Hostname: page-component-78c5997874-g7gxr Total loading time: 0 Render date: 2024-11-10T17:07:51.554Z Has data issue: false hasContentIssue false

Uniqueness of invariant product measures for elliptic infinite dimensional diffusions and particle spin systems

Published online by Cambridge University Press:  15 November 2002

Alejandro F. Ramírez*
Affiliation:
Facultad de Matemáticas, Pontificia Universidad Católica de Chile, Casilla 306, Correo 22, Santiago, Chile; aramirez@mat.puc.cl.
Get access

Abstract

Consider an infinite dimensionaldiffusion process process on TZd, whereT is the circle, defined by the action of its generatorL on C2(TZd) local functions as$Lf(\eta)=\sum_{i\in{\bf Z}^d}\left(\frac{1}{2}a_i\frac{\partial^2 f}{\partial \eta_i^2}+b_i\frac{\partial f}{\partial \eta_i}\right)$. Assume that the coefficients, ai and bi are smooth,bounded, finite range with uniformly bounded second orderpartial derivatives, that ai is only a function of $\eta_i$and that $\inf_{i,\eta}a_i(\eta)>0$.Suppose ν is an invariant product measure. Then,if ν is the Lebesgue measure or if d=1,2, it is theunique invariant measure. Furthermore, if ν istranslation invariant, then it is the unique invariant, translationinvariant measure. Now, consider an infinite particlespin system, with state space {0,1}Zd, definedby the action of its generator on local functions f by$Lf(\eta)=\sum_{x\in{\bf Z}^d}c(x,\eta)(f(\eta^x)-f(\eta))$,where $\eta^x$ is the configuration obtained from ηaltering only the coordinate at site x. Assume that $c(x,\eta)$are of finite range, bounded and that $\inf_{x,\eta}c(x,\eta)>0$.Then, if ν is an invariant product measure for this process,ν is unique when d=1,2. Furthermore, if ν is translationinvariant, it is the unique invariant, translation invariantmeasure. The proofs of these results show how elementarymethods can give interesting information for general processes.

Type
Research Article
Copyright
© EDP Sciences, SMAI, 2002

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Holley, R. and Stroock, D., In one and two dimensions, every stationary measure for a stochastic Ising model is a Gibbs state. Commun. Math. Phys. 55 (1977) 37-45. CrossRef
Holley, R. and Stroock, D., Diffusions on an Infinite Dimensional Torus. J. Funct. Anal. 42 (1981) 29-63. CrossRef
Kunsch, H., Non reversible stationary measures for infinite interacting particle systems. Z. Wahrsch. Verw. Gebiete 66 (1984) 407-424. CrossRef
T.M. Liggett, Interacting Particle Systems. Springer-Verlag, New York (1985).
Mountford, T.S., Coupling, A of Infinite Particle Systems. J. Math. Kyoto Univ. 35 (1995) 43-52. CrossRef
A.F. Ramírez, An elementary proof of the uniqueness of invariant product measures for some infinite dimensional diffusions. C. R. Acad. Sci. Paris Sér. I Math. (to appear).
Ramírez, A.F., Relative Entropy and Mixing Properties of Infinite Dimensional Diffusions. Probab. Theory Related Fields 110 (1998) 369-395.
Ramírez, A.F. and Varadhan, S.R.S., Relative Entropy and Mixing Properties of Interacting Particle Systems. J. Math. Kyoto Univ. 36 (1996) 869-875. CrossRef