Self-diffusion for Brownian motions with local interaction

Research output: Contribution to journalArticle

7 Scopus citations

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
DOIs
StatePublished - Jul 1999
Externally publishedYes

Keywords

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

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Fingerprint Dive into the research topics of 'Self-diffusion for Brownian motions with local interaction'. Together they form a unique fingerprint.

  • Cite this