Propagation of Gibbsianness for infinite-dimensional diffusions with space-time interaction

zbMATH Open1317.60101arXiv1312.0394MaRDI QIDQ5250650FDOQ5250650

Authors: Sylvie Rœlly, Wioletta Ruszel 

Publication date: 21 May 2015

Abstract: We consider infinite-dimensional diffusions where the interaction between the coordinates has a finite extent both in space and time. In particular, it is not supposed to be smooth or Markov. The initial state of the system is Gibbs, given by a strong summable interaction. If the strongness of this initial interaction is lower than a suitable level, and if the dynamical interaction is bounded from above in a right way, we prove that the law of the diffusion at any time t is a Gibbs measure with absolutely summable interaction. The main tool is a cluster expansion in space uniformly in time of the Girsanov factor coming from the dynamics and exponential ergodicity of the free dynamics to an equilibrium product measure.

Full work available at URL: https://arxiv.org/abs/1312.0394

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zbMATH Keywords

ultracontractivitycluster expansionGirsanov formulainfinite-dimensional diffusionnon-Markov driftplanar rotors

Mathematics Subject Classification ID

Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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