Equilibrium fluctuations for interacting Brownian particles (Q1083775)
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English | Equilibrium fluctuations for interacting Brownian particles |
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Equilibrium fluctuations for interacting Brownian particles (English)
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1986
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We consider an infinitely extended system of Brownian particles interacting by a pair force - grad V. Their initial distribution is stationary and given by the Gibbs measure associated with the potential V with fugacity z. We assume that V is symmetric, finite range, three times continuously differentiable, superstable, and positive and that the fugacity is small in the sense that \(0\leq z\leq 0.28/e\int dq(1-e^{-V(q)})\). In addition a certain essential self-adjointness property is assumed. We prove then that the time-dependent fluctuations in the density on a spatial scale of order \(\epsilon^{-1}\) and on a time scale of order \(\epsilon^{-2}\) converge as \(\epsilon\to 0\) to a Gaussian field with covariance \(\chi\int dqg(q)(e^{(\rho /2\chi)\Delta | t|}f)(q)\) with \(\rho\) the density and \(\chi\) the compressibility.
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Brownian particles interacting by a pair force
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Gibbs measure
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essential self-adjointness property
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Gaussian field
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