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

arXiv2208.01993MaRDI QIDQ6406849FDOQ6406849

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

Publication date: 3 August 2022

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.

Mathematics Subject Classification ID

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)

This page was built for publication: Diffusion Processes: entropy, Gibbs states and the continuous time Ruelle operator

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6406849)