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Uniqueness of Dirichlet forms related to infinite systems of interacting Brownian motions

Published 21 Nov 2017 in math.PR | (1711.07796v4)

Abstract: The Dirichlet forms related to various infinite systems of interacting Brownian motions are studied. For a given random point field $ \mu $, there exist two natural infinite-volume Dirichlet forms $ (\mathcal{E}{\mathsf{upr}},\mathcal{D}{\mathsf{upr}})$ and $(\mathcal{E}{\mathsf{lwr}},\mathcal{D}{\mathsf{lwr}})$ on $ L2(\mathsf{S} ,\mu ) $ describing interacting Brownian motions each with unlabeled equilibrium state $ \mu $. The former is a decreasing limit of a scheme of such finite-volume Dirichlet forms, and the latter is an increasing limit of another scheme of such finite-volume Dirichlet forms. Furthermore, the latter is an extension of the former. We present a sufficient condition such that these two Dirichlet forms are the same. In the first main theorem (Theorem 3.1) the Markovian semi-group given by $(\mathcal{E}{\mathsf{lwr}},\mathcal{D}{\mathsf{lwr}})$ is associated with a natural infinite-dimensional stochastic differential equation (ISDE). In the second main theorem (Theorem 3.2), we prove that these Dirichlet forms coincide with each other by using the uniqueness of {\ws}s of ISDE. We apply Theorem 3.1 to stochastic dynamics arising from random matrix theory such as the sine, Bessel, and Ginibre interacting Brownian motions and interacting Brownian motions with Ruelle's class interaction potentials, and Theorem 3.2 to the sine$ _2$ interacting Brownian motion and interacting Brownian motions with Ruelle's class interaction potentials of $ C_03 $-class.

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