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Article overview
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Equilibrium diffusion on the cone of discrete Radon measures | Diana Conache
; Yuri G. Kondratiev
; Eugene Lytvynov
; | Date: |
13 Mar 2015 | Abstract: | Let $mathbb K(mathbb R^d)$ denote the cone of discrete Radon measures on
$mathbb R^d$. There is a natural differentiation on $mathbb K(mathbb R^d)$:
for a differentiable function $F:mathbb K(mathbb R^d) omathbb R$, one
defines its gradient $
abla^{mathbb K} F $ as a vector field which assigns to
each $etain mathbb K(mathbb R^d)$ an element of a tangent space
$T_eta(mathbb K(mathbb R^d))$ to $mathbb K(mathbb R^d)$ at point $eta$.
Let $phi:mathbb R^d imesmathbb R^d omathbb R$ be a potential of pair
interaction, and let $mu$ be a corresponding Gibbs perturbation of (the
distribution of) a completely random measure on $mathbb R^d$. In particular,
$mu$ is a probability measure on $mathbb K(mathbb R^d)$ such that the set of
atoms of a discrete measure $etainmathbb K(mathbb R^d)$ is $mu$-a.s.
dense in $mathbb R^d$. 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 $mu$, 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 $dge2$, there exists a conservative
diffusion process on $mathbb K(mathbb R^d)$ which is properly associated with
the Dirichlet form $mathscr E^{mathbb K}$. | Source: | arXiv, 1503.4166 | Services: | Forum | Review | PDF | Favorites |
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