Exponential ergodicity and Rayleigh-Schroedinger series for infinite dimensional diffusions
Abstract
We consider an infinite dimensional diffusion on , where is the circle, defined by an infinitesimal generator of the form , with , where the coefficients are of finite range, bounded with uniformly bounded second order partial derivatives and the ellipticity assumption is satisfied. We prove that whenever is an invariant Gibbs measure for this diffusion satisfying the logarithmic Sobolev inequality, then the dynamics is exponentially ergodic in the uniform norm, and hence is the unique invariant measure. As an application of this result, we prove that if , and satisfy the condition , then there is an , such that for every , the infinite dimensional diffusion with generator , has a unique invariant measure having a Radon-Nikodym derivative with respect to , which admits the analytic expansion , where are defined through , and the recurrence equations . We give an example where through this expansion we are able to quantify the effect on the invariant measure of a perturbation triggering interaction on independent diffusions.
Cite
@article{arxiv.0910.4076,
title = {Exponential ergodicity and Rayleigh-Schroedinger series for infinite dimensional diffusions},
author = {Alejandro F. Ramirez},
journal= {arXiv preprint arXiv:0910.4076},
year = {2016}
}
Comments
24 pages. Second revised version which includes several corrections and more detailed proofs