Kohei Suzuki

Durham University Durham University

Dyson Brownian Motion as a Wasserstein Gradient Flow

Probability Seminar

16th February 2024, 3:30 pm – 4:30 pm
Fry Building, 2.04

We show that the Wasserstein gradient flow of the Boltzmann-Shannon entropy with respect to the sine_2 point process uniquely exists and characterises the infinite Dyson Brownian motion.

Organisers: Jessica Jay, Elnur Emrah

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