We study properties of the semigroup $(e^{-tH})_{t\ge 0}$ on the space $L^ 2(Γ_X,π)$, where $Γ_X$ is the configuration space over a locally compact second countable Hausdorff topological space $X$, $π$ is a Poisson measure on $Γ_X$, and $H$ is the generator of the Glauber dynamics. We explicitly construct the corresponding Markov semigroup of kernels $(P_t)_{t\ge 0}$ and, using it, we prove the main results of the paper: the Feller property of the semigroup $(P_t)_{t\ge 0}$ with respect to the vague topology on the configuration space $Γ_X$, and the ergodic property of $(P_t)_{t\ge 0}$. Following an idea of D. Surgailis, we also give a direct construction of the Glauber dynamics of a continuous infinite system of free particles. The main point here is that this process can start in every $γ\inΓ_X$, will never leave $Γ_X$ and has cadlag sample paths in $Γ_X$.
A Kawasaki dynamics in continuum is a dynamics of an infinite system of interacting particles in $\mathbb{R}^d$ which randomly hop over the space. In this paper, we deal with an equilibrium Kawasaki dynamics which has a Gibbs measure $mu$ as invariant measure. We study a scaling limit of such a dynamics, derived through a scaling of the jump rate. Informally, we expect that, in the limit, only jumps of ``infinite length'' will survive, i.e., we expect to arrive at a Glauber dynamics in continuum (a birth-and-death process in $\mathbb{R}^d$). We prove that, in the low activity-high temperature …
In this work we prove sufficient conditions for the Glauber dynamics corresponding to a sequence of (non-product) measures on finite product spaces to be rapidly mixing, i.e. that the mixing time with respect to the total variation distance satisfies $t_{mix} = O(N \log N)$, where $N$ is the system size. The proofs do not rely on coupling arguments, but instead use functional inequalities. As a byproduct, we obtain exponential decay of the relative entropy along the Glauber semigroup. These conditions can be checked in various examples, which include the exponential random graph models with su…
This paper is devoted to the construction and study of an equilibrium Glauber-type dynamics of infinite continuous particle systems. This dynamics is a special case of a spatial birth and death process. On the space $Γ$ of all locally finite subsets (configurations) in ${\Bbb R}^d$, we fix a Gibbs measure $μ$ corresponding to a general pair potential $ϕ$ and activity $z>0$. We consider a Dirichlet form $ \cal E$ on $L^2(Γ,μ)$ which corresponds to the generator $H$ of the Glauber dynamics. We prove the existence of a Markov process $\bf M$ on $Γ$ that is properly associated with $\cal E$. In th…
We study zero-temperature Glauber dynamics on \Z^d, which is a dynamic version of the Ising model of ferromagnetism. Spins are initially chosen according to a Bernoulli distribution with density p, and then the states are continuously (and randomly) updated according to the majority rule. This corresponds to the sudden quenching of a ferromagnetic system at high temperature with an external field, to one at zero temperature with no external field. Define p_c(\Z^d) to be the infimum over p such that the system fixates at '+' with probability 1. It is a folklore conjecture that p_c(\Z^d) = 1/2 f…
We consider locally equi-continuous strongly continuous semigroups on locally convex spaces (X,tau). First, we show that if (X,tau) has the property that weak* compact sets of the dual are equi-continuous, then strong continuity of the semigroup is equivalent to weak continuity and local equi-continuity. Second, we consider locally convex spaces (X,tau) that are also equipped with a `suitable' auxiliary norm. We introduce the set N of tau continuous semi-norms that are bounded by the norm. If (X,tau) has the property that N is closed under countable convex combinations, then a number of Banach…
We investigate the relation between the e-property and the eventual continuity, or called the asymptotic equicontinuity, which is a generalization of the e-property. We prove that, for any discrete-time or strongly continuous continuous-time eventually continuous Markov-Feller semigroup with an ergodic measure, if the interior of the support of the ergodic measure is nonempty, then the e-property is satisfied on the interior of the support. In particular, it implies that, restricted on the support of each ergodic measure, the e-property and the eventual continuity are equivalent for the discre…
Ito's construction of Markovian solutions to stochastic equations driven by a Lévy noise is extended to nonlinear distribution dependent integrands aiming at the effective construction of linear and nonlinear Markov semigroups and the corresponding processes with a given pseudo-differential generator. It is shown that a conditionally positive integro-differential operator (of the Lévy-Khintchine type) with variable coefficients (diffusion, drift and Lévy measure) depending Lipschitz continuously on its parameters (position and/or its distribution) generates a linear or nonlinear Markov semigro…
Differentiability of semigroups is useful for many applications. Here we focus on stochastic differential equations whose diffusion coefficient is the square root of a differentiable function but not differentiable itself. For every $m\in\{0,1,2\}$ we establish an upper bound for a $C^m$-norm of the semigroup of such a diffusion in terms of the $C^m$-norms of the drift coefficient and of the squared diffusion coefficient. The constants in our upper bound are often dimension-independent. Our estimates are thus suitable for analyzing certain high-dimensional and infinite-dimensional degenerate s…
In this note we connect the notion of solutions of a martingale problem to the notion of a strongly continuous and locally equi-continuous semigroup on the space of bounded continuous functions equipped with the strict topology. This extends the classical connection of semigroups to Markov processes that was used successfully in the context of compact spaces to the context of Polish spaces. In addition, we consider the context of locally compact spaces and show how the transition semigroup on the space of functions vanishing at infinity can be extended to the space of bounded continuous functi…
In zero-temperature Glauber dynamics, vertices of a graph are given i.i.d.~initial spins $σ_x(0)$ from $\{-1,+1\}$ with $\mathbb{P}_p(σ_x(0) = +1)=p$, and they update their spins at the arrival times of i.i.d. Poisson processes to agree with a majority of their neighbors. We study this process on the 3-regular tree $\mathbb{T}_3$, where it is known that the critical threshold $p_c$, below which $\mathbb{P}_p$-a.s. all spins fixate to $-1$, is strictly less than $1/2$. Defining $θ(p)$ to be the $\mathbb{P}_p$-probability that a vertex fixates to $+1$, we show that $θ$ is a continuous function o…
In this paper, we investigate a continuous family of notions of independence which interpolates between the classical and free ones for non-commutative random variables. These notions are related to the liberation process introduced by D. Voiculescu. To each notion of independence correspond new convolutions of probability measures, for which we establish formulae and of which we compute simple examples. We prove that there exists no reasonable analogue of classical and free cumulants associated to these notions of independence.
