Curvature bound of Dyson Brownian Motion
Abstract
We construct a strongly local symmetric Dirichlet form on the configuration space whose symmetrising (thus also invariant) measure is , which is the law of the sine ensemble for every . For every , this Dirichlet form satisfies the Bakry-\'Emery gradient estimate with . This implies various functional inequalities, including the local Poincar\'e inequality, the local log-Sobolev inequality and the local hyper-contractivity. We then introduce an -transportation-type extended distance on , and prove the dimension-free Harnack inequality and several Lipschitz regularisation estimates of the -semigroup associated with the Dirichlet form in terms of . As a result of , we obtain that the dual semigroup on the space of probability measures over , endowed with a Benamou--Brenier-like extended distance , satisfies the evolutional variation inequality with respect to the Bolzmann--Shannon entropy associated with . Furthermore, the dual semigroup is characterised as the unique -gradient flow in the space of probability measures with respect to . Finally, we provide a sufficient condition for beyond and apply it to the infinite particle diffusion whose symmetrising measure is the law of the -dimensional -circular Riesz gas with and .
Keywords
Cite
@article{arxiv.2301.00262,
title = {Curvature bound of Dyson Brownian Motion},
author = {Kohei Suzuki},
journal= {arXiv preprint arXiv:2301.00262},
year = {2025}
}
Comments
55 pages. Final version