Large deviations of Dyson Brownian motion on the circle and multiradial SLE(0+)

Fuente: arXiv
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Main Authors: Abuzaid, Osama, Healey, Vivian Olsiewski, Peltola, Eveliina
Format: Preprint
Published: 2024
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author Abuzaid, Osama
Healey, Vivian Olsiewski
Peltola, Eveliina
author_facet Abuzaid, Osama
Healey, Vivian Olsiewski
Peltola, Eveliina
contents We show a finite-time large deviation principle (LDP) for "Dyson type" diffusion processes, including Dyson Brownian motion on the circle, for a fixed number of particles as the coupling parameter $β=8/κ$ tends to $\infty$. We also characterize the large-time behavior of finite-energy and zero-energy systems. Interestingly, the latter correspond to the Calogero-Moser-Sutherland integrable system. We use these results to derive an LDP in the Hausdorff metric for multiradial Schramm-Loewner evolution, SLE$_κ$, as $κ\to 0$, with good rate function being the multiradial Loewner energy. Here, the main difficulty is that the curves have a common target point, preventing the configurational (global) approach. Our proof thus requires topological results in Loewner theory: using a derivative estimate for the radial Loewner map in terms of the energy of its driving function, we show that finite-energy multiradial Loewner hulls are disjoint unions of simple curves, except possibly at their common endpoint.
format Preprint
id arxiv_https___arxiv_org_abs_2407_13762
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Large deviations of Dyson Brownian motion on the circle and multiradial SLE(0+)
Abuzaid, Osama
Healey, Vivian Olsiewski
Peltola, Eveliina
Probability
Mathematical Physics
We show a finite-time large deviation principle (LDP) for "Dyson type" diffusion processes, including Dyson Brownian motion on the circle, for a fixed number of particles as the coupling parameter $β=8/κ$ tends to $\infty$. We also characterize the large-time behavior of finite-energy and zero-energy systems. Interestingly, the latter correspond to the Calogero-Moser-Sutherland integrable system. We use these results to derive an LDP in the Hausdorff metric for multiradial Schramm-Loewner evolution, SLE$_κ$, as $κ\to 0$, with good rate function being the multiradial Loewner energy. Here, the main difficulty is that the curves have a common target point, preventing the configurational (global) approach. Our proof thus requires topological results in Loewner theory: using a derivative estimate for the radial Loewner map in terms of the energy of its driving function, we show that finite-energy multiradial Loewner hulls are disjoint unions of simple curves, except possibly at their common endpoint.
title Large deviations of Dyson Brownian motion on the circle and multiradial SLE(0+)
topic Probability
Mathematical Physics
url https://arxiv.org/abs/2407.13762