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Infinite-dimensional Dyson Brownian Motion as the Wasserstein Gradient Flow of Entropy

Kohei Suzuki (Durham University)
Tuesday 19 May 2026 14:15 – 15:15 Aud. D2 (1531-119)
Stochastics Seminar

In this talk, we focus on an infinite-dimensional model of repulsively interacting Brownian motions: Dyson Brownian motion (DBM) at soft-edge scaling. It is known that its stationary process is the Airy line ensemble, a collection of non-intersecting random curves linked to many models in the KPZ universality class. We show that its time-marginal law is characterised as a Wasserstein steepest gradient descent (EVI gradient flow) of the relative entropy in the space of probability measures over the configuration space, an infinite-dimensional analogue of Jordan-Kinderlehrer-Otto/Ambrosio-Gigli-Savaré theory. We will discuss several applications such as RCD property, Varadhan short-time asymptotic and dynamical number-rigidity.

Contact: Fabrice Baudoin Revised: 12.05.2026