Short-time Gibbsianness for Infinite-dimensional Diffusions with Space-Time Interaction

Details Short-time Gibbsianness for Infinite-dimensional Diffusions with Space-Time Interaction Short-time Gibbsianness for Infinite-dimensional Diffusions with Space-Time Interaction

2009-09-25

arxiv.org/abs/0909.4640v1

Mathematics

Probability

Scientific paper

We consider a class of infinite-dimensional diffusions where the interaction between the components is both spatial and temporal. We start the system from a Gibbs measure with finite-range uniformly bounded interaction. Under suitable conditions on the drift, we prove that there exists $t_0>0$ such that the distribution at time $t\leq t_0$ is a Gibbs measure with absolutely summable interaction. The main tool is a cluster expansion of both the initial interaction and certain time-reversed Girsanov factors coming from the dynamics.

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