Global ETD Search

1	Invariant and reversible measures for random walks on Z Rivasplata Zevallos, Omar, Schmuland, Byron 25 September 2017 (has links) In this expository paper we study the stationary measures of a stochastic process called nearest neighbor random walk on Z, and further we describe conditions for these measures to have the stronger property of reversibility. We consider both the cases of symmetric and non-symmetric random walk. Random Walk Invariant Measure Reversible Measure
2	Infinite system of Brownian balls : equilibrium measures are canonical Gibbs Roelly, Sylvie, Fradon, Myriam January 2006 (has links) We consider a system of infinitely many hard balls in R<sup>d</sup> undergoing Brownian motions and submitted to a smooth pair potential. It is modelized by an infinite-dimensional stochastic differential equation with a local time term. We prove that the set of all equilibrium measures, solution of a detailed balance equation, coincides with the set of canonical Gibbs measures associated to the hard core potential added to the smooth interaction potential. Stochastic Differential Equation hard core potential Canonical Gibbs measure detailed balance equation reversible measure Mathematics
3	Infinite system of Brownian balls with interaction : the non-reversible case Fradon, Myriam, Roelly, Sylvie January 2005 (has links) We consider an infinite system of hard balls in Rd undergoing Brownian motions and submitted to a smooth pair potential. It is modelized by an infinite- dimensional Stochastic Differential Equation with an infinite-dimensional local time term. Existence and uniqueness of a strong solution is proven for such an equation with fixed deterministic initial condition. We also show that Gibbs measures are reversible measures. Stochastic Differential Equation local time hard core potential Gibbs measure reversible measure Mathematics
4	Infinite system of Brownian Balls: Equilibrium measures are canonical Gibbs Fradon, Myriam, Roelly, Sylvie January 2005 (has links) We consider a system of infinitely many hard balls in Rd undergoing Brownian motions and submitted to a smooth pair potential. It is modelized by an infinite-dimensional Stochastic Differential Equation with a local time term. We prove that the set of all equilibrium measures, solution of a Detailed Balance Equation, coincides with the set of canonical Gibbs measures associated to the hard core potential added to the smooth interaction potential. Stochastic Differential Equation hard core potential Canonical Gibbs measure detailed balance equation reversible measure Mathematics
5	Long time behavior of stochastic hard ball systems Cattiaux, Patrick, Fradon, Myriam, Kulik, Alexei M., Roelly, Sylvie January 2013 (has links) We study the long time behavior of a system of two or three Brownian hard balls living in the Euclidean space of dimension at least two, submitted to a mutual attraction and to elastic collisions. Stochastic differential equations hard core interaction reversible measure normal reflection local time Mathematics

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