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

Autor: Roelly, Sylvie, Sortais, Michel
Jazyk: angličtina
Rok vydání: 2004
Předmět:
Zdroj: Markov Processes and Related Fields. - 10 (2004), S. 653 - 686
Popis: 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.
Databáze: Networked Digital Library of Theses & Dissertations