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math.PR2024
Langevin deformation for Rényi entropy on Wasserstein space over Riemannian manifolds
Rong Lei, Songzi Li, Xiang-Dong Li
We introduce the Langevin deformation for the Rényi entropy on the -Wasserstein space over or a Riemannian manifold, which interpolates between the porous mediu…
math.PR2013★ 9 cited
Generalized Dyson Brownian motion, McKean-Vlasov equation and eigenvalues of random matrices
Songzi Li, Xiang-Dong Li, Yong-Xiao Xie
Using Itô's calculus and the mass optimal transportation theory, we study the generalized Dyson Brownian motion (GDBM) and the associated McKean-Vlasov evolution equation with an e…