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Large deviations of Dyson Brownian motion on the circle a...
[Submitted on 18 Jul 2024 (v1), last revised 4 Sep 2026 (this ve · 2024-07-19 · via math.PR updates on arXiv.org

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Abstract:We show a finite-time large deviation principle (LDP) for "Dyson type" diffusion processes, including Dyson Brownian motion (DBM) on the circle, for a fixed number of particles as the coupling parameter $\beta=8/\kappa$ tends to $+\infty$. Zero-energy systems correspond to the Calogero-Moser-Sutherland integrable system. We also characterize the large-time behavior of finite-energy systems: zero-energy systems approach exponentially fast a static equally-spaced configuration, while finite-energy systems may have polynomial convergence rates, and the system may never become static.
We use our DBM result to derive a finite-time LDP in the Hausdorff metric for multiradial Schramm-Loewner evolution, SLE$_\kappa$, as $\kappa$ tends to $0+$, with good rate function being the multiradial Loewner energy. Using a derivative estimate for the radial Loewner map in terms of the energy of its driving function, we show that finite-energy multiradial Loewner hulls are disjoint unions of simple curves, except at their common endpoint.

Submission history

From: Vivian Olsiewski Healey [view email]
[v1] Thu, 18 Jul 2024 17:58:14 UTC (95 KB)
[v2] Thu, 8 Aug 2024 13:59:50 UTC (98 KB)
[v3] Wed, 27 Aug 2025 16:54:01 UTC (122 KB)
[v4] Fri, 4 Sep 2026 14:33:48 UTC (97 KB)