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This article is cited in 4 scientific papers (total in 4 papers)
Ornstein–Uhlenbeck and renormalization semigroups
W. G. Faris University of Arizona, Department of Mathematics
Abstract:
The Ornstein–Uhlenbeck semigroup combines Gaussian diffusion with the flow of a linear vector field. In infinite-dimensional settings there can be non-Gaussian invariant measures. This gives a context for one version of the renormalization group. The adjoint of the Ornstein–Uhlenbeck semigroup with respect to an invariant measure need not be an Ornstein–Uhlenbeck semigroup. This adjoint is the appropriate semigroup to analyze the local stability of the invariant measure under the renormalization group.
Key words and phrases:
Ornstein–Uhlenbeck semigroup, Mehler semigroup, random field, renormalization group, invariant measure.
Received: September 4, 2001; in revised form September 20, 2001
Citation:
W. G. Faris, “Ornstein–Uhlenbeck and renormalization semigroups”, Mosc. Math. J., 1:3 (2001), 389–405
Linking options:
https://www.mathnet.ru/eng/mmj27 https://www.mathnet.ru/eng/mmj/v1/i3/p389
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Abstract page: | 234 | References: | 55 |
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