N/V-limit for stochastic dynamics in continuous particle systems

Grothaus M, Kondratiev Y, Röckner M (2007)
PROBABILITY THEORY AND RELATED FIELDS 137(1-2): 121-160.

Zeitschriftenaufsatz | Veröffentlicht | Englisch
 
Download
Es wurden keine Dateien hochgeladen. Nur Publikationsnachweis!
Autor*in
Abstract / Bemerkung
We provide an N/V-limit for the infinite particle, infinite volume stochastic dynamics associated with Gibbs states in continuous particle systems on R-d, d >= 1. Starting point is an N-particle stochastic dynamic with singular interaction and reflecting boundary condition in a subset Lambda subset of R-d with finite volume (Lebesgue measure) V = vertical bar Lambda vertical bar < infinity. The aim is to approximate the infinite particle, infinite volume stochastic dynamic by the above N-particle dynamic in Lambda as N -> infinity and V -> infinity such that N/V -> rho, where rho is the particle density. First we derive an improved Ruelle bound for the canonical correlation functions under an appropriate relation between N and V. Then tightness is shown by using the Lyons-Zheng decomposition. The equilibrium measures of the accumulation points are identified as infinite volume canonical Gibbs measures by an integration by parts formula and the accumulation points themselves are identified as infinite particle, infinite volume stochastic dynamics via the associated martingale problem. Assuming a property closely related to Markov uniqueness and weaker than essential self-adjointness, via Mosco convergence techniques we can identify the accumulation points as Markov processes and show uniqueness. I.e., all accumulation corresponding to one invariant canonical Gibbs measure coincide. The proofs work for general repulsive interaction potentials phi of Ruelle type and all temperatures, densities, and dimensions d >= 1, respectively. phi may have a nontrivial negative part and infinite range as e.g. the Lennard-Jones potential. Additionally, our result provides as a by-product an approximation of grand canonical Gibbs measures by finite volume canonical Gibbs measures with empty boundary condition.
Stichworte
diffusion processes; interacting particle systems; limit theorems
Erscheinungsjahr
2007
Zeitschriftentitel
PROBABILITY THEORY AND RELATED FIELDS
Band
137
Ausgabe
1-2
Seite(n)
121-160
ISSN
0178-8051
Page URI
https://pub.uni-bielefeld.de/record/1596324

Zitieren

Grothaus M, Kondratiev Y, Röckner M. N/V-limit for stochastic dynamics in continuous particle systems. PROBABILITY THEORY AND RELATED FIELDS. 2007;137(1-2):121-160.
Grothaus, M., Kondratiev, Y., & Röckner, M. (2007). N/V-limit for stochastic dynamics in continuous particle systems. PROBABILITY THEORY AND RELATED FIELDS, 137(1-2), 121-160. https://doi.org/10.1007/s00440-006-0499-y
Grothaus, Martin, Kondratiev, Yuri, and Röckner, Michael. 2007. “N/V-limit for stochastic dynamics in continuous particle systems”. PROBABILITY THEORY AND RELATED FIELDS 137 (1-2): 121-160.
Grothaus, M., Kondratiev, Y., and Röckner, M. (2007). N/V-limit for stochastic dynamics in continuous particle systems. PROBABILITY THEORY AND RELATED FIELDS 137, 121-160.
Grothaus, M., Kondratiev, Y., & Röckner, M., 2007. N/V-limit for stochastic dynamics in continuous particle systems. PROBABILITY THEORY AND RELATED FIELDS, 137(1-2), p 121-160.
M. Grothaus, Y. Kondratiev, and M. Röckner, “N/V-limit for stochastic dynamics in continuous particle systems”, PROBABILITY THEORY AND RELATED FIELDS, vol. 137, 2007, pp. 121-160.
Grothaus, M., Kondratiev, Y., Röckner, M.: N/V-limit for stochastic dynamics in continuous particle systems. PROBABILITY THEORY AND RELATED FIELDS. 137, 121-160 (2007).
Grothaus, Martin, Kondratiev, Yuri, and Röckner, Michael. “N/V-limit for stochastic dynamics in continuous particle systems”. PROBABILITY THEORY AND RELATED FIELDS 137.1-2 (2007): 121-160.
Export

Markieren/ Markierung löschen
Markierte Publikationen

Open Data PUB

Web of Science

Dieser Datensatz im Web of Science®
Suchen in

Google Scholar