arXiv subjects

Bruce K. Driver

Publications and source records attributed to Bruce K. Driver.

At least 19 recordsLinked to original sources

arXiv2025

Matrix Random Walks and the Lima Bean Law

A matrix random walk is a stochastic process of the form $B_k = (I+A_1)\cdots(I+A_k)$ where $A_j$ are independent ``step'' matrices in $\mathrm{M}_N(\mathbb{C})$. With the right entry-covariance, a rescaled matrix random walk converges to Brownian motion $B(t)$ on a matrix Lie group. In this paper, we study the eigenvalues of such rescaled matrix random walks, as $N\to\infty$ and $k\to\infty$. The standard Brownian motion $W(t)$ on $\mathrm{M}_N(\mathbb{C})$ has independent Gaussian entries at each $t$. It is bi-invariant: mutiplying on the left or right by a unitary does not change the distribution. We prove that the empirical eigenvalue distribution of any matrix random walk $B_k$ with bi-invariant steps $A_j$ and initial distribution converges (for fixed $k$ as $N\to\infty$) to a probability measure on $\mathbb{C}$: the Brown measure of the free probability $\ast$-distribution limit $b_k$ of the random walk. If the steps $A_j$ are identically distributed with normalized Hilbert--Schmidt norm $\|A_j\|_2 = t$, the limit law of eigenvalues is supported on a compact ``lima bean'' shaped region. We explicitly compute the limit measure and region, and characterize their phase transitions as $t$ evolves. We prove that the Brown measure of $b_k$ converges as $k\to\infty$, to the Brown measure of the free multiplicative Brownian motion, assuming only that the steps are bi-invariant and normalized in Hilbert--Schmidt norm. Thus the Brownian motion is the universal limit of rescaled matrix random walks, under very general assumptions on the distribution of steps.

math.PR↗

arXiv2021

A combinatorial approach to geometric rough paths and their controlled paths

We develop the structure theory for transformations of weakly geometric rough paths of bounded $1 < p$-variation and their controlled paths. Our approach differs from existing approaches as it does not rely on smooth approximations. We derive an explicit combinatorial expression for the rough path lift of a controlled path, and use it to obtain fundamental identities such as the associativity of the rough integral, the adjunction between pushforwards and pullbacks, and a change of variables formula for rough differential equations (RDEs). As applications we define rough paths, rough integration and RDEs on manifolds, extending the results of [CDL15] to the case of arbitrary $p$.

math.CA↗

arXiv2020

The Brown measure of the free multiplicative Brownian motion

The free multiplicative Brownian motion $b_{t}$ is the large-$N$ limit of the Brownian motion on $\mathsf{GL}(N;\mathbb{C}),$ in the sense of $\ast $-distributions. The natural candidate for the large-$N$ limit of the empirical distribution of eigenvalues is thus the Brown measure of $b_{t}$. In previous work, the second and third authors showed that this Brown measure is supported in the closure of a region $Σ_{t}$ that appeared work of Biane. In the present paper, we compute the Brown measure completely. It has a continuous density $W_{t}$ on $\barΣ_{t},$ which is strictly positive and real analytic on $Σ_{t}$. This density has a simple form in polar coordinates: \[ W_{t}(r,θ)=\frac{1}{r^{2}}w_{t}(θ), \] where $w_{t}$ is an analytic function determined by the geometry of the region $Σ_{t}$. We show also that the spectral measure of free unitary Brownian motion $u_{t}$ is a "shadow" of the Brown measure of $b_{t}$, precisely mirroring the relationship between Wigner's semicircle law and Ginibre's circular law. We develop several new methods, based on stochastic differential equations and PDE, to prove these results.

math.PR↗

arXiv2019

A Functional Integral Approaches to the Makeenko-Migdal Equations

Makeenko and Migdal (1979) gave heuristic identities involving the expectation of the product of two Wilson loop functionals associated to splitting a single loop at a self-intersection point. Kazakov and I. K. Kostov (1980) reformulated the Makeenko--Migdal equations in the plane case into a form which made rigorous sense. Nevertheless, the first rigorous proof of these equations (and their generalizations) was not given until the fundamental paper of T. Lévy (2011). Subsequently Driver, Kemp, and Hall (2017) gave a simplified proof of Lévy's result and then with F. Gabriel (2017) we showed that these simplified proofs extend to the Yang-Mills measure over arbitrary compact surfaces. All of the proofs to date are elementary but tricky exercises in finite dimensional integration by parts. The goal of this article is to give a rigorous functional integral proof of the Makeenko--Migdal equations guided by the original heuristic machinery invented by Makeenko and Migdal. Although this stochastic proof is technically more difficult, it is conceptually clearer and explains "why" the Makeenko--Migdal equations are true. It is hoped that this paper will also serve as an introduction to some of the problems involved in making sense of quantizing Yang-Mill's fields.

