Infinite interacting diffusion particles I: Equilibrium process and its scaling limit
Abstract
A stochastic dynamics of a classical continuous system is a stochastic process which takes values in the space of all locally finite subsets (configurations) in and which has a Gibbs measure as an invariant measure. We assume that corresponds to a symmetric pair potential . An important class of stochastic dynamics of a classical continuous system is formed by diffusions. Till now, only one type of such dynamics--the so-called gradient stochastic dynamics, or interacting Brownian particles--has been investigated. By using the theory of Dirichlet forms, we construct and investigate a new type of stochastic dynamics, which we call infinite interacting diffusion particles. We introduce a Dirichlet form on , and under general conditions on the potential , prove its closability. For a potential having a ``weak'' singularity at zero, we also write down an explicit form of the generator of on the set of smooth cylinder functions. We then show that, for any Dirichlet form , there exists a diffusion process that is properly associated with it. Finally, we study a scaling limit of interacting diffusions in terms of convergence of the corresponding Dirichlet forms, and we also show that these scaled processes are tight in , where is the dual space of .
Cite
@article{arxiv.math/0311444,
title = {Infinite interacting diffusion particles I: Equilibrium process and its scaling limit},
author = {Yuri Kondratiev and Eugene Lytvynov and Michael Röckner},
journal= {arXiv preprint arXiv:math/0311444},
year = {2007}
}