Stochastic averaging principle for spatial Markov evolutions in the continuum
Abstract
We study a spatial birth-and-death process on the phase space of locally finite configurations over . Dynamics is described by an non-equilibrium evolution of states obtained from the Fokker-Planck equation and associated with the Markov operator , . Here describes the environment process on and describes the system process on , where indicates that the corresponding birth-and-death rates depend on another locally finite configuration . We prove that, for a certain class of birth-and-death rates, the corresponding Fokker-Planck equation is well-posed, i.e. there exists a unique evolution of states on . Moreover, we give a sufficient condition such that the environment is ergodic with exponential rate. Let be the invariant measure for the environment process on . In the main part of this work we establish the stochastic averaging principle, i.e. we prove that the marginal of onto converges weakly to an evolution of states on associated with the averaged Markov birth-and-death operator .
Keywords
Cite
@article{arxiv.1702.03512,
title = {Stochastic averaging principle for spatial Markov evolutions in the continuum},
author = {Martin Friesen and Yuri Kondratiev},
journal= {arXiv preprint arXiv:1702.03512},
year = {2022}
}