Yet Another Condition for Absence of Collisions for Competing Brownian Particles
Probability
2017-01-13 v3
Abstract
Consider a finite system of rank-based competing Brownian particles, where the drift and diffusion of each particle depend only on its current rank relative to other particles. We present a simple sufficient condition for absence of multiple collisions of a given order, continuing the earlier work by Bruggeman and Sarantsev (2015). Unlike in that paper, this new condition works even for infinite systems.
Keywords
Cite
@article{arxiv.1608.07220,
title = {Yet Another Condition for Absence of Collisions for Competing Brownian Particles},
author = {Tomoyuki Ichiba and Andrey Sarantsev},
journal= {arXiv preprint arXiv:1608.07220},
year = {2017}
}
Comments
7 pages. Keywords: competing Brownian particles, total collision, multiple collision, triple collision, simultaneous collision