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

MaRDI QIDQ5250650zbMATH OpenFDO

Authors Sylvie Rœlly, Wioletta Ruszel

Publication date 21 May 2015

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

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)

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.

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