Curvature bound of Dyson Brownian Motion
Fuente:
arXiv
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| Natura: | Preprint |
| Pubblicazione: |
2022
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| _version_ | 1866910984094875648 |
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| author | Suzuki, Kohei |
| author_facet | Suzuki, Kohei |
| contents | We construct a strongly local symmetric Dirichlet form on the configuration space $Υ$ whose symmetrising (thus also invariant) measure is $\mathsf{sine}_β$, which is the law of the sine $β$ ensemble for every $β>0$. For every $β>0$, this Dirichlet form satisfies the Bakry-Émery gradient estimate $\mathsf{BE}(K, \infty)$ with $K=0$. This implies various functional inequalities, including the local Poincaré inequality, the local log-Sobolev inequality and the local hyper-contractivity. We then introduce an $L^2$-transportation-type extended distance $\bar{\sf d}_Υ$ on $Υ$, and prove the dimension-free Harnack inequality and several Lipschitz regularisation estimates of the $L^2$-semigroup associated with the Dirichlet form in terms of $\bar{\sf d}_Υ$. As a result of $\mathsf{BE}(0,\infty)$, we obtain that the dual semigroup on the space of probability measures over $Υ$, endowed with a Benamou--Brenier-like extended distance $\mathsf{W}_{\mathcal E}$, satisfies the evolutional variation inequality with respect to the Bolzmann--Shannon entropy $\mathsf{Ent}_{\mathsf{sine}_β}$ associated with $\mathsf{sine}_β$. Furthermore, the dual semigroup is characterised as the unique $\mathsf{W}_{\mathcal E}$-gradient flow in the space of probability measures with respect to $\mathsf{Ent}_{\mathsf{sine}_β}$. Finally, we provide a sufficient condition for $\mathsf{BE}(K, \infty)$ beyond $\mathsf{sine}_β$ and apply it to the infinite particle diffusion whose symmetrising measure is the law of the $1$-dimensional $(β,s)$-circular Riesz gas with $β>0$ and $0<s<1$. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2301_00262 |
| institution | arXiv |
| publishDate | 2022 |
| record_format | arxiv |
| spellingShingle | Curvature bound of Dyson Brownian Motion Suzuki, Kohei Probability Mathematical Physics Differential Geometry Functional Analysis We construct a strongly local symmetric Dirichlet form on the configuration space $Υ$ whose symmetrising (thus also invariant) measure is $\mathsf{sine}_β$, which is the law of the sine $β$ ensemble for every $β>0$. For every $β>0$, this Dirichlet form satisfies the Bakry-Émery gradient estimate $\mathsf{BE}(K, \infty)$ with $K=0$. This implies various functional inequalities, including the local Poincaré inequality, the local log-Sobolev inequality and the local hyper-contractivity. We then introduce an $L^2$-transportation-type extended distance $\bar{\sf d}_Υ$ on $Υ$, and prove the dimension-free Harnack inequality and several Lipschitz regularisation estimates of the $L^2$-semigroup associated with the Dirichlet form in terms of $\bar{\sf d}_Υ$. As a result of $\mathsf{BE}(0,\infty)$, we obtain that the dual semigroup on the space of probability measures over $Υ$, endowed with a Benamou--Brenier-like extended distance $\mathsf{W}_{\mathcal E}$, satisfies the evolutional variation inequality with respect to the Bolzmann--Shannon entropy $\mathsf{Ent}_{\mathsf{sine}_β}$ associated with $\mathsf{sine}_β$. Furthermore, the dual semigroup is characterised as the unique $\mathsf{W}_{\mathcal E}$-gradient flow in the space of probability measures with respect to $\mathsf{Ent}_{\mathsf{sine}_β}$. Finally, we provide a sufficient condition for $\mathsf{BE}(K, \infty)$ beyond $\mathsf{sine}_β$ and apply it to the infinite particle diffusion whose symmetrising measure is the law of the $1$-dimensional $(β,s)$-circular Riesz gas with $β>0$ and $0<s<1$. |
| title | Curvature bound of Dyson Brownian Motion |
| topic | Probability Mathematical Physics Differential Geometry Functional Analysis |
| url | https://arxiv.org/abs/2301.00262 |