Self-diffusion for Brownian motions with local interaction

Ilie Grigorescu

Research output: Contribution to journalArticlepeer-review

7 Scopus citations


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
Issue number3
StatePublished - Jul 1999
Externally publishedYes


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

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty


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