SearcharxivSearch

arXiv · 2607.22333

Collision and non-collision for diffusions on configuration space

Abstract

We develop criteria for collision and non-collision of reversible infinitely many interacting diffusion processes in the real line. The approach is potential-theoretic and is based on capacity estimates for symmetric Dirichlet forms on the configuration space. Our main results are model-independent in the sense that no determinantal or Pfaffian structure, prescribed interaction potential, or explicit labelled stochastic differential equation is required. The non-collision criterion involves only the second and third correlation functions of the reversible measure, whereas the collision criterion is based on a local lower bound for a finite-volume conditional density of the reversible measure. As an application, we identify the sharp collision threshold for the diffusion associated with the $\mathsf{Sine}_\beta$-symmetric Dirichlet form: the collision set is polar if and only if $\beta\ge 1$. This provides an infinite-particle counterpart of the classical collision threshold for the finite-particle Dyson Brownian motion with inverse temperature $\beta$.

Explore related subjects

Keep this discovery

BibTeXRIS

Theodoros Assiotis, Kohei Suzuki. 2026-07-24. Collision and non-collision for diffusions on configuration space. https://arxiv.org/abs/2607.22333

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR