Rate of relaxation for a mean-field zero-range process

DOI10.1214/08-AAP549zbMATH Open1166.60338arXiv0712.2599OpenAlexW3105009683MaRDI QIDQ1024889FDOQ1024889

B. Graham

Publication date: 17 June 2009

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Abstract: We study the zero-range process on the complete graph. It is a Markov chain model for a microcanonical ensemble. We prove that the process converges to a fluid limit. The fluid limit rapidly relaxes to the appropriate Gibbs distribution.

Full work available at URL: https://arxiv.org/abs/0712.2599

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zbMATH Keywords

Markov chainmean fieldrelaxationspectral gapzero-range processboxesballslog Sobolev

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Dynamic lattice systems (kinetic Ising, etc.) and systems on graphs in time-dependent statistical mechanics (82C20)

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Cited In (10)

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• Entropy dissipation estimates for inhomogeneous zero-range processes
• Uncovering a Two-Phase Dynamics from a Dollar Exchange Model with Bank and Debt
• Cutoff for the mean-field zero-range process with bounded monotone rates
• Derivation of wealth distributions from biased exchange of money
• From interacting agents to Boltzmann-Gibbs distribution of money
• Cutoff for the mean-field zero-range process
• Relaxation to equilibrium of conservative dynamics. I: Zero-range processes

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