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 in | Journal de l'École polytechnique. Mathématiques Vol. 10; pp. 867 - 916 |
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Main Authors | , , |
Format | Journal Article |
Language | English |
Published |
École polytechnique
09.05.2023
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Subjects | |
Online Access | Get full text |
ISSN | 2429-7100 2270-518X |
DOI | 10.5802/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]. |
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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 |
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Title | On systems of particles in singular repulsive interaction in dimension one : log and Riesz gas |
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