Gibbs measures relative to Brownian motion

Hirofumi Osada, Herbert Spohn

Research output: Contribution to journalArticlepeer-review

22 Scopus citations

Abstract

We consider Brownian motion perturbed by the exponential of an action. The action is the sum of an external, one-body potential and a two-body interaction potential which depends only on the increments. Under suitable conditions on these potentials, we establish existence and uniqueness of the corresponding Gibbs measure. We also provide an example where uniqueness fails because of a slow decay in the interaction potential.

Original languageEnglish
Pages (from-to)1183-1207
Number of pages25
JournalAnnals of Probability
Volume27
Issue number3
DOIs
StatePublished - Jul 1999

Keywords

  • Brownian motion
  • Gibbs measure
  • Pair potential

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