Equilibrium fluctuations for lattice gas

T. Funaki
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T. Funaki: University of Tokyo, Graduate School of Mathematical Sciences

A chapter in Itô’s Stochastic Calculus and Probability Theory, 1996, pp 63-72 from Springer

Abstract: Abstract Professor K. Itô initiated the study of both equilibrium and non-equilibrium fluctuations for a class of systems consisting of a large number of particles [5,6,7]. He especially took a system of independent Brownian particles as a model and derived an infinite-dimensional (D’-valued) Ornstein-Uhlenbeck process in the scaling limit of central limit theorem’s type for the counting measures associated with the position of particles. This result was afterward generalized to an interacting case by Spohn [11] in an equilibrium situation. The corresponding law of large numbers, equivalently, the hydrodynamic limit for interacting Brownian particles was established by Varadhan [13].

Keywords: Drift Term; Hydrodynamic Limit; Equilibrium Situation; Bernoulli Measure; Equilibrium Fluctuation (search for similar items in EconPapers)
Date: 1996
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-4-431-68532-6_5

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DOI: 10.1007/978-4-431-68532-6_5

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