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Asymptotics of the Invariant Measure in Mean Field Models with Jumps
decoupling approximation fluid limit invariant measure McKean-Vlasov equation mean field limit small noise limit
2011/9/16
Abstract: We consider the asymptotics of the invariant measure for the process of the spatial distribution of $N$ coupled Markov chains in the limit of a large number of chains. Each chain reflects th...
Binary jumps in continuum. II. Non-equilibrium process and a Vlasov-type scaling limit
continuous system binary jumps non-equilibrium dynamics correlation functions scaling limit Vlasov scaling Poisson measure
2011/9/15
Abstract: Let $\Gamma$ denote the space of all locally finite subsets (configurations) in $\mathbb R^d$. A stochastic dynamics of binary jumps in continuum is a Markov process on $\Gamma$ in which pai...
Ballistic regime for random walks in random environment with unbounded jumps and Knudsen billiards
cosine law stochastic billiard Knudsen random wal random medium random walk in random environment unbounded
2010/11/26
We consider a random walk in a stationary ergodic environment
in Z, with unbounded jumps. In addition to uniform ellipticity and a bound on the tails of the possible jumps, we assume a condition of s...
Locally Perturbed Random Walks with Unbounded Jumps
Random walk local impurities infinite horizon weak convergence Brownian motion local limit theorem
2010/12/8
In [17], D. Szász and A. Telcs have shown that for the diffusively scaled,simple symmetric random walk, weak convergence to the Brownian motion holds even in the case of local impurities if d ≥ 2.