We study N interacting random walks on the positive integers. Each particle has drift δ towards infinity, a reflection at the origin, and a drift towards particles with lower positions. This inhomogeneous mean field system is shown to be ergodic only when the interaction is strong enough. We focus on this latter regime, and point out the effect of piles of particles, a phenomenon absent in models of interacting diffusion in continuous space.
Ergodicity of a system of interacting random walks with asymmetric interaction / Andreis L.; Asselah A.; Pra P.D.. - In: ANNALES DE L'INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES. - ISSN 0246-0203. - ELETTRONICO. - 55:(2019), pp. 590-606. [10.1214/18-AIHP893]
Ergodicity of a system of interacting random walks with asymmetric interaction
Andreis L.;
2019
Abstract
We study N interacting random walks on the positive integers. Each particle has drift δ towards infinity, a reflection at the origin, and a drift towards particles with lower positions. This inhomogeneous mean field system is shown to be ergodic only when the interaction is strong enough. We focus on this latter regime, and point out the effect of piles of particles, a phenomenon absent in models of interacting diffusion in continuous space.File | Dimensione | Formato | |
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