14 research outputs found
A multi-layer extension of the stochastic heat equation
Motivated by recent developments on solvable directed polymer models, we
define a 'multi-layer' extension of the stochastic heat equation involving
non-intersecting Brownian motions.Comment: v4: substantially extended and revised versio
On Poincare and logarithmic Sobolev inequalities for a class of singular Gibbs measures
This note, mostly expository, is devoted to Poincar{\'e} and log-Sobolev
inequalities for a class of Boltzmann-Gibbs measures with singular interaction.
Such measures allow to model one-dimensional particles with confinement and
singular pair interaction. The functional inequalities come from convexity. We
prove and characterize optimality in the case of quadratic confinement via a
factorization of the measure. This optimality phenomenon holds for all beta
Hermite ensembles including the Gaussian unitary ensemble, a famous exactly
solvable model of random matrix theory. We further explore exact solvability by
reviewing the relation to Dyson-Ornstein-Uhlenbeck diffusion dynamics admitting
the Hermite-Lassalle orthogonal polynomials as a complete set of
eigenfunctions. We also discuss the consequence of the log-Sobolev inequality
in terms of concentration of measure for Lipschitz functions such as maxima and
linear statistics.Comment: Minor improvements. To appear in Geometric Aspects of Functional
Analysis -- Israel Seminar (GAFA) 2017-2019", Lecture Notes in Mathematics
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