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) |
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Pages (from-to) | 1208-1267 |
Number of pages | 60 |
Journal | Annals of Probability |
Volume | 27 |
Issue number | 3 |
DOIs | |
State | Published - Jul 1999 |
Externally published | Yes |
Keywords
- Bounded initial density profile
- Local time
- Martingale problem
- Tagged particle
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty