On the stationary measures of the critical Ornstein--Uhlenbeck process

Abstract

We study linear and symmetric diffusion processes on $\mathbb{R}^{\mathbb{Z}^d}$ that can be seen as the Langevin dynamics of the (inhomogeneous) harmonic crystal for given conductances, with a particular focus on their stationary distributions. Despite the linearity of the interaction, we exhibit a rich variety of behaviours, depending on the disorder encoded by the conductances. Our main results provide essentially sharp criteria on the conductances ensuring that every stationary measure is reversible. We also provide examples for which these criteria fail and where either no stationary measures exist or reversible and non-reversible stationary measures coexist. Additionally, we show that the linear system can even exhibit non-trivial time-periodic behaviour and provide a spectral characterisation of the occurrence of such oscillations. The case of deterministic conductances is complemented by a study of the case of random conductances under quite general moment assumptions.