Fluctuations for annihilations of Brownian spheres (Q1332321)

From MaRDI portal
Revision as of 13:54, 31 January 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
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
    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
    0 references
    0 references
    annihilations of Brownian spheres
    0 references
    Poisson process
    0 references
    white noise
    0 references
    Brownian motions
    0 references