Self-diffusion for Brownian motions with local interaction
type: Item
instance of: scholarly article
title: Self-diffusion for Brownian motions with local interaction
zbMATH Open document ID: 0961.60099
author: Ilie Grigorescu
published in: The Annals of Probability
publication date: 2001-05-28T00:00:00Z
review text: The author studies the motion of a tagged particle in a system of interacting Brownian motions on the unit circle in the scaling limit under diffusive scaling. The interaction interpolates between the noninteracting and the totally reflecting case. For bounded initial density profile the limit dynamics is explicitly derived. It is also shown that the motions of two tagged particles become independent in the limit. The derivation of the limit dynamics is based on the approximation of the local interaction time in the corresponding martingale problem.
Mathematics Subject Classification ID: 60K35
Mathematics Subject Classification ID: 82C05
Mathematics Subject Classification ID: 82C22
zbMATH DE Number: 1462549
zbMATH Keywords: interacting Brownian motions
zbMATH Keywords: tagged particle
zbMATH Keywords: scaling limit
zbMATH Keywords: martingale problem
zbMATH Keywords: local time
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1022677445
OpenAlex ID: W1978568705
cites work: Uniqueness of the tagged particle process in a system with local interactions
cites work: Diffusion of color in the simple exclusion process
cites work: Q3959169
cites work: Evolution of tagged particles in non-reversible particle systems
cites work: Q4002114
DOI: 10.1214/AOP/1022677445
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description: scientific article; zbMATH DE number 1462549