On systems of particles in singular repulsive interaction in dimension one : log and Riesz gas

In this article, we prove the first quantitative uniform in time propagation of chaos for a class of systems of particles in singular repulsive interaction in dimension one that contains the Dyson Brownian motion. We start by establishing existence and uniqueness for the Riesz gases, before proving...

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Published inJournal de l'École polytechnique. Mathématiques Vol. 10; pp. 867 - 916
Main Authors Guillin, Arnaud, Le Bris, Pierre, Monmarché, Pierre
Format Journal Article
LanguageEnglish
Published École polytechnique 09.05.2023
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ISSN2429-7100
2270-518X
DOI10.5802/jep.235

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Abstract In this article, we prove the first quantitative uniform in time propagation of chaos for a class of systems of particles in singular repulsive interaction in dimension one that contains the Dyson Brownian motion. We start by establishing existence and uniqueness for the Riesz gases, before proving propagation of chaos with an original approach to the problem, namely coupling with a Cauchy sequence type argument. We also give a general argument to turn a result of weak propagation of chaos into a strong and uniform in time result using the long time behavior and some bounds on moments, in particular enabling us to get a uniform in time version of the result of C\'epa-L\'epingle. Dans cet article, nous prouvons le premier résultat de propagation du chaos quantitative uniforme en temps pour une classe de systèmes de particules en interaction singulière répulsive en dimension 1 qui contient le mouvement brownien de Dyson. Nous commençons par établir l’existence et l’unicité des gaz de Riesz, avant de prouver la propagation du chaos par une approche originale du problème, à savoir un couplage avec un argument de type suite de Cauchy. Nous donnons également un argument général pour transformer un résultat faible de propagation du chaos en un résultat fort et uniforme en temps en utilisant le comportement en temps long et certaines bornes sur les moments, ce qui nous permet en particulier d’obtenirune version uniforme en temps du résultat de Cépa-Lépingle [CL97].
AbstractList In this article, we prove the first quantitative uniform in time propagation of chaos for a class of systems of particles in singular repulsive interaction in dimension one that contains the Dyson Brownian motion. We start by establishing existence and uniqueness for the Riesz gases, before proving propagation of chaos with an original approach to the problem, namely coupling with a Cauchy sequence type argument. We also give a general argument to turn a result of weak propagation of chaos into a strong and uniform in time result using the long time behavior and some bounds on moments, in particular enabling us to get a uniform in time version of the result of C\'epa-L\'epingle. Dans cet article, nous prouvons le premier résultat de propagation du chaos quantitative uniforme en temps pour une classe de systèmes de particules en interaction singulière répulsive en dimension 1 qui contient le mouvement brownien de Dyson. Nous commençons par établir l’existence et l’unicité des gaz de Riesz, avant de prouver la propagation du chaos par une approche originale du problème, à savoir un couplage avec un argument de type suite de Cauchy. Nous donnons également un argument général pour transformer un résultat faible de propagation du chaos en un résultat fort et uniforme en temps en utilisant le comportement en temps long et certaines bornes sur les moments, ce qui nous permet en particulier d’obtenirune version uniforme en temps du résultat de Cépa-Lépingle [CL97].
Author Le Bris, Pierre
Guillin, Arnaud
Monmarché, Pierre
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Keywords sto- chastic calculus
Dyson Brownian motion
long-time behavior
Propagation of chaos
Riesz gas
Language English
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Title On systems of particles in singular repulsive interaction in dimension one : log and Riesz gas
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