Scaling limits of random developments of a path into a matrix Lie Group have recently been used to construct signature-based kernels on path space, while mitigating some of the dimensionality challenges that come with using signatures directly. General linear group developments have been shown to be connected to the ordinary signature kernel (Muça Cirone et al.), while unitary developments have been used to construct a path characteristic function distance (Lou et al.). By leveraging the tools of random matrix theory and free probability theory, we are able to provide a unified treatment of the limits in both settings under general assumptions on the vector fields. For unitary developments, we show that the limiting kernel is given by the contraction of a signature against the monomials of freely independent semicircular random variables. Using the Schwinger-Dyson equations, we show that this kernel can be obtained by solving a novel quadratic functional equation. 

This is joint work with Thomas Cass.

In this talk, we study concentration properties for laws of non-linear Gaussian functionals on metric spaces. Our focus lies on measures with non-Gaussian tail behaviour which are beyond the reach of Talagrand’s classical Transportation-Cost Inequalities (TCIs). Motivated by solutions of Rough Differential Equations and relying on a suitable contraction principle, we prove generalised TCIs for functionals that arise in the theory of regularity structures and, in particular, in the cases of rough volatility and the two-dimensional Parabolic Anderson Model. Our work also extends existing results on TCIs for diffusions driven by Gaussian processes.

We study the stochastic quantisation for the fractional $\varphi^4$ theory. The model has been studied by Brydges, Mitter and Scopola in 2003 as a natural extension of $\phi^4$ theories to fractional sub-critical dimensions. The stochastic quantisation equation is given by the (formal) SPDE 

\[

(\partial_t + (-\Delta)^{s}) \varphi = - \lambda \varphi^3 + \xi\]

where $\xi$ is a space-time white noise over the three dimensional torus. The equation is sub-critical for $s > \frac{3}{4}$.

We derive a priori estimates in the full sub-critical regime $s>\frac{3}{4}$. These estimates rule out explosion in finite time and they imply the existence of an invariant measure with a standard Krylov-Bogoliubov argument. 

Our proof is based on the strategy developed for the parabolic case $s=1$ in [Chandra, Moinat, Weber, ARMA 2023]. In order to implement this strategy here, a new Schauder estimate for the fractional heat operator is developed. Additionally, several algebraic arguments from [Chandra, Moinat, Weber, ARMA 2023] are streamlined significantly. 

This is joint work with Hendrik Weber (Münster).