The law of large numbers and the law of the iterated logarithm for infinite dimensional interacting diffusion processes | |
Schmuland, B; Sun, W | |
刊名 | INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS |
2003-09-01 | |
卷号 | 6期号:3页码:489-503 |
关键词 | configuration space Dirichlet form law of large numbers law of the iterated logarithm |
ISSN号 | 0219-0257 |
英文摘要 | The classical Dirichlet form given by the intrinsic gradient on Gamma(R)d is associated with a Markov process consisting of a countable family of interacting diffusions. By considering each diffusion as a particle with unit mass, the randomly evolving configuration can be thought of as a Radon measure valued diffusion. The quasi-sure analysis of Dirichlet forms is used to find exceptional sets of configurations for this Markov process. We consider large scale properties of the configuration and show that, for quite general measures, the process never hits those unusual configurations that violate the law of large numbers. Furthermore, for certain Gibbs measures, which model random particles in R-d that interact via a potential function, we show, for d = 1, 2, that the process never hits those unusual configurations that violate the law of the iterated logarithm. |
WOS研究方向 | Mathematics ; Physics |
语种 | 英语 |
出版者 | WORLD SCIENTIFIC PUBL CO PTE LTD |
WOS记录号 | WOS:000186719600007 |
内容类型 | 期刊论文 |
源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/18713] |
专题 | 中国科学院数学与系统科学研究院 |
通讯作者 | Schmuland, B |
作者单位 | 1.Univ Alberta, Dept Math & Stat Sci, Edmonton, AB T6G 2G1, Canada 2.Chinese Acad Sci, Inst Appl Math, Beijing 100080, Peoples R China |
推荐引用方式 GB/T 7714 | Schmuland, B,Sun, W. The law of large numbers and the law of the iterated logarithm for infinite dimensional interacting diffusion processes[J]. INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS,2003,6(3):489-503. |
APA | Schmuland, B,&Sun, W.(2003).The law of large numbers and the law of the iterated logarithm for infinite dimensional interacting diffusion processes.INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS,6(3),489-503. |
MLA | Schmuland, B,et al."The law of large numbers and the law of the iterated logarithm for infinite dimensional interacting diffusion processes".INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS 6.3(2003):489-503. |
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