On systems of particles in singular repulsive interaction in dimension one : log and Riesz gas
Arnaud Guillin, Pierre Le Bris, Pierre Monmarch\'e

TL;DR
This paper establishes the first uniform in time propagation of chaos for one-dimensional particle systems with singular repulsive interactions, including Dyson Brownian motion, using novel coupling techniques.
Contribution
It introduces a new approach to prove uniform in time propagation of chaos for Riesz gases, extending previous weak results to strong, uniform ones.
Findings
Proved existence and uniqueness for Riesz gases.
Established uniform in time propagation of chaos.
Developed a coupling method for the analysis.
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.
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 financial applications · Stochastic processes and statistical mechanics · Financial Risk and Volatility Modeling
