A characterization of Gibbs measures on \(C(0,1)^{\mathbb{Z}^ d}\) by the stochastic calculus of variations (Q1322928)

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A characterization of Gibbs measures on \(C(0,1)^{\mathbb{Z}^ d}\) by the stochastic calculus of variations
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    A characterization of Gibbs measures on \(C(0,1)^{\mathbb{Z}^ d}\) by the stochastic calculus of variations (English)
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    1 November 1994
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    Given a system \(\Omega = C([0,1], \mathbb{R})^{\mathbb{Z}^ d}\) with infinitely many particles \((\sim \mathbb{Z}^ d)\), each modeled as a diffusion \(\omega_ i(t) \in X = C([0,1],\mathbb{R})\), the probability measures \(Q\) such that \[ \mathbb{F}_ Q \left( \sum_{i \in \mathbb{Z}^ d} \int^ 1_ 0 g_ i(t)d \omega_ i (t) \right) = \mathbb{F}_ Q \left( \sum_{i \in \mathbb{Z}^ d} D^ i_ gF \right) -\mathbb{F}_ Q \left( F \sum_{i \in \mathbb{Z}^ d} D^ i_ g H_ i\right) \tag{*} \] holds, are identified as the Gibbs measures on \(\Omega\). The Hamiltonian potentials \(H_ i\) reflect the interaction of the particles, \(H_ i = \sum_{ \Lambda \subset \mathbb{Z}^ d,i \in \Lambda}\varphi_ \Lambda (\omega)\), \(\varphi_ \Lambda : \Omega \to \mathbb{R}\) (measurable), \[ \sum_{\Lambda \subset \mathbb{Z}^ d,i \in \Lambda} \sup_ \omega | \varphi_ \Lambda (\omega ) | < \infty. \] If for any \(i \in \mathbb{Z}^ d\), \(\eta \in \text{proj}_{\{ i\}^ c} \Omega\) the potential \(H((\cdot \eta)) \in W^{1/2} (X)\) (a type of Sobolev space over \(X)\) holds, (*) is valid for any \(F \in W^{1,2}_{\text{loc}} (\Omega)\) \(\bigl(\)the space of certain cylinder functionals on \(L^ 2(\Omega)\) such that \(D_ gF = \sum_{i \in \mathbb{Z}^ d} D^ i_ gF\), with \(\{D^ i_ tF \}_{i \in \mathbb{Z}^ d} \subset \ell^ 2 (L^ 2((0,1) \times \Omega))\bigr)\) and \(g \in \ell^ 2 (L^ 2(0,1))\). Conversely, if \(H((\cdot \eta)) \in W^{1,\infty} (X)\), \(D^ iH_ i \in L^ \infty (\Omega; L^ 2(0,1))\), and \(\mathbb{F}_ Q (| \omega_ i(t) |) < \infty\) for all \(i \in \mathbb{Z}^ d\), \(t \in [0,1]\) such that \[ \mathbb{E}_ Q \left( \int^ 1_ 0 g_ i(t)d \omega_ i(t) \right) = \mathbb{E}_ Q (D^ i_ gF)- \mathbb{E}_ Q (FD^ i_ gH_ i) \tag{**} \] holds, it is shown that \(Q\) is a Gibbs state of the underlying interaction. Assuming no interaction, i.e. if \(H_ i=0\) in (**), \(Q\) equals an infinite product of Wiener measures (with the same initial conditions as \(Q)\).
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    equilibrium measure
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    stochastic integral
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    stochastic calculus of variation
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    Gibbs measures
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    Hamiltonian potentials
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    Sobolev space
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    Wiener measures
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