GUE Tracy–Widom fluctuation conjecture for individual sticky Brownian atoms

For fixed xx, let γt(tx,dw)\gamma_t(tx,dw) denote the law of the relevant atomic mass and let Xx,tX_{x,t} be a random variable on R\mathbb{R} with law

2πtetx2/2wγt(tx,dw).\sqrt{2\pi t}\,e^{-t x^2/2}w\,\gamma_t(tx,dw).

GUE Tracy–Widom fluctuation conjecture. There are functions J:RRJ:\mathbb{R}\to\mathbb{R} and σ:RR\sigma:\mathbb{R}\to\mathbb{R} such that

limtP(log(Xx,t)+J(x)tt1/3σ(x)<z)=FGUE(z),\lim_{t\to\infty}\mathbb{P}\left(\frac{\log(X_{x,t})+J(x)t}{t^{1/3}\sigma(x)}<z\right)=F_{GUE}(z),

where FGUEF_{GUE} is the cumulative distribution function of the GUE Tracy–Widom distribution. The conjecture predicts t1/3t^{1/3}-scale GUE fluctuations for individual atoms in the large-time regime; the source does not provide explicit formulas for JJ or σ\sigma, nor state a resolution.

Sources & referencesView supporting material

Primary source

Dom Brockington and Jon Warren, “The Bethe Ansatz for Sticky Brownian Motions”, arXiv:2104.06482 (2021).

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