Self-diffusion for Brownian motions with local interaction

Research output: Contribution to journalArticle

7 Citations (Scopus)

Abstract

We derive explicitly the asymptotic law of the tagged particle process in a system of interacting Brownian motions in the presence of a diffusive scaling in nonequilibrium. The interaction is local and interpolates between the totally independent case (noninteracting) and the totally reflecting case and can be viewed as the limiting local version of an interaction through a pair potential as its support shrinks to zero. We also prove the independence of two tagged particles in the limit.

Original languageEnglish (US)
Pages (from-to)1208-1267
Number of pages60
JournalAnnals of Probability
Volume27
Issue number3
StatePublished - Jul 1999
Externally publishedYes

Fingerprint

Tagged Particle
Self-diffusion
Local Interaction
Brownian motion
Interaction
Non-equilibrium
Limiting
Interpolate
Scaling
Zero
Local interaction
Independence

Keywords

  • Bounded initial density profile
  • Local time
  • Martingale problem
  • Tagged particle

ASJC Scopus subject areas

  • Mathematics(all)
  • Statistics and Probability

Cite this

Self-diffusion for Brownian motions with local interaction. / Grigorescu, Ilie.

In: Annals of Probability, Vol. 27, No. 3, 07.1999, p. 1208-1267.

Research output: Contribution to journalArticle

@article{d980a364857341938afd2069b2226623,
title = "Self-diffusion for Brownian motions with local interaction",
abstract = "We derive explicitly the asymptotic law of the tagged particle process in a system of interacting Brownian motions in the presence of a diffusive scaling in nonequilibrium. The interaction is local and interpolates between the totally independent case (noninteracting) and the totally reflecting case and can be viewed as the limiting local version of an interaction through a pair potential as its support shrinks to zero. We also prove the independence of two tagged particles in the limit.",
keywords = "Bounded initial density profile, Local time, Martingale problem, Tagged particle",
author = "Ilie Grigorescu",
year = "1999",
month = "7",
language = "English (US)",
volume = "27",
pages = "1208--1267",
journal = "Annals of Probability",
issn = "0091-1798",
publisher = "Institute of Mathematical Statistics",
number = "3",

}

TY - JOUR

T1 - Self-diffusion for Brownian motions with local interaction

AU - Grigorescu, Ilie

PY - 1999/7

Y1 - 1999/7

N2 - We derive explicitly the asymptotic law of the tagged particle process in a system of interacting Brownian motions in the presence of a diffusive scaling in nonequilibrium. The interaction is local and interpolates between the totally independent case (noninteracting) and the totally reflecting case and can be viewed as the limiting local version of an interaction through a pair potential as its support shrinks to zero. We also prove the independence of two tagged particles in the limit.

AB - We derive explicitly the asymptotic law of the tagged particle process in a system of interacting Brownian motions in the presence of a diffusive scaling in nonequilibrium. The interaction is local and interpolates between the totally independent case (noninteracting) and the totally reflecting case and can be viewed as the limiting local version of an interaction through a pair potential as its support shrinks to zero. We also prove the independence of two tagged particles in the limit.

KW - Bounded initial density profile

KW - Local time

KW - Martingale problem

KW - Tagged particle

UR - http://www.scopus.com/inward/record.url?scp=0033164047&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0033164047&partnerID=8YFLogxK

M3 - Article

VL - 27

SP - 1208

EP - 1267

JO - Annals of Probability

JF - Annals of Probability

SN - 0091-1798

IS - 3

ER -