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math.PR2014
Infinite Systems of Competing Brownian Particles
Andrey Sarantsev
Consider a system of infinitely many Brownian particles on the real line. At any moment, these particles can be ranked from the bottom upward. Each particle moves as a Brownian mot…
math.PR2014
Triple and Simultaneous Collisions of Competing Brownian Particles
Andrey Sarantsev
Consider a finite system of competing Brownian particles on the real line. Each particle moves as a Brownian motion, with drift and diffusion coefficients depending only on its cur…