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Principle Seminar of the Department of Probability Theory, Moscow State University
September 24, 2014 16:45, Moscow, MSU, auditorium 12-24
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On convergence rate to synchronization in stochastic particle systems
V. V. Karpushin M. V. Lomonosov Moscow State University
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Abstract:
We study a multidimensional Markov process describing a symmetric system of N identical Brownian particles with pair synchronizing interaction. In moving coordinate systems, related to one of the particles, we provide close upper and lower bounds of the convergence rate to a limiting distribution in the total variation metric. In order to prove the bounds some auxiliary processes are introduced. The idea of their construction resembles the coupling method.
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