Fractional \(P(\phi)_1\)-processes and Gibbs measures (Q449239): Difference between revisions

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Consider the operator \(H_\alpha = (-\Delta)^{\alpha/2} + V\), where \(\Delta\) is the Laplacian, \(\alpha\in (0,2)\) and \(V\) is a suitable potential. With some assumptions on \(V\), one has that \(H_\alpha\) generates an operator semigroup \(T_t\) which can be explicitly written down by a Feynman-Kac formula \[ T_tf(x) = e^{-tH_\alpha}f(x) = \mathbb E\left(e^{-\int_0^t V(X_s)\,ds} f(X_t)\right), \] where \((X_t)_{t\geq 0}\) is a rotationally symmetric \(\alpha\)-stable Lévy process (which is generated by \((-\Delta)^{\alpha/2}\)). Following \textit{B. Simon} [Functional integration and quantum physics. New York-San Francisco-London: Academic Press (1979; Zbl 0434.28013); 2nd ed. Providence, RI: AMS Chelsea Publishing (2005; Zbl 1061.28010)], the authors say that a fractional \(P(\phi)_1\)-process is a stochastic process \((\tilde X_t)_{t\in\mathbb R}\) (the time runs through the whole real line) such that \(e^{-t\tilde H_\alpha} f(x) = \mathbb E^x_\mu f(\tilde X_t)\) for \(t\geq 0\). Here, the operator \(\tilde H_\alpha\) is defined as \(\tilde H_\alpha f = \frac 1{\phi_0}(H_\alpha - \lambda_0)(\phi_0 f)\), where \(\phi_0\in L^2(dx)\) is the eigenfunction w.r.t.\ the smallest eigenvalue of \(H_\alpha\) (of course, the potential \(V\) needs to be suitably chosen to allow for this). A suitable class of potentials are the so-called Kato-decomposable potentials. The authors show, under suitable assumptions, the existence of the process \((\tilde X_t)_{t\in\mathbb R}\) and study its properties. In particular, they show that the invariant measure of such a process is a Gibbs measure (for the very same potential \(V\)) and they give conditions for its uniqueness and characterize its support via the (asymptotic) intrinsic ultracontractivity of the semigroup.
Property / review text: Consider the operator \(H_\alpha = (-\Delta)^{\alpha/2} + V\), where \(\Delta\) is the Laplacian, \(\alpha\in (0,2)\) and \(V\) is a suitable potential. With some assumptions on \(V\), one has that \(H_\alpha\) generates an operator semigroup \(T_t\) which can be explicitly written down by a Feynman-Kac formula \[ T_tf(x) = e^{-tH_\alpha}f(x) = \mathbb E\left(e^{-\int_0^t V(X_s)\,ds} f(X_t)\right), \] where \((X_t)_{t\geq 0}\) is a rotationally symmetric \(\alpha\)-stable Lévy process (which is generated by \((-\Delta)^{\alpha/2}\)). Following \textit{B. Simon} [Functional integration and quantum physics. New York-San Francisco-London: Academic Press (1979; Zbl 0434.28013); 2nd ed. Providence, RI: AMS Chelsea Publishing (2005; Zbl 1061.28010)], the authors say that a fractional \(P(\phi)_1\)-process is a stochastic process \((\tilde X_t)_{t\in\mathbb R}\) (the time runs through the whole real line) such that \(e^{-t\tilde H_\alpha} f(x) = \mathbb E^x_\mu f(\tilde X_t)\) for \(t\geq 0\). Here, the operator \(\tilde H_\alpha\) is defined as \(\tilde H_\alpha f = \frac 1{\phi_0}(H_\alpha - \lambda_0)(\phi_0 f)\), where \(\phi_0\in L^2(dx)\) is the eigenfunction w.r.t.\ the smallest eigenvalue of \(H_\alpha\) (of course, the potential \(V\) needs to be suitably chosen to allow for this). A suitable class of potentials are the so-called Kato-decomposable potentials. The authors show, under suitable assumptions, the existence of the process \((\tilde X_t)_{t\in\mathbb R}\) and study its properties. In particular, they show that the invariant measure of such a process is a Gibbs measure (for the very same potential \(V\)) and they give conditions for its uniqueness and characterize its support via the (asymptotic) intrinsic ultracontractivity of the semigroup. / rank
 
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Property / reviewed by
 
Property / reviewed by: Rene L. Schilling / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 47D08 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 47D07 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60G51 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60J45 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60J57 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 81Q10 / rank
 
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Property / zbMATH DE Number
 
Property / zbMATH DE Number: 6081504 / rank
 
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Property / zbMATH Keywords
 
symmetric stable process
Property / zbMATH Keywords: symmetric stable process / rank
 
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Property / zbMATH Keywords
 
fractional Schrödinger operator
Property / zbMATH Keywords: fractional Schrödinger operator / rank
 
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Property / zbMATH Keywords
 
intrinsic ultracontractivity
Property / zbMATH Keywords: intrinsic ultracontractivity / rank
 
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Property / zbMATH Keywords
 
decay of ground state
Property / zbMATH Keywords: decay of ground state / rank
 
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Property / zbMATH Keywords
 
Gibbs measure
Property / zbMATH Keywords: Gibbs measure / rank
 
Normal rank

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Fractional \(P(\phi)_1\)-processes and Gibbs measures
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    Fractional \(P(\phi)_1\)-processes and Gibbs measures (English)
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    12 September 2012
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    Consider the operator \(H_\alpha = (-\Delta)^{\alpha/2} + V\), where \(\Delta\) is the Laplacian, \(\alpha\in (0,2)\) and \(V\) is a suitable potential. With some assumptions on \(V\), one has that \(H_\alpha\) generates an operator semigroup \(T_t\) which can be explicitly written down by a Feynman-Kac formula \[ T_tf(x) = e^{-tH_\alpha}f(x) = \mathbb E\left(e^{-\int_0^t V(X_s)\,ds} f(X_t)\right), \] where \((X_t)_{t\geq 0}\) is a rotationally symmetric \(\alpha\)-stable Lévy process (which is generated by \((-\Delta)^{\alpha/2}\)). Following \textit{B. Simon} [Functional integration and quantum physics. New York-San Francisco-London: Academic Press (1979; Zbl 0434.28013); 2nd ed. Providence, RI: AMS Chelsea Publishing (2005; Zbl 1061.28010)], the authors say that a fractional \(P(\phi)_1\)-process is a stochastic process \((\tilde X_t)_{t\in\mathbb R}\) (the time runs through the whole real line) such that \(e^{-t\tilde H_\alpha} f(x) = \mathbb E^x_\mu f(\tilde X_t)\) for \(t\geq 0\). Here, the operator \(\tilde H_\alpha\) is defined as \(\tilde H_\alpha f = \frac 1{\phi_0}(H_\alpha - \lambda_0)(\phi_0 f)\), where \(\phi_0\in L^2(dx)\) is the eigenfunction w.r.t.\ the smallest eigenvalue of \(H_\alpha\) (of course, the potential \(V\) needs to be suitably chosen to allow for this). A suitable class of potentials are the so-called Kato-decomposable potentials. The authors show, under suitable assumptions, the existence of the process \((\tilde X_t)_{t\in\mathbb R}\) and study its properties. In particular, they show that the invariant measure of such a process is a Gibbs measure (for the very same potential \(V\)) and they give conditions for its uniqueness and characterize its support via the (asymptotic) intrinsic ultracontractivity of the semigroup.
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    symmetric stable process
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    fractional Schrödinger operator
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    intrinsic ultracontractivity
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    decay of ground state
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    Gibbs measure
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