Equilibrium diffusion on the cone of discrete Radon measures

TL;DR

This paper constructs a diffusion process on the cone of discrete Radon measures in d6df, using Dirichlet forms and potential interactions, extending stochastic analysis to this infinite-dimensional space.

Contribution

It explicitly derives the generator of the Dirichlet form on d6df and proves the existence of a corresponding diffusion process for dimensions d6df 2 2.

Findings

Existence of a conservative diffusion process on d6df for da0d7 2.

Explicit form of the generator of the Dirichlet form.

Application of Dirichlet form theory to infinite-dimensional measure spaces.

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 $\mathscr E^{\mathbb K}$.