Space-Time Asymptotics of an Infinite-Dimensional Diffusion Having a Long-Range Memory

S. Roelly, M. Sortais

2004, v.10, Issue 4, 653-686

ABSTRACT

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.

Keywords: random field Ising model,Langevin dynamics,interactingdiffusion processes,space-time cluster expansions

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Laboratory of large random systems, Dept. of Mechanics and Mathematics
Moscow State University, Vorobievy Gory, 119952 Moscow Russia
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The journal was founded in 1995 by prof. Malyshev V. A.
Published by Polymat Publishing Company, Moscow, Russia
ISSN 1024-2953
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Markov Processes And Related Fields

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S. Roelly, M. Sortais