Stochastic geometry and dynamics of infinitely many particle systems—random matrices and interacting Brownian motions in infinite dimensions

We explain the general theories involved in solving an infinite-dimensional stochastic differential equation (ISDE) for interacting Brownian motions in infinite dimensions related to random matrices. Typical examples are the stochastic dynamics of infinite particle systems with logarithmic interaction potentials such as the sine, Airy, Bessel, and also for the Ginibre interacting Brownian motions. The first three are infinite-dimensional stochastic dynamics in one-dimensional space related to random matrices called Gaussian ensembles. They are the stationary distributions of interacting Brownian motions and given by the limit point processes of the distributions of eigenvalues of these random matrices. The sine, Airy, and Bessel point processes and interacting Brownian motions are thought to be geometrically and dynamically universal as the limits of bulk, soft edge, and hard edge scaling. The Ginibre point process is a rotation- and translation-invariant point process on R 2 \mathbb {R}^2 , and an equilibrium state of the Ginibre interacting Brownian motions. It is the bulk limit of the distributions of eigenvalues of non-Hermitian Gaussian random matrices. When the interacting Brownian motions constitute a one-dimensional system interacting with each other through the logarithmic potential with inverse temperature β = 2 \beta = 2 , an algebraic construction is known in which the stochastic dynamics are defined by the space-time correlation function. The approach based on the stochastic analysis (called the analytic approach) can be applied to an extremely wide class. If we apply the analytic approach to this system, we see that these two constructions give the same stochastic dynamics. From the algebraic construction, despite being an infinite interacting particle system, it is possible to represent and calculate various quantities such as moments by the correlation functions. We can thus obtain quantitative information. From the analytic construction, it is possible to represent the dynamics as a solution of an ISDE. We can obtain qualitative information such as semi-martingale properties, continuity, and non-collision properties of each particle, and the strong Markov property of the infinite particle system as a whole. Ginibre interacting Brownian motions constitute a two-dimensional infinite particle system related to non-Hermitian Gaussian random matrices. It has a logarithmic interaction potential with β = 2 \beta = 2 , but no algebraic configurations are known.The present result is the only construction.

Lefschetz fibrations

We survey basic properties and recent researches of Lefschetz fibrations.

Geometry of Kleinian groups and its applications

The notion of Kleinian groups was first introduced by Poincaré in the 19th century, and their study from a viewpoint of complex analysis was developed by Ahlfors, Bers, Kra, Maskit and Marden among others. After Thurston’s innovative work, topological study of Kleinian groups was started and flourished. In this survey article, we look back on Thurston’s influential work and his famous 10 open questions, and explain their significance and how they have been solved. In the latter half, we shall look at more recent development of the theory of Kleinian groups.

Diophantine approximation

This article gives an introductory survey of recent progress on Diophantine problems, especially consequences coming from Schmidt’s subspace theorem, Baker’s transcendence method and Padé approximation. We present fundamental properties around Diophantine approximation and how it yields results in number theory.

Information geometry of the space of probability measures and barycenter maps

In this article, we present recent developments of information geometry, namely, geometry of the Fisher metric, dualistic structures, and divergences on the space of probability measures, particularly the theory of geodesics of the Fisher metric. Moreover, we consider several facts concerning the barycenter of probability measures on the ideal boundary of a Hadamard manifold from a viewpoint of the information geometry.