Tokyo Probability Seminar

Seminar information archive ~03/03Next seminarFuture seminars 03/04~

Date, time & place Monday 17:00 - 18:30 126Room #126 (Graduate School of Math. Sci. Bldg.)
Organizer(s) Hiroshi Kawabi, Shuta Nakajima, Makiko Sasada

2023/10/30

16:00-18:50   Room #126 (Graduate School of Math. Sci. Bldg.)
Chenlin Gu (Tsinghua University) 16:00-16:50
Quantitative homogenization of interacting particle systems (English)
[ Abstract ]
This talk presents that, for a class of interacting particle systems in continuous space, the finite-volume approximations of the bulk diffusion matrix converge at an algebraic rate. The models we consider are reversible with respect to the Poisson measures with constant density, and are of non-gradient type. This approach is inspired by recent progress in the quantitative homogenization of elliptic equations. Along the way, a modified Caccioppoli inequality and a multiscale Poincare inequality are developed, which are of independent interest. The talk is based on a joint work with Arianna Giunti and Jean-Christophe Mourrat.
[ Reference URL ]
https://chenlin-gu.github.io/index.html
Lorenzo Dello-Schiavio (Institute of Science and Technology Austria (ISTA)) 17:00-17:50
Wasserstein geometry and Ricci curvature bounds for Poisson spaces (English)
[ Abstract ]
Let Υ be the configuration space over a complete and separable metric base space, endowed with the Poisson measure π. We study the geometry of Υ from the point of view of optimal transport and Ricci-lower bounds. To do so, we define a formal Riemannian structure on P_1(Y), the space of probability measures over Υ with finite first moment, and we construct an extended distance W on P_1(Y). The distance W corresponds, in our setting, to the Benamou–Brenier variational formulation of the Wasserstein distance. Our main technical tool is a non-local continuity equation defined via the difference operator on the Poisson space. We show that the closure of the domain of the relative entropy is a complete geodesic space, when endowed with W. We establish non-local infinite-dimensional analogues of results regarding the geometry of the Wasserstein space over a metric measure space with synthetic Ricci curvature bounded below. In particular, we obtain that: (a) the Ornstein–Uhlenbeck semi-group is the gradient flow of the relative entropy; (b) the Poisson space has Ricci curvature bounded below by 1 in the entropic sense; (c) the distance W satisfies an HWI inequality.
Base on joint work arXiv:2303.00398 with Ronan Herry (Rennes 1) and Kohei Suzuki (Durham)
[ Reference URL ]
https://lzdsmath.github.io
Kohei Suzuki (Durham University) 18:00-18:50
Curvature Bound of the Dyson Brownian Motion (English)
[ Abstract ]
The Dyson Brownian Motion (DBM) is an eigenvalue process of a particular Hermitian matrix-valued Brownian motion introduced by Freeman Dyson in 1962, which has been one of the central subjects in the random matrix theory. In this talk, we study the DBM from a geometric perspective. We show that the infinite particle DBM possesses a lower bound of the Ricci curvature à la Bakry-Émery. As a consequence, we obtain various quantitative estimates of the transition probability of the DBM (e.g., the local spectral gap, the local log-Sobolev, and the dimension-free Harnack inequalities) as well as the characterisation of the DBM as the gradient flow of the Boltzmann entropy in a particular Wasserstein-type space, the latter of which provides a new viewpoint of the Dyson Brownian motion.
[ Reference URL ]
https://www.durham.ac.uk/staff/kohei-suzuki/