Equilibrium diffusion on the cone of discrete Radon measures

Publication date 23 February 2016

Abstract: Let

m a t h b b K (m a t h b b R^{d})

denote the cone of discrete Radon measures on

m a t h b b R^{d}

. There is a natural differentiation on

m a t h b b K (m a t h b b R^{d})

: for a differentiable function

F : m a t h b b K (m a t h b b R^{d}) o m a t h b b R

, one defines its gradient

a b l a^{m a t h b b K} F

as a vector field which assigns to each

e t a i n m a t h b b K (m a t h b b R^{d})

an element of a tangent space

T_{e} t a (m a t h b b K (m a t h b b R^{d}))

to

m a t h b b K (m a t h b b R^{d})

at point

e t a

. Let

p h i : m a t h b b R^{d} i m e s m a t h b b R^{d} o m a t h b b R

be a potential of pair interaction, and let

m u

be a corresponding Gibbs perturbation of (the distribution of) a completely random measure on

m a t h b b R^{d}

. In particular,

m u

is a probability measure on

m a t h b b K (m a t h b b R^{d})

such that the set of atoms of a discrete measure

e t a i n m a t h b b K (m a t h b b R^{d})

is

m u

-a.s. dense in

m a t h b b R^{d}

. We consider the corresponding Dirichlet form

mathscr E^{mathbb K}(F,G)=int_{mathbb K(mathbb R^d)}langle

abla^{mathbb K} F(eta),

abla^{mathbb K} G(eta) angle_{T_eta(mathbb K)},dmu(eta).

Integrating by parts with respect to the measure

m u

, we explicitly find the generator of this Dirichlet form. By using the theory of Dirichlet forms, we prove the main result of the paper: If

d g e 2

, there exists a conservative diffusion process on

m a t h b b K (m a t h b b R^{d})

which is properly associated with the Dirichlet form

m a t h s c r E^{m a t h b b K}

.

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