{ "id": "1503.04166", "version": "v1", "published": "2015-03-13T17:51:20.000Z", "updated": "2015-03-13T17:51:20.000Z", "title": "Equilibrium diffusion on the cone of discrete Radon measures", "authors": [ "Diana Conache", "Yuri G. Kondratiev", "Eugene Lytvynov" ], "categories": [ "math.PR" ], "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 $F:\\mathbb K(\\mathbb R^d)\\to\\mathbb R$, one defines its gradient $\\nabla^{\\mathbb K} F $ as a vector field which assigns to each $\\eta\\in \\mathbb K(\\mathbb R^d)$ an element of a tangent space $T_\\eta(\\mathbb K(\\mathbb R^d))$ to $\\mathbb K(\\mathbb R^d)$ at point $\\eta$. Let $\\phi:\\mathbb R^d\\times\\mathbb R^d\\to\\mathbb R$ 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 $\\eta\\in\\mathbb K(\\mathbb R^d)$ is $\\mu$-a.s.\\ dense in $\\mathbb R^d$. We consider the corresponding Dirichlet form $$ \\mathscr E^{\\mathbb K}(F,G)=\\int_{\\mathbb K(\\mathbb R^d)}\\langle\\nabla^{\\mathbb K} F(\\eta), \\nabla^{\\mathbb K} G(\\eta)\\rangle_{T_\\eta(\\mathbb K)}\\,d\\mu(\\eta). $$ 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 $d\\ge2$, there exists a conservative diffusion process on $\\mathbb K(\\mathbb R^d)$ which is properly associated with the Dirichlet form $\\mathscr E^{\\mathbb K}$.", "revisions": [ { "version": "v1", "updated": "2015-03-13T17:51:20.000Z" } ], "analyses": { "subjects": [ "60J60", "60G57" ], "keywords": [ "discrete radon measures", "equilibrium diffusion", "corresponding gibbs perturbation", "conservative diffusion process", "corresponding dirichlet form" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }