A Markov process for an infinite interacting particle system in the continuum

DOI10.1214/21-EJP631zbMATH Open1479.60154OpenAlexW3164786837MaRDI QIDQ2042865FDOQ2042865

Authors Yuri Kozitsky, Michael Röckner

Publication date 21 July 2021

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1912.00964

zbMATH Keywords

point processFokker-Planck equationmartingale solutionstochastic semigroupmeasure-valued Markov process

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Continuous-time Markov processes on general state spaces (60J25) Fokker-Planck equations (35Q84) Jump processes on general state spaces (60J76)

Abstract: An infinite system of point particles placed in $mathds{R}^d$ is studied. Its constituents perform random jumps with mutual repulsion described by a translation-invariant jump kernel and interaction potential, respectively. The pure states of the system are locally finite subsets of $mathds{R}^d$, which can also be interpreted as locally finite Radon measures. The set of all such measures $Gamma$ is equipped with the vague topology and the corresponding Borel $sigma$-field. For a special class $mathcal{P}_{mexp}$ of (sub-Poissonian) probability measures on $Gamma$, we prove the existence of a unique family $P_{t,mu}:tgeq0,muinmathcal{P}_{mexp}$ of probability measures on the space of cadlag paths with values in $Gamma$ that solves a restricted initial-value martingale problem for the mentioned system. Thereby, a Markov process with cadlag paths is specified which describes the stochastic dynamics of this particle system.

Recommendations

• A Markov process for a continuum infinite particle system with attraction
• Independent infinite Markov particle systems with jumps
• Infinite systems of randomly interacting particles
• A Widom-Rowlinson jump dynamics in the continuum
• Random jumps and coalescence in the continuum: evolution of states of an infinite particle system

Cites work

• scientific article; zbMATH DE number 446474 (Why is no real title available?)
• scientific article; zbMATH DE number 3951715 (Why is no real title available?)
• scientific article; zbMATH DE number 3664138 (Why is no real title available?)
• scientific article; zbMATH DE number 503112 (Why is no real title available?)
• scientific article; zbMATH DE number 3245885 (Why is no real title available?)
• A Widom-Rowlinson jump dynamics in the continuum
• A phase transition in a Widom-rowlinson model with Curie-Weiss interaction
• Analysis and geometry on configuration spaces: the Gibbsian case
• Convergence of Baire measures
• Dynamical Gibbs-non-Gibbs transitions in Curie-Weiss Widom-Rowlinson models
• Existence and spatial limit theorems for lattice and continuum particle systems
• Exponential polynomials, Stirling numbers, and evaluation of some gamma integrals
• Fokker-Planck-Kolmogorov equations
• HARMONIC ANALYSIS ON CONFIGURATION SPACE I: GENERAL THEORY
• Kawasaki dynamics in continuum: micro- and mesoscopic descriptions
• Markov evolutions and hierarchical equations in the continuum. I: One-component systems
• Measure theory
• Measure theory. Vol. I and II
• Nearest neighbor birth and death processes on the real line
• ON CONTACT PROCESSES IN CONTINUUM
• On perturbed substochastic semigroups in abstract state spaces
• Perturbations of positive semigroups with applications
• Spatial birth and death processes as solutions of stochastic equations
• Stochastic semigroups: their construction by perturbation and approximation
• Superstable interactions in classical statistical mechanics
• The Stone-Weierstrass Theorem
• The analysis of the Widom-Rowlinson model by stochastic geometric methods
• The global evolution of states of a continuum Kawasaki model with repulsion
• Well-posedness of multidimensional diffusion processes with weakly differentiable coefficients

Cited in

(13)

• Independent infinite Markov particle systems with jumps
• Evolution of states of an infinite particle system with nonlocal branching
• Binary jumps in continuum. I: Equilibrium processes and their scaling limits
• Non-autonomous interacting particle systems in continuum
• Infinite Markov particle systems associated with absorbing stable motion on a half space
• Interactive infinite Markov particle systems with jumps
• scientific article; zbMATH DE number 4036888 (Why is no real title available?)
• Random jumps and coalescence in the continuum: evolution of states of an infinite particle system
• A Markov process for a continuum infinite particle system with attraction
• Tagged particle process in continuum with singular interactions
• Infinite dimensional systems of particles with interactions given by Dunkl operators
• scientific article; zbMATH DE number 721885 (Why is no real title available?)
• Infinite systems of randomly interacting particles

This page was built for publication: A Markov process for an infinite interacting particle system in the continuum

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2042865)