Short-Time Gibbsianness for Infinite-Dimensional Diffusions with Space-Time Interaction

Frank Redig*, Sylvie Roelly, Wioletta Ruszel

*Corresponding author for this work

    Research output: Contribution to journalArticleAcademicpeer-review

    9 Citations (Scopus)

    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 languageEnglish
    Pages (from-to)1124-1144
    Number of pages21
    JournalJournal of Statistical Physics
    Volume138
    Issue number6
    DOIs
    Publication statusPublished - Mar-2010

    Keywords

    • Infinite-dimensional diffusion
    • Cluster expansion
    • Time-reversal
    • Non-Markovian drift
    • Girsanov formula
    • Delay equations
    • GIBBS MEASURES
    • RECOVERY

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