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Time scales in large systems of Brownian particles with stochastic synchronization
\Time scales large systems of Brownian particles stochastic synchronization
2011/1/21
We consider a system x(t) = (x1(t), . . . , xN(t)) consisting of N Brownian parti-cles with synchronizing interaction between them occurring at random time moments { n}1 n=1. Under assumption that the...
Concentration of measure for systems of Brownian particles interacting through their ranks
Concentration of measure Brownian particles
2010/11/17
We consider a finite or countable collection of one-dimensional Brownian particles whose dynamics at any point in time is determined by their rank in the entire particle system. Using Transportation ...