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Crowding of Brownian spheres

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arxiv 1002.1057 v2 pith:J7BE43FT submitted 2010-02-04 math.PR

Crowding of Brownian spheres

classification math.PR
keywords brownianparticleparticlescaseconsistingconvergecrowdingdistributions
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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.

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