Ginibre interacting Brownian motion in infinite dimensions is sub-diffusive
Hirofumi Osada

TL;DR
This paper proves that in a two-dimensional infinite particle system with logarithmic interactions, tagged particles exhibit sub-diffusive behavior, highlighting the influence of geometric rigidity on stochastic dynamics.
Contribution
It demonstrates sub-diffusivity of tagged particles in Ginibre interacting Brownian motion, contrasting with diffusive behavior in higher dimensions.
Findings
Tagged particles are sub-diffusive in the Ginibre interacting Brownian motion.
The dynamics are reversible with respect to the Ginibre random point field.
Geometric rigidity of the particle system affects its dynamical properties.
Abstract
We prove that the tagged particles of infinitely many Brownian particles in interacting via a logarithmic (two-dimensional Coulomb) potential with inverse temperature are sub-diffusive. The associated delabeled diffusion is reversible with respect to the Ginibre random point field, and the dynamics are thus referred to as the Ginibre interacting Brownian motion. % If the interacting Brownian particles have interaction potential of Ruelle class and the total system starts in a translation-invariant equilibrium state, then the tagged particles are always diffusive if the dimension of the space is greater than or equal to two. That is, the tagged particles are always non-degenerate under diffusive scaling. Our result is, therefore, contrary to known results. The Ginibre random point field has various levels of geometric…
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsStochastic processes and statistical mechanics · Stochastic processes and financial applications · Financial Risk and Volatility Modeling
