Critical clustering for linearly interacting diffusions

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Let D⊂RdD\subset\mathbb R^d be open, bounded, and convex, let W{\cal W} be a renormalization class on D‾\overline D, and suppose that the asymptotic fixed-point equation in the zero-ratio case has a unique solution w∗∈Ww^\ast\in{\cal W}. Let σ\sigma be a continuous root of a diffusion matrix w∈Ww\in{\cal W}. Let x=(xξ)ξ∈Z2\mathbf x=(\mathbf x_\xi)_{\xi\in\mathbb Z^2} be a D‾Z2\overline D^{\mathbb Z^2}-valued solution of

dxξ(t)=∑η: ∣η−ξ∣=1(xη(t)−xξ(t)) dt+σ(xξ(t)) dBξ(t),\mathrm d\mathbf x_\xi(t)=\sum_{\eta:\,|\eta-\xi|=1}\big(\mathbf x_\eta(t)-\mathbf x_\xi(t)\big)\,\mathrm dt+\sigma(\mathbf x_\xi(t))\,\mathrm dB_\xi(t),

with xξ(0)=θ∈D‾\mathbf x_\xi(0)=\theta\in\overline D for all ξ∈Z2\xi\in\mathbb Z^2. Critical clustering. Then

xξ(t)⟹t→∞I∞θ(ξ∈Z2),\mathbf x_\xi(t)\underset{t\to\infty}{\Longrightarrow}I^\theta_\infty\qquad(\xi\in\mathbb Z^2),

where (Isθ)s≥0(I^\theta_s)_{s\geq0} is the diffusion with generator ∑i,jwij∗(y)∂2∂yi∂yj\sum_{i,j}w^\ast_{ij}(y)\frac{\partial^2}{\partial y_i\partial y_j} and initial condition I0θ=θI^\theta_0=\theta. This is the proposed clustering law for symmetric nearest-neighbor interaction on the critical two-dimensional lattice. The source presents it as a conjectural consequence of the renormalization limits and states no resolution; the broader critical-clustering program is described as open.

References

Primary source

K. Fleischmann and J. M. Swart, “Renormalization analysis of catalytic Wright-Fisher diffusions”, arXiv:math/0506311 (2005).

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