Fluctuations for annihilations of Brownian spheres

Mathew D. Penrose

Stochastic Processes and their Applications, 1994, vol. 51, issue 1, 167-189

Abstract: As a model for a diffusion-limited chemical reaction, we consider a large number N of spheres, of small radius rN, which perform independent Brownian motions in Euclidean space and annihilate one another on contact. We consider the point process of annihilations, and show that according to the limiting behavior of rN, this point process may converge weakly, either to a Poisson process or (after re-normalization) to white noise.

Keywords: Chemistry; Reaction; Diffusion; Brownian; motion; Central; limit; theorem; White; noise; Poisson; process; U-statistics (search for similar items in EconPapers)
Date: 1994
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