Yet another condition for absence of collisions for competing Brownian particles

DOI10.1214/17-ECP41zbMATH Open1357.60111arXiv1608.07220MaRDI QIDQ507785FDOQ507785

Authors: Tomoyuki Ichiba, Andrey Sarantsev 

Publication date: 7 February 2017

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Abstract: Consider a finite system of rank-based competing Brownian particles, where the drift and diffusion of each particle depend only on its current rank relative to other particles. We present a simple sufficient condition for absence of multiple collisions of a given order, continuing the earlier work by Bruggeman and Sarantsev (2015). Unlike in that paper, this new condition works even for infinite systems.

Full work available at URL: https://arxiv.org/abs/1608.07220

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zbMATH Keywords

competing Brownian particlestriple collisionmultiple collisionsimultaneous collisiontotal collision

Mathematics Subject Classification ID

Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (10)

• Comparison techniques for competing Brownian particles
• Domains of attraction of invariant distributions of the infinite atlas model
• Extremal invariant distributions of infinite Brownian particle systems with rank dependent drifts
• On collisions of Brownian particles
• High moments of the SHE in the clustering regimes
• Multiple collisions in systems of competing Brownian particles
• Long-time behavior of finite and infinite dimensional reflected Brownian motions
• Long time behaviour and mean-field limit of Atlas models
• Triple and simultaneous collisions of competing Brownian particles
• Two-sided infinite systems of competing Brownian particles

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