Stochastics/Discrete Analysis Seminar: Peter Rudzis, UNC Chapel Hill, Well-posedness and stationarity of infinite systems of competing Brownian particles
Stochastics/Discrete Analysis Seminar: Peter Rudzis, UNC Chapel Hill, Well-posedness and stationarity of infinite systems of competing Brownian particles
A number of continuous interacting particle systems can be described as collections of Brownian particles on the real line whose collision dynamics are mediated by the local times associated with the gaps between adjacent particles. Examples of systems in this class include the ordered particle dynamics of rank-based diffusions and certain eigenvalue processes arising in…