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JOURNALS // Moscow Mathematical Journal // Archive

Mosc. Math. J., 2001 Volume 1, Number 3, Pages 389–405 (Mi mmj27)

This article is cited in 4 papers

Ornstein–Uhlenbeck and renormalization semigroups

W. G. Faris

University of Arizona, Department of Mathematics

Abstract: The Ornstein–Uhlenbeck semigroup combines Gaussian diffusion with the flow of a linear vector field. In infinite-dimensional settings there can be non-Gaussian invariant measures. This gives a context for one version of the renormalization group. The adjoint of the Ornstein–Uhlenbeck semigroup with respect to an invariant measure need not be an Ornstein–Uhlenbeck semigroup. This adjoint is the appropriate semigroup to analyze the local stability of the invariant measure under the renormalization group.

Key words and phrases: Ornstein–Uhlenbeck semigroup, Mehler semigroup, random field, renormalization group, invariant measure.

MSC: Primary 81T17, 82B28, 60G60, 47D06; Secondary 60J60

Received: September 4, 2001; in revised form September 20, 2001

Language: English

DOI: 10.17323/1609-4514-2001-1-3-389-405



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