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相关论文: Curvature bound of Dyson Brownian Motion

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This is the second paper of a series on configuration spaces $\Upsilon$ over singular spaces $X$. Here, we focus on geometric aspects of the extended metric measure space $(\Upsilon, \mathsf{d}_{\Upsilon}, \mu)$ equipped with the…

度量几何 · 数学 2022-05-04 Lorenzo Dello Schiavo , Kohei Suzuki

We construct Dyson Brownian motion for $\beta \in (0,\infty]$ by adapting the extrinsic construction of Brownian motion on Riemannian manifolds to the geometry of group orbits within the space of Hermitian matrices. When $\beta$ is…

概率论 · 数学 2023-05-22 Ching-Peng Huang , Dominik Inauen , Govind Menon

Let $\varUpsilon$ be the configuration space over a complete and separable metric base space, endowed with the Poisson measure $\pi$. We study the geometry of $\varUpsilon$ from the point of view of optimal transport and Ricci-lower bounds.…

概率论 · 数学 2025-01-22 Lorenzo Dello Schiavo , Ronan Herry , Kohei Suzuki

The circular $\beta$ ensemble for $\beta =1,2$ and 4 corresponds to circular orthogonal, unitary and symplectic ensemble respectively as introduced by Dyson. The statistical state of the eigenvalues is then a determinantal point process…

数学物理 · 物理学 2025-09-08 Peter J. Forrester , Bo-Jian Shen

We consider a particle moving in one dimension, its velocity being a reversible diffusion process, with constant diffusion coefficient, of which the invariant measure behaves like $(1+|v|)^{-\beta}$ for some $\beta>0$. We prove that, under…

概率论 · 数学 2018-05-25 Nicolas Fournier , Camille Tardif

We investigate yet another approach to understand the limit behaviour of Brownian motion conditioned to stay within a tubular neighbourhood around a closed and connected submanifold of a Riemannian manifold. In this context, we identify a…

概率论 · 数学 2019-08-06 Vera Nobis , Olaf Wittich

We consider an optimal transport problem on the unit simplex whose solutions are given by gradients of exponentially concave functions and prove two main results. First, we show that the optimal transport is the large deviation limit of a…

概率论 · 数学 2020-07-07 Soumik Pal , Ting-Kam Leonard Wong

For general $\beta \geq 1$, we consider Dyson Brownian motion at equilibrium and prove convergence of the extremal particles to an ensemble of continuous sample paths in the limit $N \to \infty$. For each fixed time, this ensemble is…

概率论 · 数学 2020-09-24 Benjamin Landon

Given a compact doubling metric measure space $X$ that supports a $2$-Poincar\'e inequality, we construct a Dirichlet form on $N^{1,2}(X)$ that is comparable to the upper gradient energy form on $N^{1,2}(X)$. Our approach is based on the…

度量几何 · 数学 2023-10-24 Almaz Butaev , Liangbing Luo , Nageswari Shanmugalingam

In this paper, we find a gap between the lower bound of the Bakry-\'Emery $N$-Ricci tensor ${\rm Ric}_N$ and the Bakry-\'Emery gradient estimate ${\sf BE}$ in the space associated with the finite-particle Dyson Brownian motion (DBM) with…

概率论 · 数学 2025-06-06 Kohei Suzuki , Kenshiro Tashiro

We investigate the asymptotic symmetry structure of two--dimensional dilaton gravity in its $\mathcal{N}=1$ supersymmetric extension based on the $\mathfrak{osp}(1|2)$ Lie superalgebra. Within the BF theoretical framework, we analyze affine…

高能物理 - 理论 · 物理学 2026-03-09 H. T. Özer , Aytül Filiz

We provide a new definition of a local walk dimension $\beta$ that depends only on the metric and not on the existence of a particular regular Dirichlet form or heat kernel asymptotics. Moreover, we study the local Hausdorff dimension…

度量几何 · 数学 2018-06-13 John Dever

Log-Sobolev inequalities (LSIs) upper-bound entropy via a multiple of the Dirichlet form (i.e. norm of a gradient). In this paper we prove a family of entropy-energy inequalities for the binary hypercube which provide a non-linear…

概率论 · 数学 2019-04-22 Yury Polyanskiy , Alex Samorodnitsky

In this work, we introduce the $\beta$-semigroup for $\beta > 0$, which unifies and extends the classical Poisson (for $\beta=1$) and heat (for $\beta=2$) semigroups within the Dunkl analysis framework. Leveraging this semigroup, we derive…

泛函分析 · 数学 2025-06-04 Sandeep Kumar Verma , Athulya P

Using elliptic regularity results in weighted spaces, stochastic calculus and the theory of non-symmetric Dirichlet forms, we first show weak existence of non-symmetric distorted Brownian motion for any starting point in some domain $E$ of…

概率论 · 数学 2016-11-16 Michael Röckner , Jiyong Shin , Gerald Trutnau

We establish that the Dirichlet problem for convex linear growth functionals on $BD$, the functions of bounded deformation, gives rise to the same unconditional Sobolev and partial $C^{1,\alpha}$-regularity theory as presently available for…

偏微分方程分析 · 数学 2019-08-27 Franz Gmeineder

We consider a random walk on a closed manifold $M$ driven by a probability measure $\mu$ on the space of $C^2$ diffeomorphisms. Provided $\mu$ has compact support, satisfies certain gap and pinching conditions, and is weak-$*$ close to a…

动力系统 · 数学 2026-05-27 Timothée Bénard , Zhiyuan Zhang

We study the Dirichlet problem for least gradient functions for domains in metric spaces equipped with a doubling measure and supporting a (1,1)-Poincar\'e inequality when the boundary of the domain satisfies a positive mean curvature…

偏微分方程分析 · 数学 2022-10-18 Josh Kline

Via a Dirichlet form extension theorem and making full use of two-sided heat kernel estimates, we establish quenched invariance principles for random walks in random environments with a boundary. In particular, we prove that the random walk…

概率论 · 数学 2015-09-10 Zhen-Qing Chen , David A. Croydon , Takashi Kumagai

In this paper we show the strong existence and the pathwise uniqueness of an infinite-dimensional Stochastic Differential Equation (SDE) corresponding to the bulk limit of Dyson's Brownian Motion (DBM), for all $\beta\geq 1$. Our…

概率论 · 数学 2015-11-02 Li-Cheng Tsai
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