Space-time asymptotics of an infinite-dimensional diffusion having a long- range memory
- We develop a cluster expansion in space-time for an infinite-dimensional system of interacting diffusions where the drift term of each diffusion depends on the whole past of the trajectory; these interacting diffusions arise when considering the Langevin dynamics of a ferromagnetic system submitted to a disordered external magnetic field.
| Author details: | Sylvie RoellyGND, Michel Sortais |
|---|---|
| URN: | urn:nbn:de:kobv:517-opus-6700 |
| Publication type: | Postprint |
| Language: | English |
| Publication year: | 2004 |
| Publishing institution: | Universität Potsdam |
| Release date: | 2006/03/17 |
| Tag: | Interacting Diffusion Processes; Langevin Dynamics; Random Field Ising Model; Space-Time Cluster Expansions |
| Source: | Markov Processes and Related Fields. - 10 (2004), S. 653 - 686 |
| Organizational units: | Mathematisch-Naturwissenschaftliche Fakultät / Institut für Mathematik |
| Extern / Extern | |
| DDC classification: | 5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik |
| External remark: | AMS Classifications: 60H10 , 60K35 , 82C22 , 82C44 |
