Fluctuations in a Markovian system of pairwise interacting particles (Q1097590): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/bf00320923 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2072680482 / rank | |||
Normal rank |
Latest revision as of 10:01, 30 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Fluctuations in a Markovian system of pairwise interacting particles |
scientific article |
Statements
Fluctuations in a Markovian system of pairwise interacting particles (English)
0 references
1988
0 references
Analogously to the Kac's master equation approach to the spatially homogeneous Boltzmann equation we introduce a system of Markov processes of many particles moving on a countable set with pairwise interaction, and investigate the fluctuation around McKean's non-linear limit process. Our model possibly admits simultaneous jumps of two particles, which make impossible both such characterizations of the fluctuation in the limit and techniques (based on the Cameron-Martin formula) as have previously been obtained or used for diffusion models and for McKean's two-speed gas model. We obtain a new description of the variance functional for the fluctuation, and, by applying it in the case of no simultaneous jumps, give a new derivation of a formula of \textit{H. Tanaka} [Stochastic analysis, Proc. Taniguchi Int. Symp., Katata \& Kyoto/Jap. 1982, North- Holland Math. Libr. 32, 469-488 (1984; Zbl 0552.60051)].
0 references
master equation
0 references
Boltzmann equation
0 references
Cameron-Martin formula
0 references
two-speed gas model
0 references
variance functional for fluctuations
0 references
0 references