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 language | English (US) |
|---|---|
| Pages (from-to) | 1208-1267 |
| Number of pages | 60 |
| Journal | Annals of Probability |
| Volume | 27 |
| Issue number | 3 |
| State | Published - Jul 1999 |
| Externally published | Yes |
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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 journal › Article
}
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
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UR - http://www.scopus.com/inward/citedby.url?scp=0033164047&partnerID=8YFLogxK
M3 - Article
AN - SCOPUS:0033164047
VL - 27
SP - 1208
EP - 1267
JO - Annals of Probability
JF - Annals of Probability
SN - 0091-1798
IS - 3
ER -