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Hirofumi Osada

Publications and source records attributed to Hirofumi Osada.

26 records · Page 2Linked to original sources

Non-collision and collision properties of Dyson's model in infinite dimension and other stochastic dynamics whose equilibrium states are determinantal random point fields

Dyson's model on interacting Brownian particles is a stochastic dynamics consisting of an infinite amount of particles moving in $ \R $ with a logarithmic pair interaction potential. For this model we will prove that each pair of particles never collide. The equilibrium state of this dynamics is a determinantal random point field with the sine kernel. We prove for stochastic dynamics given by Dirichlet forms with determinantal random point fields as equilibrium states the particles never collide if the kernel of determining random point fields are locally Lipschitz continuous, and give examples of collision when Hölder continuous. In addition we construct infinite volume dynamics (a kind of infinite dimensional diffusions) whose equilibrium states are determinantal random point fields. The last result is partial in the sense that we simply construct a diffusion associated with the {\em maximal closable part} of {\em canonical} pre Dirichlet forms for given determinantal random point fields as equilibrium states. To prove the closability of canonical pre Dirichlet forms for given determinantal random point fields is still an open problem. We prove these dynamics are the strong resolvent limit of finite volume dynamics.

math.PR↗

Strong Markov property of determinantal processes with extended kernels

Noncolliding Brownian motion (Dyson's Brownian motion model with parameter $β=2$) and noncolliding Bessel processes are determinantal processes; that is, their space-time correlation functions are represented by determinants. Under a proper scaling limit, such as the bulk, soft-edge and hard-edge scaling limits, these processes converge to determinantal processes describing systems with an infinite number of particles. The main purpose of this paper is to show the strong Markov property of these limit processes, which are determinantal processes with the extended sine kernel, extended Airy kernel and extended Bessel kernel, respectively. We also determine the quasi-regular Dirichlet forms and infinite-dimensional stochastic differential equations associated with the determinantal processes.

math.PR↗

Cores of Dirichlet forms related to random matrix theory

We prove the sets of polynomials on configuration spaces are cores of Dirichlet forms describing interacting Brownian motion in infinite dimensions. Typical examples of these stochastic dynamics are Dyson's Brownian motion and Airy interacting Brownian motion. Both particle systems have logarithmic interaction potentials, and naturally arise from random matrix theory. The results of the present paper will be used in a forth coming paper to prove the identity of the infinite-dimensional stochastic dynamics related to the random matrix theories constructed by apparently different methods: the method of space-time correlation functions and that of stochastic analysis.

math.PR↗

Dynamical rigidity of stochastic Coulomb systems in infinite-dimensions

This paper is based on the talk in "Probability Symposium" at Research Institute of Mathematical Sciences (Kyoto University) on 2013/12/18, and gives an announcement of some parts of the results in [1,8,10,11]. We show two instances of dynamical rigidity of Ginibre interacting Brownian motion in infinite dimensions. This stochastic dynamics is given by the infinite-dimensional stochastic differential equation describing infinite-many Brownian particles in the plane interacting through two-dimensional Coulomb potential. The first dynamical rigidity is that the Ginibre interacting Brownian motion is a unique, strong solution of two different infinite dimensional stochastic differential equations. The second shows that the tagged particles of Ginibre interacting Brownian motion are sub diffusive. We also propose the notion of "Coulomb random point fields" and the associated "Coulomb interacting Brownian motions".

math-ph↗

Interacting Brownian motions in infinite dimensions with logarithmic interaction potentials

We investigate the construction of diffusions consisting of infinitely numerous Brownian particles moving in $\mathbb{R}^d$ and interacting via logarithmic functions (two-dimensional Coulomb potentials). These potentials are very strong and act over a long range in nature. The associated equilibrium states are no longer Gibbs measures. We present general results for the construction of such diffusions and, as applications thereof, construct two typical interacting Brownian motions with logarithmic interaction potentials, namely the Dyson model in infinite dimensions and Ginibre interacting Brownian motions. The former is a particle system in $\mathbb{R}$, while the latter is in $\mathbb{R}^2$. Both models are translation and rotation invariant in space, and as such, are prototypes of dimensions $d=1,2$, respectively. The equilibrium states of the former diffusion model are determinantal or Pfaffian random point fields with sine kernels. They appear in the thermodynamical limits of the spectrum of the ensembles of Gaussian random matrices such as GOE, GUE and GSE. The equilibrium states of the latter diffusion model are the thermodynamical limits of the spectrum of the ensemble of complex non-Hermitian Gaussian random matrices known as the Ginibre ensemble.

math.PR↗

Interacting Brownian motions in infinite dimensions with logarithmic interaction potentials II: Airy random point field

We give a new sufficient condition of the quasi-Gibbs property. This result is a refinement of one given in a previous paper (\cite{o.rm}), and will be used in a forth coming paper to prove the quasi-Gibbs property of Airy random point fields (RPFs) and other RPFs appearing under soft-edge scaling. The quasi-Gibbs property of RPFs is one of the key ingredients to solve the associated infinite-dimensional stochastic differential equation (ISDE). Because of the divergence of the free potentials and the interactions of the finite particle approximation under soft-edge scaling, the result of the previous paper excludes the Airy RPFs, although Airy RPFs are the most significant RPFs appearing in random matrix theory. We will use the result of the present paper to solve the ISDE for which the unlabeled equilibrium state is the $\mathrm{Airy}_β$ RPF with $ β= 1,2,4 $.

math.PR↗

Infinite-dimensional stochastic differential equations related to random matrices

We solve infinite-dimensional stochastic differential equations (ISDEs) describing an infinite number of Brownian particles interacting via two-dimensional Coulomb potentials. The equilibrium states of the associated unlabeled stochastic dynamics are the Ginibre random point field and Dyson's measures, which appear in random matrix theory. To solve the ISDEs we establish an integration by parts formula for these measures. Because the long-range effect of two-dimensional Coulomb potentials is quite strong, the properties of Brownian particles interacting with two-dimensional Coulomb potentials are remarkably different from those of Brownian particles interacting with Ruelle's class interaction potentials. As an example, we prove that the interacting Brownian particles associated with the Ginibre random point field satisfy plural ISDEs.

math.PR↗

Tagged particle processes and their non-explosion criteria

We give a derivation of tagged particle processes from unlabeled interacting Brownian motions. We give a criteria of the non-explosion property of tagged particle processes. We prove the quasi-regularity of Dirichlet forms describing the environment seen from the tagged particle, which were used in previous papers to prove the invariance principle of tagged particles of interacting Brownian motions.

math.PR↗