Local Stability of the Resolvent Flow under Dyson Brownian Motion
Local Stability of the Resolvent Flow under Dyson Brownian Motion
复制标题
戴森布朗运动下溶解流的局部稳定性
DOI:
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发表时间:
2017
期刊:
影响因子:
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通讯作者:
S. Warzel
中科院分区:
文献类型:
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作者:
Per von Soosten;S. Warzel
We study the flow of the Green functions of $N imes N$ stochastic matrices with a random diagonal component under Dyson Brownian motion. We establish optimal stability results up to times of order $N^{-1}$ when the complex energy parameter is of the order $ N^{-1} $. These results thus complement existing proofs of equilibration of the local statistics for times beyond $ N^{-1} $. As an application, we map out the entire localized phase of the Rosenzweig-Porter random matrix model in terms of both eigenfunctions and local statistics.