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Curvature bound of Dyson Brownian Motion

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arxiv 2301.00262 v5 pith:VSODSMB5 submitted 2022-12-31 math.PR math-phmath.DGmath.FAmath.MP

classification math.PRmath-phmath.DGmath.FAmath.MP
keywords mathsfbetasineupsiloninequalitylocaldirichletform
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abstract

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

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Cited by 2 Pith papers

Reviewed papers in the Pith corpus that reference this work. Sorted by Pith novelty score. Full citation record

  1. Pyramids and Extended Metric Measure Spaces

    math.MG 2026-07 conditional novelty 8.0 of 10

    Every pyramid of metric measure spaces can be realized as the □-closure of the pyramid associated with an extended metric measure space, and concentrated pyramids have a unique representation.

  2. A phase transition in the Bakry-\'Emery gradient estimate for Dyson Brownian motion

    math.PR 2025-06 conditional novelty 7.0 of 10

    The Bakry-Emery gradient estimate for the labeled Dyson space holds exactly when the inverse temperature beta is at least 1 and fails for every beta below 1, a sharp phase transition between curvature and gradient estimates.

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