The Infinite Dyson Brownian Motion with $\beta=2$ Does Not Have a Spectral Gap
Kohei Suzuki

TL;DR
This paper proves that the Dirichlet forms for the unlabelled infinite Dyson Brownian motion at inverse temperature 2 lack a spectral gap, indicating certain spectral properties of this stochastic process.
Contribution
It establishes the non-existence of a spectral gap for the Dirichlet forms of the infinite Dyson Brownian motion at , a significant theoretical result in stochastic analysis.
Findings
No spectral gap for the Dirichlet forms at
Implications for the spectral properties of Dyson Brownian motion
Advances understanding of infinite-dimensional stochastic processes
Abstract
We prove that the Dirichlet forms associated with the unlabelled infinite Dyson Brownian motion with the inverse temperature do not have a spectral gap.
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Taxonomy
TopicsStochastic processes and financial applications
