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arXiv 2305.03367math.PRmath-phmath.FAmath.MP
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连续介质中无限粒子系统的正交交织算子

Orthogonal Intertwiners for Infinite Particle Systems in The Continuum

Stefan Wagner

AI总结:

本文证明无限维正交多项式交织无限粒子系统(粘性布朗运动及相关布朗运动)与其n粒子演化,并利用新显式公式获得新的可逆测度。

摘要:

本文研究了一类粘性布朗运动系统(也称为Howitt-Warren鞅问题)以及相关布朗运动,证明了无限维正交多项式将无限多粒子的动力学与其$n$粒子演化交织在一起。证明基于模型的两个假设:关于$n$粒子动力学的可逆测度信息以及一致性。此外,还使用了多项式的显式公式,包括无限维Meixner多项式的新的显式公式,即关于Pascal过程的正交多项式。作为交织关系的应用,获得了无限粒子动力学的新的可逆测度。

英文摘要:

This article focuses on a system of sticky Brownian motions, also known as Howitt-Warren martingale problem, and correlated Brownian motions and shows that infinite-dimensional orthogonal polynomials intertwine the dynamics of infinitely many particles and their $n$-particle evolution. The proof is based on two assumptions about the model: information about the reversible measures for the $n$-particle dynamics and consistency. Additionally, explicit formulas for the polynomials are used, including a new explicit formula for infinite-dimensional Meixner polynomials, the orthogonal polynomials with respect to the Pascal process. As an application of the intertwining relations, new reversible measures for the infinite-particle dynamics are obtained.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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