA, μB. Under regularity assumptions of μA, μB, we show as the number of particles n goes to infinity, fluctuations of extreme particles at any time 0<t<1, after proper rescaling, are asymptotically universal, converging to the Airy point process.
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