SearcharxivSearch

arXiv · 2102.08040

Construction of a non-Gaussian and rotation-invariant $\Phi ^4$-measure and associated flow on ${\mathbb R}^3$ through stochastic quantization

Abstract

A new construction of non-Gaussian, rotation-invariant and reflection positive probability measures $\mu$ associated with the $\varphi ^4_3$-model of quantum field theory is presented. Our construction uses a combination of semigroup methods, and methods of stochastic partial differential equations (SPDEs) for finding solutions and stationary measures of the natural stochastic quantization associated with the $\varphi ^4_3$-model. Our starting point is a suitable approximation $\mu_{M,N}$ of the measure $\mu$ we intend to construct. $\mu_{M,N}$ is parametrized by an $M$-dependent space cut-off function $\rho_M: {\mathbb R}^3\rightarrow {\mathbb R}$ and an $N$-dependent momentum cut-off function $\psi_N: \widehat{\mathbb R}^3 \cong {\mathbb R}^3 \rightarrow {\mathbb R}$, that act on the interaction term (nonlinear term and counterterms). The corresponding family of stochastic quantization equations yields solutions $(X_t^{M,N}, t\geq 0)$ that have $\mu_{M,N}$ as an invariant probability measure. By a combination of probabilistic and functional analytic methods for singular stochastic differential equations on negative-indices weighted Besov spaces (with rotation invariant weights) we prove the tightness of the family of continuous processes $(X_t^{M,N},t \geq 0)_{M,N}$. Limit points in the sense of convergence in law exist, when both $M$ and $N$ diverge to $+\infty$. The limit processes $(X_t; t\geq 0)$ are continuous on the intersection of suitable Besov spaces and any limit point $\mu$ of the $\mu_{M,N}$ is a stationary measure of $X$. $\mu$ is shown to be a rotation-invariant and non-Gaussian probability measure and we provide results on its support. It is also proven that $\mu$ satisfies a further important property belonging to the family of axioms for Euclidean quantum fields, it is namely reflection positive.

Explore related subjects

Keep this discovery

BibTeXRIS

Sergio Albeverio, Seiichiro Kusuoka. 2021-02-16. Construction of a non-Gaussian and rotation-invariant $\Phi ^4$-measure and associated flow on ${\mathbb R}^3$ through stochastic quantization. https://doi.org/10.1090/memo/1558

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR