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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 finiterange uniformly bounded interaction. Under suitable conditions on the drift, we prove that there exists t0 > 0 such that the distribution at time t = t0 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.
Reciprocal processes, whose concept can be traced back to E. Schrödinger, form a class of stochastic processes constructed as mixture of bridges, that satisfy a time Markov field property. We discuss here a new unifying approach to characterize several types of reciprocal processes via duality formulae on path spaces: The case of reciprocal processes with continuous paths associated to Brownian diffusions and the case of pure jump reciprocal processes associated to counting processes are treated. This presentation is based on joint works with M. Thieullen, R. Murr and C. Léonard.
We consider a system of infinitely many hard balls in R<sup>d undergoing Brownian motions and submitted to a smooth pair potential. It is modelized by an infinite-dimensional stochastic differential equation with a local time term. We prove that the set of all equilibrium measures, solution of a detailed balance equation, coincides with the set of canonical Gibbs measures associated to the hard core potential added to the smooth interaction potential.
We consider infinite-dimensional diffusions where the interaction between the coordinates has a finite extent both in space and time. In particular, it is not supposed to be smooth or Markov. The initial state of the system is Gibbs, given by a strong summable interaction. If the strongness of this initial interaction is lower than a suitable level, and if the dynamical interaction is bounded from above in a right way, we prove that the law of the diffusion at any time t is a Gibbs measure with absolutely summable interaction. The main tool is a cluster expansion in space uniformly in time of the Girsanov factor coming from the dynamics and exponential ergodicity of the free dynamics to an equilibrium product measure.
Convoluted Brownian motion
(2016)
In this paper we analyse semimartingale properties of a class of Gaussian periodic processes, called convoluted Brownian motions, obtained by convolution between a deterministic function and a Brownian motion. A classical
example in this class is the periodic Ornstein-Uhlenbeck process. We compute their characteristics and show that in general, they are neither
Markovian nor satisfy a time-Markov field property. Nevertheless, by enlargement
of filtration and/or addition of a one-dimensional component, one can in some case recover the Markovianity. We treat exhaustively the case of the bidimensional trigonometric convoluted Brownian motion and the higher-dimensional monomial convoluted Brownian motion.
Aus dem Inhalt: Einleitung und Zusammenfassung 1 Grundlagen der Lebensdaueranalyse 2 Systemzuverlässigkeit 3 Zensierung 4 Schätzen in nichtparametrischen Modellen 5 Schätzen in parametrischen Modellen 6 Konfidenzintervalle für Parameterschätzungen 7 Verteilung einer gemischten Population 8 Kurze Einführung: Lebensdauer und Belastung 9 Ausblick A R-Quellcode B Symbole und Abkürzungen
We study the approach to the theory of hypergeometric functions in several variables via a generalization of the Horn system of differential equations. A formula for the dimension of its solution space is given. Using this formula we construct an explicit basis in the space of holomorphic solutions to the generalized Horn system under some assumptions on its parameters. These results are applied to the problem of describing the complement of the amoeba of a rational function, which was posed in [12].
In the paper we study the possibility to represent the index formula for spectral boundary value problems as a sum of two terms, the first one being homotopy invariant of the principal symbol, while the second depends on the conormal symbol of the problem only. The answer is given in analytical, as well as in topological terms.
The topological significance of the spectral Atiyah-Patodi-Singer η-invariant is investigated. We show that twice the fractional part of the invariant is computed by the linking pairing in K-theory with the orientation bundle of the manifold. The Pontrjagin duality implies the nondegeneracy of the linking form. An example of a nontrivial fractional part for an even-order operator is presented.
An elliptic theory is constructed for operators acting in subspaces defined via even pseudodifferential projections. Index formulas are obtained for operators on compact manifolds without boundary and for general boundary value problems. A connection with Gilkey's theory of η-invariants is established.
The aim of this paper is to explain the notion of subspace defined by means of pseudodifferential projection and give its applications in elliptic theory. Such subspaces are indispensable in the theory of well-posed boundary value problems for an arbitrary elliptic operator, including the Dirac operator, which has no classical boundary value problems. Pseudodifferential subspaces can be used to compute the fractional part of the spectral Atiyah–Patodi–Singer eta invariant, when it defines a homotopy invariant (Gilkey’s problem). Finally, we explain how pseudodifferential subspaces can be used to give an analytic realization of the topological K-group with finite coefficients in terms of elliptic operators. It turns out that all three applications are based on a theory of elliptic operators on closed manifolds acting in subspaces.
An elliptic theory is constructed for operators acting in subspaces defined via even pseudodifferential projections. Index formulas are obtained for operators on compact manifolds without boundary and for general boundary value problems. A connection with Gilkey's theory of η-invariants is established.
The paper deals with elliptic theory on manifolds with boundary represented as a covering space. We compute the index for a class of nonlocal boundary value problems. For a nontrivial covering, the index defect of the Atiyah-Patodi-Singer boundary value problem is computed. We obtain the Poincaré duality in the K-theory of the corresponding manifolds with singularities.