Uniform tightness for time-inhomogeneous particle systems and for conditional distributions of time-inhomogeneous diffusion processes

zbMATH Open1321.82031arXiv1203.4825MaRDI QIDQ2947634FDOQ2947634

Authors: Denis Villemonais 

Publication date: 24 September 2015

Abstract: In this article, we consider time-inhomogeneous diffusive particle systems, whose particles jump from the boundary of a bounded open subset of $R^d$, $dgeq1$. We give a sufficient criterion for the family of empirical distributions of such systems to be uniformly tight, independently of the jump location of the particles. As an application, we show that the conditional distribution of a family of time-inhomogeneous and environment-dependent diffusions conditioned not to hit the boundary of a bounded open subset of $R^d$ is uniformly tight.

Full work available at URL: https://arxiv.org/abs/1203.4825

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zbMATH Keywords

random measuresconditional distributionsparticle systems

Mathematics Subject Classification ID

Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Random measures (60G57) Interacting particle systems in time-dependent statistical mechanics (82C22)

Cited In (1)

• Quasi-stationarity for one-dimensional renormalized Brownian motion

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