Related papers: Gibbs measures with double stochastic integrals on…
We prove existence of infinite volume Gibbs measures relative to Brownian motion. We require the pair potential W to fulfill a uniform integrability condition, but otherwise our restrictions on the potentials are relatively weak. In…
We review our investigations on Gibbs measures relative to Brownian motion, in particular the existence of such measures and their path properties, uniqueness, resp. non-uniqueness. For the case when the energy only depends on increments,…
We consider Gibbs measures relative to Brownian motion of Feynman-Kac type, with single site potential V. We show that for a large class of V, including the Coulomb potential, there exist infinitely many infinite volume Gibbs measures.
Motivated by applications to quantum field theory we consider Gibbs measures for which the reference measure is Wiener measure and the interaction is given by a double stochastic integral and a pinning external potential. In order properly…
We consider a stochastic flow driven by a finite dimensional Brownian motion. We show that almost every realization of such a flow exhibits strong statistical properties such as the exponential convergence of an initial measure to the…
An extension of the stochastic quantization scheme is proposed by adding nonlinear terms to the field equations. Our modification is motivated by the recently established theory of active Brownian motion. We discuss a way of promoting this…
We prove the invariance of the Gibbs measure for the defocusing quintic nonlinear Schr\"odinger equation on the real line. This builds on earlier work by Bourgain, who treated the cubic nonlinearity. The key new ingredient is a growth…
We provide a rigorous derivation of nonlinear Gibbs measures in two and three space dimensions, starting from many-body quantum systems in thermal equilibrium. More precisely, we prove that the grand-canonical Gibbs state of a large bosonic…
We are interested in the analysis of Gibbs measures defined on two independent Brownian paths in $\mathbb R^d$ interacting through a mutual self-attraction. This is expressed by the Hamiltonian $\int\int_{\mathbb R^{2d}} V(x-y) \mu(d…
We investigate the construction of diffusions consisting of infinitely numerous Brownian particles moving in $\mathbb{R}^d$ and interacting via logarithmic functions (two-dimensional Coulomb potentials). These potentials are very strong and…
We prove that nonlinear Gibbs measures can be obtained from the corresponding many-body, grand-canonical, quantum Gibbs states, in a mean-field limit where the temperature T diverges and the interaction behaves as 1/T. We proceed by…
We investigate stochastic processes that generalize geometric Brownian motion, focusing on cases where the standard invariant measure, i.e. the solution of the stationary Fokker-Planck equation does not necessarily exist. We demonstrate…
This paper is based on the talk in "Probability Symposium" at Research Institute of Mathematical Sciences (Kyoto University) on 2013/12/18, and gives an announcement of some parts of the results in [1,8,10,11]. We show two instances of…
A 2D Stochastic incompressible non-Newtonian fluids driven by fractional Bronwnian motion with Hurst parameter $H \in (1/2,1)$ is studied. The Wiener-type stochastic integrals are introduced for infinite-dimensional fractional Brownian…
Mathematical models in equilibrium statistical mechanics describe physical systems with many particles interacting with an external force and with one another. Gibbs measure is a fundamental concept in this theory. In existing literature…
It is shown that time reversibility of Hamiltonian microscopic dynamics and Gibbs canonical statistical ensemble of initial conditions for it together produce an exact virial expansion for probability distribution of path of molecular…
We study measures on the configuration spaces of two type particles. Gibbs measures on the such spaces are described. Main properties of corresponding relative energies densities and correlation functions are considered. In particular, we…
We prove a generalised second-order Boltzmann-Gibbs principle for conservative interacting particle systems on a lattice whose stationary measures are not of product type and not invariant under particle jumps. The result, which requires…
We investigate, in a fairly general setting, the limit of large volume equilibrium Gibbs measures for elasticity type Hamiltonians with clamped boundary conditions. The existence of a quasiconvex free energy, forming the large deviations…
We study the large deviations for focusing Gibbs measures by analyzing the asymptotic behavior of the free energy in the infinite volume limit. This is the invariant Gibbs measure for the dynamical $\Phi^3_2$-models. From our sharp…