The Dirichlet-Ferguson Diffusion on the Space of Probability Measures over a Closed Riemannian Manifold

DOI10.1214/21-AOP1541MaRDI QIDQ6310366arXivWikidataFDO

Authors Lorenzo Dello Schiavo

Publication date 28 November 2018

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Probability measures on topological spaces (60B05) Diffusion processes (60J60) Random measures (60G57) Diffusion processes and stochastic analysis on manifolds (58J65) Dirichlet form methods in Markov processes (60J46)

Abstract: We construct a recurrent diffusion process with values in the space of probability measures over an arbitrary closed Riemannian manifold of dimension $dge2$. The process is associated with the Dirichlet form defined by integration of the Wasserstein gradient w.r.t. the Dirichlet-Ferguson measure, and is the counterpart on multi-dimensional base spaces to the Modified Massive Arratia Flow over the unit interval described in V. Konarovskyi, M.-K. von Renesse, Comm. Pure Appl. Math., 72, 0764-0800 (2019). Together with two different constructions of the process, we discuss its ergodicity, invariant sets, finite-dimensional approximations, and Varadhan short-time asymptotics.

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