Curvature bound of Dyson Brownian Motion

We show that a differential structure associated with the infinite particle Dyson Brownian motion satisfies the Bakry-\'Emery nonnegative lower Ricci curvature bound $\mathsf{BE}(0, \infty)$. Various functional inequalities follow including a local spectral gap inequality, the Lipschitz Feller property, the dimension-free Harnack inequality and the evolutional variation inequality. As a consequence, the infinite Dyson Brownian motion is characterised as a gradient flow of the Boltzmann-Shannon entropy associated with $\mathsf{sine}_\beta$ point processes with respect to a certain Benamou-Brenier-like Wasserstein distance. At the end, we provide a sufficient condition for $\mathsf{BE}(K, \infty)$ beyond the Dyson model and apply it to the infinite particle model of the $\beta$-Riesz gas.
Comment: 41 pages. Section 6 (Gradient Flow) has been added as an application of the main result. Corollary 1.2 has been shortened (local log-Sobolev inequality, local hyper-contractivity have been cut)