Concentration for Coulomb gases and Coulomb transport inequalities (Q1652729)

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Concentration for Coulomb gases and Coulomb transport inequalities
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    Concentration for Coulomb gases and Coulomb transport inequalities (English)
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    11 July 2018
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    The aim of this work is the non-asymptotic study of Coulomb gases around their equilibrium measure. Such gases are modeled by an exchangeable Boltzmann-Gibbs measure with a two-body interaction. The authors provide, under appropriate regularity and growth conditions, self-contained, short and simple proofs for concentration inequalities for the expirical measure of Coulomb gases in any dimension \(d\geq 2\), with respect to both bounded Lipschitz and Wasserstein \(W_1\) metrics. The inequalities are new for general Coulomb gases and improve the previous concentration bounds for the empirical spectral measure of the Ginibre random matrices [\textit{R. Pemantle} and \textit{Y. Peres}, Comb. Probab. Comput. 23, No. 1, 140--160 (2014; Zbl 1326.60032); \textit{J. Breuer} and \textit{M. Duits}, Adv. Math. 265, 441--484 (2014; Zbl 1335.60031)]. The method is inspired by the work by \textit{M. Maïda} and \textit{É. Maurel-Segala} [Probab. Theory Relat. Fields 159, No. 1--2, 329--356 (2014; Zbl 1305.46057)], itself inspired by large-deviation techniques. Also, this approach extends and simplifies previous results by \textit{N. Rougerie} and \textit{S. Serfaty} [Commun. Pure Appl. Math. 69, No. 3, 519--605 (2016; Zbl 1338.82043)].
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    Coulomb gas
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    Ginibre ensemble
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    Wasserstein distance
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    concentration of measure
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