Ergodic theorems and exponential decay of sample paths for certain interacting diffusion systems

MaRDI QIDQ2367027zbMATH OpenFDO

Authors Tokuzo Shiga

Publication date 15 August 1993

Published in Osaka Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

ergodic behaviourinteracting diffusion processesinvariant stationary measuresOrnstein-Uhlenbeck type processesstepping stone modelsstochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Review text

The author studies the ergodic behaviour of a class of interacting diffusion processes of configurations in \(\mathbb{Z}^ d\), governed by stochastic differential equations of the form \[ dx_ i(t)=\sum_{j \in \mathbb{Z}^ d}A_{ij}dt+a(x_ i(t))dB_ i(t)\qquad (i \in \mathbb{Z}^ d), \] which appear in various cases (e.g. stepping stone models with random drift or selection, branching diffusion, scalar field in a non-stationary random potential, Ornstein-Uhlenbeck type processes). For \(\mathbb{Z}^ d\)- translation invariant \((A_{ij})\) he describes under suitable assumptions their \(\mathbb{Z}^ d\)-translation invariant stationary measures and proves convergence to them for \(\mathbb{Z}^ d\)-translation invariant initial distributions. He furthermore derives an assumption for the exponential decay of the sample paths. The mentioned examples are covered by the respective assumptions.

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(19)

• Coupling in the theory of interacting systems
• Ergodic theorems for infinite systems of locally interacting diffusions
• Multilevel bilinear systems of stochastic differential equations
• A boundedness trichotomy for the stochastic heat equation
• Finite and infinite systems of interacting diffusions
• Comparison of interacting diffusions and an application to their ergodic theory
• Some ergodic theorems for a parabolic Anderson model
• An ergodic theorem of a parabolic Anderson model driven by Lévy noise
• Properties of the parabolic Anderson model and the Anderson polymer model
• Phase transitions for the long-time behavior of interacting diffusions
• Lyapunov exponent for the parabolic Anderson model with Lévy noise
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• Finite and Infinite Systems of Interacting Diffusions: Cluster Formation and Universality Properties
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• On the ergodicity of interacting particle systems under number rigidity
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