It is well known that between all processes with independent increments, essentially only the Brownian motion and the Poisson process possess the chaotic representation property (CRP). Thus, a natural question appears: What is an appropriate analog of the CRP in the case of a general Lévy process. At least three approaches are possible here. The first one, due to Itô, uses the CRP of the Brownian motion and the Poisson process, as well as the representation of a Lévy process through those processes. The second approach, due to Nualart and Schoutens, consists in representing any square-integrable random variable as a sum of multiple stochastic integrals constructed with respect to a family of orthogonalized centered power jumps processes. The third approach, never applied before to the Lévy processes, uses the idea of orthogonalization of polynomials with respect to a probability measure defined on the dual of a nuclear space. The main aims of the present paper are to develop the three approaches in the case of a general (Rvalued) Lévy process on a Riemannian manifold and (what is more important) to understand a relationship between these approaches. We apply the obtained results to the gamma, Pascal, and Meixner processes, in which case the analysis related to the orthogonalized polynomials becomes essentially simpler and richer than in the general case.
2000
This paper is devoted to the construction and study of an equilibrium Glauber-type dynamics of infinite continuous particle systems. This dynamics is a special case of a spatial birth and death process. On the space Γ of all locally finite subsets (configurations) in R d , we fix a Gibbs measure µ corresponding to a general pair potential φ and activity z > 0. We consider a Dirichlet form E on L 2 (Γ, µ) which corresponds to the generator H of the Glauber dynamics. We prove the existence of a Markov process M on Γ that is properly associated with E. In the case of a positive potential φ which satisfies δ:= R d (1 − e −φ(x) ) z dx < 1, we also prove that the generator H has a spectral gap ≥ 1 − δ. Furthermore, for any pure Gibbs state µ, we derive a Poincaré inequality. The results about the spectral gap and the Poincaré inequality are a generalization and a refinement of a recent result from [6]. MSC: 60K35, 60J75, 60J80, 82C21, 82C22
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