Stochastic averaging principle for spatial Markov evolutions in the continuum

preprint2017arXivOpen access

Abstract

We study a spatial birth-and-death process on the phase space of locally finite configurations Γ+×Γ−Γ^+ \times Γ^- over Rd\mathbb{R}^d. Dynamics is described by an non-equilibrium evolution of states obtained from the Fokker-Planck equation and associated with the Markov operator L+(γ−)+1εL−L^+(γ^-) + \frac{1}{\varepsilon}L^-, ε>0\varepsilon > 0. Here L−L^- describes the environment process on Γ−Γ^- and L+(γ−)L^+(γ^-) describes the system process on Γ+Γ^+, where γ−γ^- indicates that the corresponding birth-and-death rates depend on another locally finite configuration γ−∈Γ−γ^- \in Γ^-. We prove that, for a certain class of birth-and-death rates, the corresponding Fokker-Planck equation is well-posed, i.e. there exists a unique evolution of states μtεμ_t^{\varepsilon} on Γ+×Γ−Γ^+ \times Γ^-. Moreover, we give a sufficient condition such that the environment is ergodic with exponential rate. Let μinvμ_{\mathrm{inv}} be the invariant measure for the environment process on Γ−Γ^-. In the main part of this work we establish the stochastic averaging principle, i.e. we prove that the marginal of μtεμ_t^{\varepsilon} onto Γ+Γ^+ converges weakly to an evolution of states on Γ+Γ^+ associated with the averaged Markov birth-and-death operator L‾=∫Γ−L+(γ−)dμinv(γ−)\overline{L} = \int_{Γ^-}L^+(γ^-)d μ_{\mathrm{inv}}(γ^-).

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