Evolution of States of a Continuum Jump Model with Attraction

Abstract

We study a model of an infinite system of point particles in ℝd performing random jumps with attraction. The system’s states are probability measures on the space of particle configurations, and their evolution is described by means of Kolmogorov and Fokker-Planck equations. Instead of solving these equations directly we deal with correlation functions evolving according to a hierarchical chain of differential equations, derived from the Kolmogorov equation. Under quite natural conditions imposed on the jump kernels—and analyzed in the paper—we prove that this chain has a unique classical sub-Poissonian solution on a bounded time interval. This gives a partial answer to the question whether the sub-Poissonicity is consistent with any kind of attraction. We also discuss possibilities to get a complete answer to this question.