An elementary proof of the uniqueness of invariant product measures for some infinite dimensional processes (Q1598477)

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scientific article; zbMATH DE number 1744368
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An elementary proof of the uniqueness of invariant product measures for some infinite dimensional processes
scientific article; zbMATH DE number 1744368

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    An elementary proof of the uniqueness of invariant product measures for some infinite dimensional processes (English)
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    25 November 2002
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    Let \(T\) denote the unit circle. Consider a finite range elliptic infinite-dimensional diffusion on the torus \(T^{\mathbb{Z}^d}\), \(d\geq 1\), whose coefficients are bounded and satisfy other regularity conditions. Let \(\nu\) be a product measure which is invariant for the process considered. Then (i) if \(\nu\) is translation invariant, then it is the unique invariant, translation invariant measure; (ii) if \(d=1\) or 2, then \(\nu\) is the unique invariant measure; (iii) if \(\nu\) is Lebesgue measure, then it is the unique invariant measure. These results generalize previous results of the author [Probab. Theory Relat. Fields 110, No.~3, 369-395 (1998; Zbl 0929.60081)]. The proofs are elementary. The results obtained are partially extended to some interacting particle systems with state space \([0,1]^{\mathbb{Z}^d}\).
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    finite range elliptic infinite-dimensional diffusion
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    translation invariant measure
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    interacting particle systems
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