Convergence under eventual convexity and a unique single-support minimizer

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Let VV be a C2C^2 potential function, and let K1,K2,r>0K_1,K_2,r>0 satisfy

V”(x)≥K1for all ∣x∣≥r,V”(x)\geq K_1\quad\text{for all }|x|\geq r,

and

V”(x)≥−K2for all ∣x∣≤r.V”(x)\geq-K_2\quad\text{for all }|x|\leq r.

Suppose that ΣV\Sigma_V has a unique minimizer μV\mu_V whose support is a single compact set. Convergence conjecture. Then μt\mu_t converges to μV\mu_V with respect to the W2W_2-Wasserstein distance and in the weak convergence topology on P(R)\mathscr{P}(\mathbb{R}). This would extend the known convergence results for convex potentials to a class that is only eventually convex; the required global convergence remains open.

References

Primary source

Songzi Li, Xiang-Dong Li and Yong-Xiao Xie, “On the Law of Large Numbers for the empirical measure process of Generalized Dyson Brownian motion”, arXiv:1407.7234 (2015).

Additional references

2 papers in this index state this conjecture (2013–2014). The statement above is taken from the most recent of them; the others are arXiv:1303.1240.

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