The Random Walk Representation for Interacting Diffusion Processes
Jean-Dominique Deuschel ()
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Jean-Dominique Deuschel: Technische Universität Berlin, Fakultät II - Mathematik und Naturwissenschaften, Institut für Mathematik
A chapter in Interacting Stochastic Systems, 2005, pp 377-393 from Springer
Abstract:
Summary We investigate a system of lcal interacting diffusion processes with attractive interaction. We show how the random walk representation can be used to express the gradient of the semigroup and to estimates for the time-space correlations. In particular we can answer questions dealing with localization, convergence rates to equilibrium and aging properies of the system.
Keywords: Random Walk; Invariant Measure; Gibbs Measure; Interface Model; Simple Random Walk (search for similar items in EconPapers)
Date: 2005
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-540-27110-9_17
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DOI: 10.1007/3-540-27110-4_17
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