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Bibliographic Details
Main Author: Wu, Xuan
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2412.17389
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author Wu, Xuan
author_facet Wu, Xuan
contents We develop a new method based on Caffarelli's contraction theorem in optimal transport to obtain sharp and uniform modulus of continuity estimates for $β$-Dyson Brownian motions with $β\geq 2$. Our method extends to a large class of random curve collections, which can be viewed as log-concave perturbations of Brownian motions, including the $β$-Dyson Brownian motion, the Air$\text{y}_β$ line ensemble, the KPZ line ensemble, and the O'Connell-Yor line ensemble.
format Preprint
id arxiv_https___arxiv_org_abs_2412_17389
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Applications of optimal transport to Dyson Brownian Motions and beyond
Wu, Xuan
Probability
We develop a new method based on Caffarelli's contraction theorem in optimal transport to obtain sharp and uniform modulus of continuity estimates for $β$-Dyson Brownian motions with $β\geq 2$. Our method extends to a large class of random curve collections, which can be viewed as log-concave perturbations of Brownian motions, including the $β$-Dyson Brownian motion, the Air$\text{y}_β$ line ensemble, the KPZ line ensemble, and the O'Connell-Yor line ensemble.
title Applications of optimal transport to Dyson Brownian Motions and beyond
topic Probability
url https://arxiv.org/abs/2412.17389