math-ph↗

arXiv2018

Global Existence of Geometric Rough Flows

In this paper we consider rough differential equations on a smooth manifold $\left( M\right) .$ The main result of this paper gives sufficient conditions on the driving vector-fields so that the rough ODE's have global (in time) solutions. The sufficient conditions involve the existence of a complete Riemannian metric $\left( g\right) $ on $M$ such that the covariant derivatives of the driving fields and their commutators to a certain order (depending on the roughness of the driving path) are bounded. Many of the results of this paper are generalizations to manifolds of the fundamental results in \cite{Bailleul2015a}.

math.DG↗

arXiv2018

On truncated logarithms of flows on a Riemannian manifold

This paper gives quantitative global estimates between a time dependent flow on a Riemannian manifold $\left( M\right) $ and the flow of a vector field constructed by truncating the formal Magnus expansion for the logarithm of the flow. As a corollary, we also find quantitative estimates between the composition of the flows of two given time independent vector fields on $M$ and the flow of a truncated version of the Baker-Cambel-Hausdorff-Dynkin expansion associated to the two given vector fields.

math.DG↗

arXiv2017

The Makeenko-Migdal equation for Yang-Mills theory on compact surfaces

We prove the Makeenko-Migdal equation for two-dimensional Euclidean Yang-Mills theory on an arbitrary compact surface, possibly with boundary. In particular, we show that two of the proofs given by the first, third, and fourth authors for the plane case extend essentially without change to compact surfaces.

math-ph↗

arXiv2016

Three proofs of the Makeenko-Migdal equation for Yang-Mills theory on the plane

We give three short proofs of the Makeenko-Migdal equation for the Yang-Mills measure on the plane, two using the edge variables and one using the loop or lasso variables. Our proofs are significantly simpler than the earlier pioneering rigorous proofs given by T. Lévy and by A. Dahlqvist. In particular, our proofs are "local" in nature, in that they involve only derivatives with respect to variables adjacent to the crossing in question. In an accompanying paper with F. Gabriel, we will show that two of our proofs can be adapted to the case of Yang-Mills theory on a compact surface.

math-ph↗

arXiv2015

Equivalence of the Brownian and energy representations

We consider two unitary representations of the infinite-dimensional groups of smooth paths with values in a compact Lie group. The first representation is induced by quasi-invariance of the Wiener measure, and the second representation is the energy representation. We define these representations and their basic properties, and then we prove that these representations are unitarily equivalent.

math.PR↗

arXiv2015

On the classical limit of quantum mechanics I

This paper is devoted to the study of the classical limit of quantum mechanics. In more detail we will elaborate on a method introduced by Hepp in 1974 for studying the asymptotic behavior of quantum expectations in the limit as Plank's constant ($\hbar)$ tends to zero. Our goal is to allow for unbounded observables which are (non-commutative) polynomial functions of the position and momentum operators. This is in contrast to Hepp's original paper where the observables were, roughly speaking, required to be bounded functions of the position and momentum operators. As expected the leading order contributions of the quantum expectations come from evaluating the observables along the classical trajectories while the next order contributions are computed by evolving the $\hbar=1$ observables by a linear canonical transformations which is determined by the second order pieces of the quantum mechanical Hamiltonian.

math-ph↗

arXiv2015

Powers of Symmetric Differential Operators I

Let $L$ be a linear symmetric differential operators on $L^{2}\left( \mathbb{R}\right) $ whose domain is the Schwartz test function space, $\mathcal{S}.$ For the majority of this paper, it is assumed that the coefficient of $L$ are polynomial functions on $\mathbb{R}.$ We will give criteria on the polynomial coefficients of $L$ which guarantees that $L$ is essentially self-adjoint, $\bar{L}\geq-CI$ for some $C<\infty,$ and that $\mathcal{S}$ is a core for $\left( \bar{L}+C\right) ^{r}$ for all $r\geq0.$ Given another polynomial coefficient differential operator, $\tilde{L},$ we will further give criteria on the coefficients $L$ and $\tilde{L}$ which implies operator comparison inequalities of the form $\left( \overline {\tilde{L}}+\tilde{C}\right) ^{r}\leq C_{r}\left( \bar{L}+C\right) ^{r}$ for all $0\leq r<\infty.$ The last inequality generalized to allow for an added parameter, $\hbar>0,$ in the coefficients is used to provide a large class of operators satisfying the hypotheses in our another paper "On the classical limit of quantum mechanics" (will be submitted very soon) where a strong form of the classical limit of quantum mechanics is shown to hold.

