Infinite interacting diffusion particles I: Equilibrium process and its scaling limit

DOI10.1515/FORUM.2006.002zbMATH Open1090.60078arXivmath/0311444OpenAlexW2010531720MaRDI QIDQ3378366FDOQ3378366

Michael Röckner, Yuri Kondratiev, Eugene Lytvynov

Publication date: 30 March 2006

Published in: Forum Mathematicum (Search for Journal in Brave)

Abstract: A stochastic dynamics $$ of a classical continuous system is a stochastic process which takes values in the space $Gamma$ of all locally finite subsets (configurations) in $BbbR$ and which has a Gibbs measure $mu$ as an invariant measure. We assume that $mu$ corresponds to a symmetric pair potential $phi(x-y)$. An important class of stochastic dynamics of a classical continuous system is formed by diffusions. Till now, only one type of such dynamics--the so-called gradient stochastic dynamics, or interacting Brownian particles--has been investigated. By using the theory of Dirichlet forms, we construct and investigate a new type of stochastic dynamics, which we call infinite interacting diffusion particles. We introduce a Dirichlet form ${calE}_m{u}^{G}amma$ on $L^2(Gamma;mu)$, and under general conditions on the potential $phi$, prove its closability. For a potential $phi$ having a ``weak singularity at zero, we also write down an explicit form of the generator of ${calE}_m{u}^{G}amma$ on the set of smooth cylinder functions. We then show that, for any Dirichlet form ${calE}_m{u}^{G}amma$, there exists a diffusion process that is properly associated with it. Finally, we study a scaling limit of interacting diffusions in terms of convergence of the corresponding Dirichlet forms, and we also show that these scaled processes are tight in $C([0,infty),c^{\prime }alD)$, where $calD\text{'}$ is the dual space of $calD:=C_0^{i}nfty(BbbR)$.

Full work available at URL: https://arxiv.org/abs/math/0311444

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Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Interacting particle systems in time-dependent statistical mechanics (82C22) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

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Cited In (15)

• On Infinite System of Diffusing Particles with Coalescing
• Tagged particles of interacting Brownian motions with skew symmetric drifts
• The maximum Markovian self-adjoint extensions of Dirichlet operators for interacting particle systems
• \(N/V\)-limit for stochastic dynamics in continuous particle systems
• THE LAW OF LARGE NUMBERS AND THE LAW OF THE ITERATED LOGARITHM FOR INFINITE DIMENSIONAL INTERACTING DIFFUSION PROCESSES
• Stochastic differential equations with local interactions
• Binary jumps in continuum. I. Equilibrium processes and their scaling limits
• Scaling limit of stochastic dynamics in classical continuous systems
• Construction of n-particle Langevin dynamics for \(H^{1,\infty}\)-potentials via generalized Dirichlet forms
• Title not available (Why is that?)
• Equilibrium diffusion on the cone of discrete Radon measures
• Vlasov scaling for stochastic dynamics of continuous systems
• Diffusion approximation for equilibrium Kawasaki dynamics in continuum
• On non-equilibrium stochastic dynamics for interacting particle systems in continuum
• On a relation between intrinsic and extrinsic Dirichlet forms for interacting particle systems

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