On the law of large numbers for the empirical measure process of generalized Dyson Brownian motion

DOI10.1007/s10955-020-02627-8zbMath1460.60108arXiv1407.7234OpenAlexW3087259575MaRDI QIDQ2658891

Songzi Li, Yong-Xiao Xie, Xiang Dong Li

Publication date: 25 March 2021

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.7234

zbMATH Keywords

law of large numbersgradient flowoptimal transportationpropagation of chaosMcKean-Vlasov equationgeneralized Dyson Brownian motionVoiculescu free entropy

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Interacting particle systems in time-dependent statistical mechanics (82C22) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Free probability and free operator algebras (46L54) Convergence of probability measures (60B10)

Related Items

Global fluctuations for 1D log-gas dynamics. Covariance kernel and support ⋮ A spectral dominance approach to large random matrices ⋮ Tracial smooth functions of non-commuting variables and the free Wasserstein manifold ⋮ Asymptotics of rectangular spherical integrals ⋮ Local law and rigidity for unitary Brownian motion ⋮ Gaussian fluctuations for interacting particle systems with singular kernels ⋮ Universal cutoff for Dyson Ornstein Uhlenbeck process ⋮ On systems of particles in singular repulsive interaction in dimension one: log and Riesz gas ⋮ Universality for random matrix flows with time-dependent density ⋮ High-dimensional central limit theorems for a class of particle systems ⋮ Recent advances on eigenvalues of matrix-valued stochastic processes ⋮ Gaussian fluctuation for Gaussian Wishart matrices of overall correlation

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the distribution of the roots of certain symmetric matrices
• Limit laws for random matrices and free products
• The Wigner semi-circle law and eigenvalues of matrix-valued diffusions
• The analogues of entropy and of Fisher's information measure in free probability theory. I
• Interacting Brownian particles and the Wigner law
• Diffusing particles with electrostatic repulsion
• A convexity principle for interacting gases
• Logarithmic Sobolev inequalities, matrix models and free entropy
• Constrained steepest descent in the 2-Wasserstein metric
• Generalization of an inequality by Talagrand and links with the logarithmic Sobolev inequality
• On the statistical mechanics approach in the random matrix theory: Integrated density of states.
• Convergence to equilibrium in the free Fokker-Planck equation with a double-well potential
• Nonlinear martingale problems involving singular integrals
• Kinetic equilibration rates for granular media and related equations: entropy dissipation and mass transportation estimates
• On fluctuations of eigenvalues of random Hermitian matrices.
• A concise course on stochastic partial differential equations
• Mass transportation proofs of free functional inequalities, and free Poincaré inequalities
• Uniqueness for a weak nonlinear evolution equation and large deviations for diffusing particles with electrostatic repulsion
• Displacement convexity for the generalized orthogonal ensemble
• THE MULTICRITICAL KONTSEVICH-PENNER MODEL
• THE GEOMETRY OF DISSIPATIVE EVOLUTION EQUATIONS: THE POROUS MEDIUM EQUATION
• Statistical Theory of the Energy Levels of Complex Systems. I
• Random Matrices: High Dimensional Phenomena
• An Introduction to Random Matrices
• A Brownian-Motion Model for the Eigenvalues of a Random Matrix
• Polar factorization and monotone rearrangement of vector‐valued functions
• The derivative of order 1/2 of a free convolution by a semicircle distribution
• Multidimensional Yamada-Watanabe theorem and its applications to particle systems
• Optimal Transport
• Free diffusions, free entropy and free Fisher information