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Theory of Probability and Mathematical Statistics

ISSN 1547-7363(online) ISSN 0094-9000(print)

 
 

 

Stochastic analysis with the gamma measure—Moving a dense set


Author: D. Hagedorn
Journal: Theor. Probability and Math. Statist. 85 (2012), 149-158
MSC (2010): Primary 60G57, 28C20; Secondary 46G12, 58B20, 58J65, 60G55
DOI: https://doi.org/10.1090/S0094-9000-2013-00881-3
Published electronically: January 14, 2013
MathSciNet review: 2933710
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Abstract | References | Similar Articles | Additional Information

Abstract: The Gamma measure corresponds to a measure on a marked configuration space with an infinite measure on the marks. We construct Dirichlet forms for the movement of marks and positions. These include the movement of the support, which is a dense set in $\mathbb {R}^d$, $d \in \mathbb {N}$. The key ingredient is a recently discovered integration by parts formula for the directional derivative w.r.t. the positions. We briefly introduce the geometry and then concentrate on the construction of the Dirichlet forms.


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Additional Information

D. Hagedorn
Affiliation: Fakultät für Mathematik, Universität Bielefeld, D-33615 Bielefeld, Germany
Email: dhagedor@math.uni-bielefeld.de

Received by editor(s): April 15, 2011
Published electronically: January 14, 2013
Additional Notes: The author thanks Professor Yuri Kondratiev and Professor Anatoly Vershik for useful discussions and valuable comments. Support through the International Graduate College 1132 “Stochastics and Real World Models” and the SFB-701 is gratefully acknowledged
The paper is based on the talk presented at the International Conference “Modern Stochastics: Theory and Applications II” held on September 7–11, 2010, at Kyiv National Taras Shevchenko University and dedicated to the anniversaries of three prominent Ukrainian scientists: Anatolii Skorokhod, Volodymyr Korolyuk and Igor Kovalenko
Article copyright: © Copyright 2013 American Mathematical Society