Abstract
We consider Brownian motion perturbed by the exponential of an action. The action is the sum of an external, one-body potential and a two-body interaction potential which depends only on the increments. Under suitable conditions on these potentials, we establish existence and uniqueness of the corresponding Gibbs measure. We also provide an example where uniqueness fails because of a slow decay in the interaction potential.
Original language | English |
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Pages (from-to) | 1183-1207 |
Number of pages | 25 |
Journal | Annals of Probability |
Volume | 27 |
Issue number | 3 |
DOIs | |
Publication status | Published - Jul 1999 |
Externally published | Yes |
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty