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Diffusion approximation for equilibrium Kawasaki dynamics in continuum

Author

Listed:
  • Kondratiev, Yuri G.
  • Kutoviy, Oleksandr V.
  • Lytvynov, Eugene W.

Abstract

A Kawasaki dynamics in continuum is a dynamics of an infinite system of interacting particles in 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 diffusive limit of such a dynamics, derived through a scaling of both the jump rate and time. Under weak assumptions on the potential of pair interaction, [phi], (in particular, admitting a singularity of [phi] at zero), we prove that, on a set of smooth local functions, the generator of the scaled dynamics converges to the generator of the gradient stochastic dynamics. If the set on which the generators converge is a core for the diffusion generator, the latter result implies the weak convergence of finite-dimensional distributions of the corresponding equilibrium processes. In particular, if the potential [phi] is from and sufficiently quickly converges to zero at infinity, we conclude the convergence of the processes from a result in [V. Choi, Y.M. Park, H.J. Yoo, Dirichlet forms and Dirichlet operators for infinite particle systems: Essential self-adjointness, J. Math. Phys. 39 (1998) 6509-6536].

Suggested Citation

  • Kondratiev, Yuri G. & Kutoviy, Oleksandr V. & Lytvynov, Eugene W., 2008. "Diffusion approximation for equilibrium Kawasaki dynamics in continuum," Stochastic Processes and their Applications, Elsevier, vol. 118(7), pages 1278-1299, July.
  • Handle: RePEc:eee:spapps:v:118:y:2008:i:7:p:1278-1299
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