We define and examine certain matrix-valued multiplicative functionals with local Kato potential terms and use probabilistic techniques to prove that the semigroups of the corresponding partial differential operators with matrix-valued coefficients are spatially continuous and have a jointly continuous integral kernel. These partial differential operators include Yang-Mills type Hamiltonians and Pauli type Hamiltonians, with "electrical" potentials that are elements of the matrix-valued local Kato class.
We study continuous time Glauber dynamics for random configurations with local constraints (e.g. proper coloring, Ising and Potts models) on finite graphs with $n$ vertices and of bounded degree. We show that the relaxation time (defined as the reciprocal of the spectral gap $|λ_1-λ_2|$) for the dynamics on trees and on planar hyperbolic graphs, is polynomial in $n$. For these hyperbolic graphs, this yields a general polynomial sampling algorithm for random configurations. We then show that if the relaxation time $τ_2$ satisfies $τ_2=O(1)$, then the correlation coefficient, and the mutual info…
Continuous time Feynman-Kac measures on path spaces are central in applied probability, partial differential equation theory, as well as in quantum physics. This article presents a new duality formula between normalized Feynman-Kac distribution and their mean field particle interpretations. Among others, this formula allows us to design a reversible particle Gibbs-Glauber sampler for continuous time Feynman-Kac integration on path spaces. This result extends the particle Gibbs samplers introduced by Andrieu-Doucet-Holenstein [2] in the context of discrete generation models to continuous time F…
We study (weakly) continuous convolution semigroups of probability measures on a Lie group G or a homogeneous space G/K, where K is a compact subgroup. We show that such a convolution semigroup is the convolution product of its initial measure and a continuous convolution semigroup with initial measure at the identity of G or the origin of G/K. We will also obtain an extension of Dani-McCrudden's result on embedding an infinitely divisible probability measure in a continuous convolution semigroup on a Lie group to a homogeneous space.
In this work we develop an original and thorough analysis of the (non)-smoothness properties of the semigroups, and their heat kernels, associated to a large class of continuous state branching processes with immigration. Our approach is based on an in-depth analysis of the regularity of the absolutely continuous part of the invariant measure combined with a substantial refinement of Ogura's spectral expansion of the transition kernels. In particular, we find new representations for the eigenfunctions and eigenmeasures that allow us to derive delicate uniform bounds that are useful for establi…
We prove smoothing properties of nonlocal transition semigroups associated to a class of stochastic differential equations (SDE) driven by additive pure-jump Lévy noise. In particular, we assume that the Lévy process driving the SDE is the sum of a subordinated Wiener process and of an independent arbitrary Lévy process, that the drift coefficient is continuous (but not necessarily Lipschitz continuous) and grows not faster than a polynomial, and that the SDE admits a Feller weak solution. By a combination of probabilistic and analytic methods, we provide sufficient conditions for the Markovia…
Let $μ$ denote a Borel probability measure and let $\{ μ_{t} \}_{t\geq 1}$ denote the free additive convolution semigroup of Nica and Speicher. We show that the support of these measures varies continuously in the Hausdorff metric for $t >1$. We utilize complex analytic methods and, in particular, a characterization of the absolutely continuous portion of these supports due to Huang.
It is proved that a general non-differentiable skew convolution semigroup associated with a strongly continuous semigroup of linear operators on a real separable Hilbert space can be extended to a differentiable one on the entrance space of the linear semigroup. A cadlag strong Markov process on an enlargement of the entrance space is constructed from which we obtain a realization of the corresponding Ornstein-Uhlenbeck process. Some explicit characterizations of the entrance spaces for special linear semigroups are given.
