Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Teoriya Veroyatnostei i ee Primeneniya, 2021, Volume 66, Issue 2, Pages 231–260
DOI: https://doi.org/10.4213/tvp5467 (Mi tvp5467) 		 
This article is cited in 4 scientific papers (total in 4 papers)

Breaking a chain of interacting Brownian particles: a Gumbel limit theorem

F. Aurzadaa, V. Betza, M. A. Lifshitsb

a Technische Universität Darmstadt, Darmstadt
b Saint-Petersburg State University, Department of Mathematics and Computer Science
Full-text PDF (534 kB) Citations (4)
References:
PDF
HTML
DOI: https://doi.org/10.4213/tvp5467
Abstract: We investigate the behavior of a finite chain of Brownian particles interacting through a pairwise quadratic potential, with one end of the chain fixed and the other end pulled away at slow speed, in the limit of slow speed and small Brownian noise. We study the instant when the chain “breaks,” that is, the distance between two neighboring particles becomes larger than a certain limit. In the regime where both the pulling and the noise significantly influence the behavior of the chain, we prove weak limit theorems for the break time and the break position.
Keywords: interacting Brownian particles, stochastic differential equations, Ornstein–Uhlenbeck processes.
Funding agency Grant number
Russian Foundation for Basic Research 20-51-12004
Deutsche Forschungsgemeinschaft AU370/7
This work was supported by the Russian Foundation for Basic Research (grant 20-51-12004) and Deutsche Forschungsgemeinschaft (grant AU370/7).
Received: 20.12.2020
English version:
Theory of Probability and its Applications, 2021, Volume 66, Issue 2, Pages 184–208
DOI: https://doi.org/10.1137/S0040585X97T990344
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: F. Aurzada, V. Betz, M. A. Lifshits, “Breaking a chain of interacting Brownian particles: a Gumbel limit theorem”, Teor. Veroyatnost. i Primenen., 66:2 (2021), 231–260; Theory Probab. Appl., 66:2 (2021), 184–208
Citation in format AMSBIB
\Bibitem{AurBetLif21}
\by F.~Aurzada, V.~Betz, M.~A.~Lifshits
\paper Breaking a~chain of interacting Brownian particles: a~Gumbel limit theorem
\jour Teor. Veroyatnost. i Primenen.
\yr 2021
\vol 66
\issue 2
\pages 231--260
\mathnet{http://mi.mathnet.ru/tvp5467}
\crossref{https://doi.org/10.4213/tvp5467}
\zmath{https://zbmath.org/?q=an:1475.82016}
\transl
\jour Theory Probab. Appl.
\yr 2021
\vol 66
\issue 2
\pages 184--208
\crossref{https://doi.org/10.1137/S0040585X97T990344}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000684185800002}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85129644761}
Linking options:
  • https://www.mathnet.ru/eng/tvp5467
  • https://doi.org/10.4213/tvp5467
  • https://www.mathnet.ru/eng/tvp/v66/i2/p231
    • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024