Crowding of Brownian spheres
Abbreviated Journal Title
ALEA-Latin Am. J. Probab. Math. Stat.
hydrodynamic limit; Brownian motion; reflected Brownian motion; Statistics & Probability
We study two models consisting of reflecting one-dimensional Brownian "particles" of positive radius. We show that the stationary empirical distributions for the particle systems do not converge to the harmonic function for the generator of the individual particle process, unlike in the case when the particles are infinitely small.
Alea-Latin American Journal of Probability and Mathematical Statistics
"Crowding of Brownian spheres" (2010). Faculty Bibliography 2010s. 7022.