Abstract
We consider a class of infinite-dimensional diffusions where the interaction between the components has a finite extent both in space and time. We start the system from a Gibbs measure with a finite-range uniformly bounded interaction. Under suitable conditions on the drift, we prove that there exists t (0)> 0 such that the distribution at time ta parts per thousand currency signt (0) is a Gibbs measure with absolutely summable interaction. The main tool is a cluster expansion of both the initial interaction and certain time-reversed Girsanov factors coming from the dynamics.
Original language | English |
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Pages (from-to) | 1124-1144 |
Number of pages | 21 |
Journal | Journal of Statistical Physics |
Volume | 138 |
Issue number | 6 |
DOIs | |
Publication status | Published - Mar-2010 |
Keywords
- Infinite-dimensional diffusion
- Cluster expansion
- Time-reversal
- Non-Markovian drift
- Girsanov formula
- Delay equations
- GIBBS MEASURES
- RECOVERY