English

Exponential ergodicity and Rayleigh-Schroedinger series for infinite dimensional diffusions

Probability 2016-08-08 v3 Functional Analysis

Abstract

We consider an infinite dimensional diffusion on TZdT^{\mathbb Z^d}, where TT is the circle, defined by an infinitesimal generator of the form L=iZd(ai(η)2i2+bi(η)i)L=\sum_{i\in\mathbb Z^d}\left(\frac{a_i(\eta)}{2}\partial^2_i +b_i(\eta)\partial_i\right), with ηTZd\eta\in T^{\mathbb Z^d}, where the coefficients ai,bia_i,b_i are of finite range, bounded with uniformly bounded second order partial derivatives and the ellipticity assumption infi,ηai(η)>0\inf_{i,\eta}a_i(\eta)>0 is satisfied. We prove that whenever ν\nu 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 ν\nu is the unique invariant measure. As an application of this result, we prove that if A=iZdci(η)iA=\sum_{i\in\mathbb Z^d}c_i(\eta)\partial_i, and cic_i satisfy the condition iZdci2dν<\sum_{i\in\mathbb Z^d} \int c_i^2d\nu<\infty, then there is an ϵc>0\epsilon_c>0, such that for every ϵ(ϵc,ϵc)\epsilon\in (-\epsilon_c,\epsilon_c), the infinite dimensional diffusion with generator Lϵ=L+ϵAL_\epsilon=L+\epsilon A, has a unique invariant measure νϵ\nu_\epsilon having a Radon-Nikodym derivative gϵg_\epsilon with respect to ν\nu, which admits the analytic expansion gϵ=k=0ϵkfkg_\epsilon=\sum_{k=0}^\infty \epsilon^k f_k, where fkL2[ν]f_k\in L_2[\nu] are defined through f0=1f_0=1, fkdν=0\int f_kd\nu=0 and the recurrence equations Lfk+1=AfkL^*f_{k+1}=A^*f_k. 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.

Keywords

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

R2 v1 2026-06-21T14:01:27.238Z