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19 April 2024
 
  » arxiv » 1503.4166

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Equilibrium diffusion on the cone of discrete Radon measures
Diana Conache ; Yuri G. Kondratiev ; Eugene Lytvynov ;
Date 13 Mar 2015
AbstractLet $mathbb K(mathbb R^d)$ 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
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