Multiple collisions in systems of competing Brownian particles

DOI10.3150/16-BEJ869zbMath1429.60070arXiv1309.2621OpenAlexW2963086933MaRDI QIDQ2405178

Cameron Bruggeman, Andrey Sarantsev

Publication date: 21 September 2017

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.2621

zbMATH Keywords

reflected Brownian motioncompeting Brownian particlesstochastic comparisonSkorohod problemsquared Bessel processmultiple collisionspositive orthanttriple collisionsasymmetric collisionsnamed particlesranked particles

Mathematics Subject Classification ID

Brownian motion (60J65) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Related Items (8)

Degenerate competing three-particle systems ⋮ Optimal surviving strategy for drifted Brownian motions with absorption ⋮ Green's functions with oblique Neumann boundary conditions in the quadrant ⋮ Two-Sided Infinite Systems of Competing Brownian Particles ⋮ Infinite systems of competing Brownian particles ⋮ Long time behaviour and mean-field limit of Atlas models ⋮ Comparison techniques for competing Brownian particles ⋮ On collision of multiple eigenvalues for matrix-valued Gaussian processes

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