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Integration by parts formulae are given for a class of measures on the space of paths of a smooth manifold $M$ determined by the laws of degenerate diffusions. The mother of such formulae, on the path space of diffeomorphism group of $M$ is…

Probability · Mathematics 2019-11-25 K. D. Elworthy , Yves Le Jan , Xue-Mei Li

An integration by parts formula is the foundation for stochastic analysis on path spaces over a (finite dimensional) Riemannian manifold or over $R^n$, from which we may deduce the operator $d$ is closable and define the Laplacian operator…

Probability · Mathematics 2019-11-25 K. D. Elworthy , Xue-Mei Li

We have formulated higher-order integration by parts formulae on the path space restricted between two curves, with respect to pinned/ordinary Wiener measures. The higher-order integration by parts formulae introduce nontrivial boundary…

Probability · Mathematics 2024-05-10 Kensuke Ishitani , Soma Nishino

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…

Mathematical Physics · Physics 2015-01-27 D. L. Finkelshtein

We consider irreversible translation-invariant interacting particle systems on the $d$-dimensional cubic lattice with finite local state space, which admit at least one Gibbs measure as a time-stationary measure. Under some mild degeneracy…

Probability · Mathematics 2025-09-30 Benedikt Jahnel , Jonas Köppl

In this document, we aim to gather various results related to a compositional/categorical approach to rigorous Statistical Mechanics. Rigorous Statistical Mechanics is centered on the mathematical study of statistical systems. Central…

Mathematical Physics · Physics 2024-03-26 Grégoire Sergeant-Perthuis

In line with the methodology introduced in our recent article for formulating probabilistic representations of integration by parts involving killed diffusion, we establish an integration by parts formula for the first exit time of…

Probability · Mathematics 2023-10-12 Noufel Frikha , Arturo Kohatsu-Higa , Libo Li

We prove an integration by parts formula on the law of the reflecting Brownian motion $X:=|B|$ in the positive half line, where $B$ is a standard Brownian motion. In other terms, we consider a perturbation of $X$ of the form $X^\epsilon =…

Probability · Mathematics 2007-05-23 Lorenzo Zambotti

The main result of this paper is that conditional measures of generalized Ginibre point processes, with respect to the configuration in the complement of a bounded open subset on $\mathbb{C}$, are orthogonal polynomial ensembles with…

Probability · Mathematics 2017-05-01 Alexander I. Bufetov , Yanqi Qiu

Multidimensional integration by parts formulas apply under the standard assumption that one of the functions is continuous and the other has bounded Hardy-Krause variation. Motivated by recently developed results in the probabilistic…

Probability · Mathematics 2024-08-19 Jonathan Ansari

While an integration by parts formula for the bilinear form of the hypersingular boundary integral operator for the transient heat equation in three spatial dimensions is available in the literature, a proof of this formula seems to be…

Numerical Analysis · Mathematics 2023-04-03 Raphael Watschinger , Günther Of

In this paper we generalize notions of iterated integral with regard to an unpredictable process. We establish a formula of integration by parts, the existence of a continuous modification and give an expression of the increasing process.

Probability · Mathematics 2012-02-14 Ludovic Valet

The ability to quantify distinctness of a cluster structure is fundamental for certain simulation studies, in particular for those comparing performance of different classification algorithms. The intrinsic integral measure based on the…

Statistics Theory · Mathematics 2014-07-29 Ewa Nowakowska , Jacek Koronacki , Stan Lipovetsky

Infinitesimal variation of Action functional in classical (non-quantum) field theory with higher derivatives is presented in terms of well-defined intrinsic geometric objects independent of the particular field which varies. 'Integration by…

Differential Geometry · Mathematics 2015-03-03 Roman Ya. Matsyuk

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…

Probability · Mathematics 2018-06-18 Farida Kachapova , Ilias Kachapov

The result of performing integrations over connection type variables in the path integral for the discrete field theory may be poorly defined in the case of non-compact gauge group with the Haar measure exponentially growing in some…

Mathematical Physics · Physics 2015-05-14 V. M. Khatsymovsky

The Malliavin integration-by-parts formula is a key ingredient to develop stochastic analysis on the Wiener space. In this article we show that a suitable integration-by-parts formula also characterizes a wide class of Gaussian processes,…

Probability · Mathematics 2019-04-08 Ehsan Azmoodeh , Tommi Sottinen , Ciprian A. Tudor , Lauri Viitasaari

In this paper, we describe several different meanings for the concept of Gibbs measure on the lattice $\mathbb{N}$ in the context of finite alphabets (or state space). We compare and analyze these "in principle" distinct notions: DLR-Gibbs…

Dynamical Systems · Mathematics 2017-07-19 Leandro Cioletti , Artur O. Lopes

The conservation of translation as a symmetry in two-dimensional systems with interaction is a classical subject of statistical mechanics. Here we establish such a result for Gibbsian particle systems with two-body interaction, where the…

Probability · Mathematics 2007-06-26 Thomas Richthammer

We consider a gas whose each particle is characterised by a pair $(x,v_x)$ with the position $x\in \mathbb R^d$ and the velocity $v_x\in \mathbb R^d_0= \mathbb R^d\setminus \{0\}$. We define Gibbs measures on the cone of vector-valued…

Probability · Mathematics 2025-07-15 Luca Di Persio , Yuri Kondratiev , Viktorya Vardanyan
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