On long time behavior of some coagulation processes
| Autor: | Bernard Roynette, Etienne Tanré, Nicolas Fournier |
|---|---|
| Přispěvatelé: | Institut Élie Cartan de Nancy (IECN), Institut National de Recherche en Informatique et en Automatique (Inria)-Université Henri Poincaré - Nancy 1 (UHP)-Université Nancy 2-Institut National Polytechnique de Lorraine (INPL)-Centre National de la Recherche Scientifique (CNRS), Probabilistic numerical methods (OMEGA), Inria Sophia Antipolis - Méditerranée (CRISAM), Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Université Henri Poincaré - Nancy 1 (UHP)-Université Nancy 2-Centre National de la Recherche Scientifique (CNRS) |
| Rok vydání: | 2004 |
| Předmět: |
Statistics and Probability
Particle system Coalescence (physics) Stochastic process Differential equation Applied Mathematics 010102 general mathematics Mathematical analysis Coalescence 01 natural sciences [MATH.MATH-PR]Mathematics [math]/Probability [math.PR] 010104 statistics & probability Modelling and Simulation Modeling and Simulation Almost surely 0101 mathematics Non-linear stochastic differential equations with jumps Jump process Brownian motion Excitation Mathematics |
| Zdroj: | Stochastic Processes and their Applications Stochastic Processes and their Applications, 2004, 110 (1), pp.1-17. ⟨10.1016/j.spa.2003.09.006⟩ Stochastic Processes and their Applications, Elsevier, 2004, 110 (1), pp.1-17. ⟨10.1016/j.spa.2003.09.006⟩ |
| ISSN: | 0304-4149 1879-209X |
| DOI: | 10.1016/j.spa.2003.09.006 |
| Popis: | We consider an infinite system of particles characterized by their position and mass, in which coalescence occurs. Each particle endures Brownian excitation, and is subjected to the attraction of a potential. We define a stochastic process ( X t , M t ) t ⩾0 describing the evolution of the position and mass of a typical particle. We show that under some conditions, the mass process M t tends almost surely to infinity, while the position process X t tends almost surely to 0, as time tends to infinity. |
| Databáze: | OpenAIRE |
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