Renormalization of hierarchically interacting isotropic diffusions
The authors study a renormalization transformation \(F_c\) arising in an infinite system of interacting diffusions \((X_\xi)\), indexed by the \(N\)-dimensional hierarchical lattice \((N\geq 2)\), where each \(X_\xi\) takes values in the closure of a compact convex \(D\subset R^d\) \((d\geq 1)\). Each component \(X_\xi\) starts at some \(\theta\in D\) and experiences a linear drift toward an average of the surrounding components weighted according to their hierarchical distance, and the diffusion matrix is assumed to be isotropic, i.e., \(g_{ij}(x) =\delta_{ij} g(x)\), with \(g:\overline D\to[0,\infty)\) chosen from an appropriate class \({\mathcal H}\). In the local mean-field limit \(N\to\infty\), block averages of diffusions within a hierarchical distance \(k\), on a suitable time scale, are expected to perform a diffusion with local diffusion rate \(F^{(k)}g\), where \(F^{(k)}g= (F_{c_k} \circ\cdots \circ F_{c_1})g\) is the \(k\)th iterate of renormalization transformations \(F_c\) \((c>0)\), and the \(c_k\) measure the strength of the interaction at hierarchical distance \(k\). However, for \(d\geq \)2, there is no explicit formula for \(F_c(g)\). The authors show that there exists a fixed shape \(g^*\) such that \(\lim_{k\to \infty} \sigma_kF^{(k)} g=g^*\) for all \(g\), where the \(\sigma_k\) are normalizing constants. In terms of the infinite system, this property suggests the existence of complete universal behavior on large space-time scales. The results in this paper are generalizations of earlier works for \(d=1\) and \(\overline D=[0,1]\) or \([0,\infty)\), respectively; cf. \textit{J. B. Baillon}, \textit{Ph. Clément}, \textit{A. Greven} and \textit{F. den Hollander} [Can. J. Math. 47, No. 1, 3-27 (1995; Zbl 0832.60097) and J. Funct. Anal. 146, No. 1, 236-298 (1997; Zbl 0873.60073)] and \textit{D. A. Dawson} and \textit{A. Greven} [Probab. Theory Relat. Fields 96, No. 4, 435-473 (1993; Zbl 0794.60101)].
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