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Curvature bound of Dyson Brownian Motion

Probability 2025-06-05 v5 Mathematical Physics Differential Geometry Functional Analysis math.MP

Abstract

We construct a strongly local symmetric Dirichlet form on the configuration space Υ\Upsilon whose symmetrising (thus also invariant) measure is sineβ\mathsf{sine}_\beta, which is the law of the sine β\beta ensemble for every β>0\beta>0. For every β>0\beta>0, this Dirichlet form satisfies the Bakry-\'Emery gradient estimate BE(K,)\mathsf{BE}(K, \infty) with K=0K=0. 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 L2L^2-transportation-type extended distance dˉΥ\bar{\sf d}_{\Upsilon} on Υ\Upsilon, and prove the dimension-free Harnack inequality and several Lipschitz regularisation estimates of the L2L^2-semigroup associated with the Dirichlet form in terms of dˉΥ\bar{\sf d}_{\Upsilon}. As a result of BE(0,)\mathsf{BE}(0,\infty), we obtain that the dual semigroup on the space of probability measures over Υ\Upsilon, endowed with a Benamou--Brenier-like extended distance WE\mathsf{W}_{\mathcal E}, satisfies the evolutional variation inequality with respect to the Bolzmann--Shannon entropy Entsineβ\mathsf{Ent}_{\mathsf{sine}_\beta} associated with sineβ\mathsf{sine}_\beta. Furthermore, the dual semigroup is characterised as the unique WE\mathsf{W}_{\mathcal E}-gradient flow in the space of probability measures with respect to Entsineβ\mathsf{Ent}_{\mathsf{sine}_\beta}. Finally, we provide a sufficient condition for BE(K,)\mathsf{BE}(K, \infty) beyond sineβ\mathsf{sine}_\beta and apply it to the infinite particle diffusion whose symmetrising measure is the law of the 11-dimensional (β,s)(\beta,s)-circular Riesz gas with β>0\beta>0 and 0<s<10<s<1.

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