math.FA↗

arXiv2015

Controlled Rough Paths on Manifolds I

In this paper, we build the foundation for a theory of controlled rough paths on manifolds. A number of natural candidates for the definition of manifold valued controlled rough paths are developed and shown to be equivalent. The theory of controlled rough one-forms along such a controlled path and their resulting integrals are then defined. This general integration theory does require the introduction of an additional geometric structure on the manifold which we refer to as a "parallelism." The transformation properties of the theory under change of parallelisms is explored. Using these transformation properties, it is shown that the integration of a smooth one-form along a manifold valued controlled rough path is in fact well defined independent of any additional geometric structures. We present a theory of push-forwards and show how it is compatible with our integration theory. Lastly, we give a number of characterizations for solving a rough differential equation when the solution is interpreted as a controlled rough path on a manifold and then show such solutions exist and are unique.

math.CA↗

arXiv2014

Constrained Rough Paths

We introduce a notion of rough paths on embedded submanifolds and demonstrate that this class of rough paths is natural. On the way we develop a notion of rough integration and an efficient and intrinsic theory of rough differential equations (RDEs) on manifolds. The theory of RDEs is then used to construct parallel translation along manifold valued rough paths. Finally, this framework is used to show there is a one to one correspondence between rough paths on a d-dimensional manifold and rough paths on d-dimensional Euclidean space. This last result is a rough path analogue of Cartan's development map and its stochastic version which was developed by Eeels and Elworthy and Malliavin.

math.PR↗

arXiv2013

Hypoelliptic heat kernels on infinite-dimensional Heisenberg groups

We study the law of a hypoelliptic Brownian motion on an infinite-dimensional Heisenberg group based on an abstract Wiener space. We show that the endpoint distribution, which can be seen as a heat kernel measure, is absolutely continuous with respect to a certain product of Gaussian and Lebesgue measures, that the heat kernel is quasi-invariant under translation by the Cameron-Martin subgroup, and that the Radon-Nikodym derivative is Malliavin smooth.

math.PR↗

arXiv2013

The Large-$N$ Limit of the Segal--Bargmann Transform on $\mathbb{U}_N$

We study the (two-parameter) Segal--Bargmann transform $\mathbf{B}_{s,t}^N$ on the unitary group $\mathbb{U}_N$, for large $N$. Acting on matrix valued functions that are equivariant under the adjoint action of the group, the transform has a meaningful limit $\mathscr{G}_{s,t}$ as $N\to\infty$, which can be identified as an operator on the space of complex Laurent polynomials. We introduce the space of {\em trace polynomials}, and use it to give effective computational methods to determine the action of the heat operator, and thus the Segal--Bargmann transform. We prove several concentration of measure and limit theorems, giving a direct connection from the finite-dimensional transform $\mathbf{B}_{s,t}^N$ to its limit $\mathscr{G}_{s,t}$. We characterize the operator $\mathscr{G}_{s,t}$ through its inverse action on the standard polynomial basis. Finally, we show that, in the case $s=t$, the limit transform $\mathscr{G}_{t,t}$ is the ``free Hall transform'' $\mathscr{G}^t$ introduced by Biane.

math.FA↗

arXiv2008

Integrated Harnack inequalities on Lie groups

We show that the logarithmic derivatives of the convolution heat kernels on a uni-modular Lie group are exponentially integrable. This result is then used to prove an "integrated" Harnack inequality for these heat kernels. It is shown that this integrated Harnack inequality is equivalent to a version of Wang's Harnack inequality. (A key feature of all of these inequalities is that they are dimension independent.) Finally, we show these inequalities imply quasi-invariance properties of heat kernel measures for two classes of infinite dimensional "Lie" groups.

math.DG↗

arXiv2004

Curved Wiener Space Analysis

These notes represent a much expanded and updated version of the \textquotedblleft mini course\textquotedblright that the author gave at the ETH (Zürich) and the University of Zürich in February of 1995. The purpose of these notes is to first provide some basic background to Riemannian geometry and stochastic calculus on manifolds and then to cover some of the more recent developments pertaining to analysis on \textquotedblleft curved Wiener spaces.\textquotedblright Essentially no differential geometry is assumed. However, it is assumed that the reader is comfortable with stochastic calculus and differential equations on Euclidean spaces.

math.PR↗

arXiv1998

Yang-Mills theory and the Segal-Bargmann transform

We use a variant of the classical Segal-Bargmann transform to understand the canonical quantization of Yang-Mills theory on a space-time cylinder. This transform gives a rigorous way to make sense of the Hamiltonian on the gauge-invariant subspace. Our results are a rigorous version of the widely accepted notion that on the gauge-invariant subspace the Hamiltonian should reduce to the Laplacian on the compact structure group. We show that the infinite-dimensional classical Segal-Bargmann transform for the space of connections, when restricted to the gauge-invariant subspace, becomes the generalized Segal-Bargmann transform for the the structure group.

hep-th↗