Fluctuations for annihilations of Brownian spheres (Q1332321): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 03:58, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Fluctuations for annihilations of Brownian spheres |
scientific article |
Statements
Fluctuations for annihilations of Brownian spheres (English)
0 references
12 February 1995
0 references
Consider \(N\) spheres in \(\mathbb{R}^ d\) of radius \(r_ N\) whose centers perform independent Brownian motions. When any two of these spheres collide, they annihilate each other. Record the time and place of each annihilation. The author analyses the system as \(N \to \infty\) and \(Nr_ N \to 0\). If \(N^ 2 r_ N \to\) a limit (nonzero), a Poisson process results, whereas if \(N^ 2r_ N \to \infty\), a Gaussian limit is obtained.
0 references
annihilations of Brownian spheres
0 references
Poisson process
0 references
white noise
0 references
Brownian motions
0 references