Hydrodynamic limits and propagation of chaos for interacting random walks in domains

DOI10.1214/16-AAP1208zbMath1372.60133arXiv1311.2325OpenAlexW2962785752MaRDI QIDQ2403129

Zhen-Qing Chen, Wai-Tong (Louis) Fan

Publication date: 15 September 2017

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1311.2325

zbMATH Keywords

isoperimetric inequalityheat kernelhydrodynamic limitrandom walkannihilationpropagation of chaosinteracting particle systemboundary local timereflecting diffusioncoupled nonlinear partial differential equationDuhamel tree expansion

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Population dynamics (general) (92D25) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17)

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Competitive erosion is conformally invariant ⋮ Stabilization of DLA in a wedge ⋮ Functional central limit theorem for Brownian particles in domains with Robin boundary condition ⋮ Mixing of the averaging process and its discrete dual on finite-dimensional geometries ⋮ Scaling limits of interacting diffusions in domains ⋮ Stochastic PDEs on graphs as scaling limits of discrete interacting systems

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