Random Walks, Brownian Motion, and Interacting Particle Systems

1991 ◽  
Keyword(s):  
Brownian Motion ◽  
Random Walks ◽  
Interacting Particle Systems ◽  
Particle Systems ◽  
Interacting Particle

scholarly journals Condensation of SIP Particles and Sticky Brownian Motion

2021 ◽  
Vol 183 (3) ◽  
Author(s):  
Mario Ayala ◽  
Gioia Carinci ◽  
Frank Redig
Keyword(s):  
Brownian Motion ◽  
Interacting Particle Systems ◽  
Particle Systems ◽  
Self Duality ◽  
Inclusion Process ◽  
Interacting Particle ◽  
New Information ◽  
Homogeneous Product ◽  
Coarsening Dynamics ◽  
The Difference

AbstractWe study the symmetric inclusion process (SIP) in the condensation regime. We obtain an explicit scaling for the variance of the density field in this regime, when initially started from a homogeneous product measure. This provides relevant new information on the coarsening dynamics of condensing interacting particle systems on the infinite lattice. We obtain our result by proving convergence to sticky Brownian motion for the difference of positions of two SIP particles in the sense of Mosco convergence of Dirichlet forms. Our approach implies the convergence of the probabilities of two SIP particles to be together at time t. This, combined with self-duality, allows us to obtain the explicit scaling for the variance of the fluctuation field.

scholarly journals Asynchronous Cellular Automata and Brownian Motion

2007 ◽  
Vol DMTCS Proceedings vol. AH,... (Proceedings) ◽  
Author(s):  
Philippe Chassaing ◽  
Lucas Gerin
Keyword(s):  
Asymptotic Behavior ◽  
Brownian Motion ◽  
Cellular Automata ◽  
Interacting Particle Systems ◽  
Particle Systems ◽  
Time Step ◽  
Interacting Particle ◽  
Asynchronous Cellular Automata ◽  
International Audience ◽  
A Cell

International audience This paper deals with some very simple interacting particle systems, \emphelementary cellular automata, in the fully asynchronous dynamics: at each time step, a cell is randomly picked, and updated. When the initial configuration is simple, we describe the asymptotic behavior of the random walks performed by the borders of the black/white regions. Following a classification introduced by Fatès \emphet al., we show that four kinds of asymptotic behavior arise, two of them being related to Brownian motion.

scholarly journals Examples of Interacting Particle Systems on $$\mathbb {Z}$$ as Pfaffian Point Processes: Coalescing–Branching Random Walks and Annihilating Random Walks with Immigration

2019 ◽  
Vol 21 (3) ◽  
pp. 885-908
Author(s):  
Barnaby Garrod ◽  
Roger Tribe ◽  
Oleg Zaboronski
Keyword(s):  
Random Walks ◽  
Point Processes ◽  
Interacting Particle Systems ◽  
Initial Conditions ◽  
Fixed Time ◽  
Particle Systems ◽  
Branching Random Walks ◽  
Interacting Particle ◽  
Point Set ◽  
Annihilating Random Walks

AbstractTwo classes of interacting particle systems on $$\mathbb {Z}$$Z are shown to be Pfaffian point processes, at any fixed time and for all deterministic initial conditions. The first comprises coalescing and branching random walks, the second annihilating random walks with pairwise immigration. Various limiting Pfaffian point processes on $$\mathbb {R}$$R are found by diffusive rescaling, including the point set process for the Brownian web and Brownian net.

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