vix.ing · top · new · best · stats · spec

Propagation of Gibbsianness for infinite-dimensional diffusions with space-time interaction

2013/12/02 by Sylvie Roelly, Roelly, Sylvie, Wioletta M. Ruszel +2
Mathematics · Physics and Astronomy · #FOS: Mathematics #FOS: Physical sciences #Markov Chains and Monte Carlo Methods #Mathematical Dynamics and Fractals #Mathematical Physics (math-ph) #Probability (math.PR) #Stochastic processes and statistical mechanics #Theoretical and Computational Physics #math-ph #math.MP #math.PR

paper · pdf · doi:10.48550/arxiv.1312.0394

18

arxiv created 2013/12/02 · openalex publication_date 2013/12/02 · arxiv updated 2013/12/03 · openalex created_date 2022/10/01 · openalex updated_date 2026/07/28

Abstract

We consider infinite-dimensional diffusions where the interaction between the coordinates has a finite extent both in space and time. In particular, it is not supposed to be smooth or Markov. The initial state of the system is Gibbs, given by a strong summable interaction. If the strongness of this initial interaction is lower than a suitable level, and if the dynamical interaction is bounded from above in a right way, we prove that the law of the diffusion at any time t is a Gibbs measure with absolutely summable interaction. The main tool is a cluster expansion in space uniformly in time of the Girsanov factor coming from the dynamics and exponential ergodicity of the free dynamics to an equilibrium product measure.

Related