Dynamical rigidity of stochastic Coulomb systems in infinite-dimensions
Hirofumi Osada

TL;DR
This paper demonstrates dynamical rigidity properties of infinite-dimensional Ginibre interacting Brownian motions, including uniqueness of solutions and subdiffusive behavior of tagged particles, advancing understanding of Coulomb systems in infinite dimensions.
Contribution
It introduces the concept of Coulomb random point fields and proves two key rigidity results for Ginibre interacting Brownian motions in infinite dimensions.
Findings
Ginibre interacting Brownian motion is a unique strong solution to two different stochastic differential equations.
Tagged particles in the system exhibit subdiffusive behavior.
Introduction of Coulomb random point fields and associated Brownian motions.
Abstract
This paper is based on the talk in "Probability Symposium" at Research Institute of Mathematical Sciences (Kyoto University) on 2013/12/18, and gives an announcement of some parts of the results in [1,8,10,11]. We show two instances of dynamical rigidity of Ginibre interacting Brownian motion in infinite dimensions. This stochastic dynamics is given by the infinite-dimensional stochastic differential equation describing infinite-many Brownian particles in the plane interacting through two-dimensional Coulomb potential. The first dynamical rigidity is that the Ginibre interacting Brownian motion is a unique, strong solution of two different infinite dimensional stochastic differential equations. The second shows that the tagged particles of Ginibre interacting Brownian motion are sub diffusive. We also propose the notion of "Coulomb random point fields" and the associated "Coulomb…
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Taxonomy
TopicsRandom Matrices and Applications · Stochastic processes and statistical mechanics · Stochastic processes and financial applications
