Scaling limits of interacting diffusions with arbitrary initial distributions

DOI10.1007/BF01199591MaRDI QIDQ1332564zbMATH OpenOpenAlexFDO

Authors Kohei Uchiyama

Publication date 31 August 1994

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01199591

zbMATH Keywords

Brownian particlesCameron-Martin formulaempirical distributions

Mathematics Subject Classification ID

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

Review text

It is remarked that for Brownian particles interacting with a smooth repulsive pair potential the nonlinear diffusion equation which \textit{S. R. S. Varadhan} has derived under an entropy bound for initial densities [Commun. Math. Phys. 135, No. 2, 313-353 (1991; Zbl 0725.60085)] is valid whatever initial distribution they start with.

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Cites work

• Hydrodynamic limit for a spin system on a multidimensional lattice
• Hydrodynamic scaling limits with deterministic initial configurations
• Scaling limit for interacting Ornstein-Uhlenbeck processes
• Scaling limits for interacting diffusions

Cited in

(13)

• Scaling limits for symmetric Itô-Lévy processes in random medium
• Nonlinear diffusion limit for a system with nearest neighbor interactions
• On the scaling theorem for interacting Fleming-Viot processes
• Interacting Brownian particles and the Wigner law
• Scaling limit of two-component interacting Brownian motions
• Scaling limit for a mechanical system of interacting particles
• Weak convergence of n-particle systems using bilinear forms
• Thermalization in harmonic particle chains with velocity flips
• Stefan problem for a nonergodic facilitated exclusion process
• Large deviations and gradient flows for the Brownian one-dimensional hard-rod system
• scientific article; zbMATH DE number 2166282 (Why is no real title available?)
• Mapping hydrodynamics for the facilitated exclusion and zero-range processes
• Nonlinear Markov semigroups and interacting Lévy type processes

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