Gibbs Measures on Mutually Interacting Brownian Paths under Singularities

Abstract

AbstractWe are interested in the analysis of Gibbs measures defined on two independent Brownian paths in ℝd interacting through a mutual self‐attraction. This is expressed by the Hamiltonian with two probability measures μ and ν representing the occupation measures of two independent Brownian motions. We will be interested in a class of potentials V that are singular, e.g., Dirac‐ or Coulomb‐type interactions in ℝ3, or the correlation function of the parabolic Anderson problem with white noise potential.The mutual interaction of the Brownian paths inspires a compactification of the quotient space of orbits of product measures, which is structurally different from the self‐interacting case introduced in [27], owing to the lack of shift‐invariant structure in the mutual interaction. We prove a strong large‐deviation principle for the product measures of two Brownian occupation measures in such a compactification and derive asymptotic path behavior under Gibbs measures on Wiener paths arising from mutually attracting singular interactions. For the spatially smoothened parabolic Anderson model with white noise potential, our analysis allows a direct computation of the annealed Lyapunov exponents, and a strict ordering of them implies the intermittency effect present in the smoothened model. © 2017 Wiley Periodicals, Inc.