Diffusion Processes: entropy, Gibbs states and the continuous time Ruelle operator

Authors A. O. Lopes, G. L. J. Müller, Adriana Neumann

Publication date 3 August 2022

Diffusion processes (60J60) Brownian motion (60J65) Continuous-time Markov processes on general state spaces (60J25) Thermodynamic formalism, variational principles, equilibrium states for dynamical systems (37D35) Diffusion processes and stochastic analysis on manifolds (58J65)

Abstract: We consider a Riemmaniann compact manifold

M

, the associated Laplacian

D e l t a

and the corresponding Brownian motion

X_{t}

,

t g e q 0.

Given a Lipschitz function

V : M o m a t h b b R

we consider the operator

f r a c 12 D e l t a + V

, which acts on differentiable functions

f : M o m a t h b b R

via the operator

frac{1}{2} Delta f(x)+,V(x)f(x) ,

for all

x i n M

. Denote by

P_{t}^{V}

,

t g e q 0,

the semigroup acting on functions

f : M o m a t h b b R

given by

P_{t}^V (f)(x),:=, mathbb E_{x} �ig[e^{int_0^{t} V(X_r),dr} f(X_t)�ig].,

We will show that this semigroup is a continuous-time version of the discrete-time Ruelle operator. Consider the positive differentiable eigenfunction

F : M o m a t h b b R

associated to the main eigenvalue

l a m b d a

for the semigroup

P_{t}^{V}

,

t g e q 0

. From the function

F

, in a procedure similar to the one used in the case of discrete-time Thermodynamic Formalism, we can associate via a coboundary procedure a certain stationary Markov semigroup. The probability on the Skhorohod space obtained from this new stationary Markov semigroup can be seen as a stationary Gibbs state associated with the potential

V

. We define entropy, pressure, the continuous-time Ruelle operator and we present a variational principle of pressure for such a setting.

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