中文

Infinite interacting diffusion particles I: Equilibrium process and its scaling limit

概率论 2007-05-23 v1 数学物理 math.MP

摘要

A stochastic dynamics (X(t))t0({\bf X}(t))_{t\ge0} of a classical continuous system is a stochastic process which takes values in the space Γ\Gamma of all locally finite subsets (configurations) in R\Bbb R and which has a Gibbs measure μ\mu as an invariant measure. We assume that μ\mu corresponds to a symmetric pair potential ϕ(xy)\phi(x-y). 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 EμΓ{\cal E}_\mu^\Gamma on L2(Γ;μ)L^2(\Gamma;\mu), and under general conditions on the potential ϕ\phi, prove its closability. For a potential ϕ\phi having a ``weak'' singularity at zero, we also write down an explicit form of the generator of EμΓ{\cal E}_\mu^\Gamma on the set of smooth cylinder functions. We then show that, for any Dirichlet form EμΓ{\cal E}_\mu^\Gamma, 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 C([0,),D)C([0,\infty),{\cal D}'), where D{\cal D}' is the dual space of D:=C0(R){\cal D}{:=}C_0^\infty({\Bbb R}).

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引用

@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}
}