Dyson Brownian Motion as a Wasserstein Gradient Flow

Kohei Suzuki (Durham U)

May 23. 2024, 15:40 — 16:25

The Dyson Brownian motion (DMB) is a system of infinitely many interacting Brownian motions with logarithmic interaction potential, which was introduced by Freeman Dyson '62 in relation to the random matrix theory. In this talk, we show that an infinite-dimensional differential structure induced by the DBM has a Bakry-Émery lower Ricci curvature bound. As an application, we show that the DBM (with inverse temperature beta >0) can be realised as the unique Wasserstein-type gradient flow of the Boltzmann-Shannon entropy associated with sine_beta ensemble.

Further Information
Venue:
ESI Boltzmann Lecture Hall
Associated Event:
Synthetic Curvature Bounds for Non-Smooth Spaces: Beyond Finite Dimension (Workshop)
Organizer(s):
Lorenzo Dello Schiavo (ISTA, Klosterneuburg)
Christian Ketterer (ALU Freiburg)
Chiara Rigoni (U of Vienna)