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A PROOF OF GRBINER'S THEOREM ON NON-COLEIDXNG PARTICLES
Brownian motion non-colliding particles
2009/9/18
A detailed proof of Grabiner's theorem [I] on the
exact asymptotics of the time to collision for n independent Brownian
motions is given.
On the Duality between Coalescing Brownian Particles and the Heat Equation Driven by Fisher-Wright Noise
Coalesce duality entrance law Fisher-Wright noise particle system
2009/4/24
This paper concerns the Markov process duality between the one-dimensional heat equation driven by Fisher-Wright white noise and slowly coalescing Brownian particles. A representation is found for the...
Logarithmic Sobolev Inequality for Zero——Range Dynamics：Independence of the Number of Particles
Logarithmic Sobolev Inequality Zero Range Dynamics
2009/4/8
We prove that the logarithmic-Sobolev constant for Zero-Range Processes in a box of diameter L may depend on L but not on the number of particles. This is a first, but relevant and quite technical ste...
On the Duality between Coalescing Brownian Particles and the Heat Equation Driven by Fisher-Wright Noise
Duality Brownian Particles Heat Equation Fisher-Wright Noise
2009/4/7
This paper concerns the Markov process duality between the one-dimensional heat equation driven by Fisher-Wright white noise and slowly coalescing Brownian particles. A representation is found for the...