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

MaRDI QIDQ2947634zbMATH OpenFDO

Authors Denis Villemonais

Publication date 24 September 2015

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

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)

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.

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Cited in

(1)

• Quasi-stationarity for one-dimensional renormalized Brownian motion

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