WIAS Preprint No. 801, (2002)

Space-time asymptotics of an infinite-dimensional diffusion having a long-range memory



Authors

  • Rœlly, Sylvie
  • Sortais, Michel

2010 Mathematics Subject Classification

  • 60H10 60K35 82C22 82C44

Keywords

  • Random Field Ising Model, Langevin Dynamics, Interacting Diffusion Processes, Space-Time Cluster Expansions

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.

Download Documents