4 papers · 1 filter
Collision types and times in interacting particle systems
Sergio Andraus, Nicole Hufnagel, Jacek Małecki
We consider a system of stochastic interacting particles with general diffusion coefficient and drift functions and we study the types of collisions that arise in them. In particul…
Collision times of multivariate Bessel processes with their Weyl chambers' boundaries and their Hausdorff dimension
Nicole Hufnagel, Sergio Andraus
Multivariate Bessel processes, otherwise known as radial Dunkl processes, are stochastic processes defined in a Weyl chamber that are repelled from the latter's boundary by a singu…
Hausdorff dimension of collision times in one-dimensional log-gases
Nicole Hufnagel, Sergio Andraus
We consider systems of multiple Brownian particles in one dimension that repel mutually via a logarithmic potential on the real line, more specifically the Dyson model. These syste…
Martingale estimation functions for Bessel processes
Nicole Hufnagel, Jeannette H. C. Woerner
In this paper we derive martingale estimating functions for the dimensionality parameter of a Bessel process based on the eigenfunctions of the diffusion operator. Since a Bessel p…