BREAKING A CHAIN OF INTERACTING BROWNIAN PARTICLES: A GUMBEL LIMIT THEOREM

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BREAKING A CHAIN OF INTERACTING BROWNIAN PARTICLES: A GUMBEL LIMIT THEOREM. / Aurzada, F.; Betz, V.; Lifshits, M.

In: Theory of Probability and its Applications, Vol. 66, No. 2, 01.01.2021, p. 184-208.

Research output: Contribution to journal › Article › peer-review

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Aurzada, F. ; Betz, V. ; Lifshits, M. / BREAKING A CHAIN OF INTERACTING BROWNIAN PARTICLES: A GUMBEL LIMIT THEOREM. In: Theory of Probability and its Applications. 2021 ; Vol. 66, No. 2. pp. 184-208.

BibTeX

@article{3e3327041b94418087da15780534217b,

title = "BREAKING A CHAIN OF INTERACTING BROWNIAN PARTICLES: A GUMBEL LIMIT THEOREM",

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, Ornstein– Uhlenbeck processes, stochastic differential equations",

author = "F. Aurzada and V. Betz and M. Lifshits",

year = "2021",

month = jan,

day = "1",

doi = "10.1137/S0040585X97T990344",

language = "English",

volume = "66",

pages = "184--208",

journal = "Theory of Probability and its Applications",

issn = "0040-585X",

publisher = "Society for Industrial and Applied Mathematics",

number = "2",

}

RIS

TY - JOUR

T1 - BREAKING A CHAIN OF INTERACTING BROWNIAN PARTICLES: A GUMBEL LIMIT THEOREM

AU - Aurzada, F.

AU - Betz, V.

AU - Lifshits, M.

PY - 2021/1/1

Y1 - 2021/1/1

N2 - 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.

AB - 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.

KW - interacting Brownian particles

KW - Ornstein– Uhlenbeck processes

KW - stochastic differential equations

UR - http://www.scopus.com/inward/record.url?scp=85129644761&partnerID=8YFLogxK

U2 - 10.1137/S0040585X97T990344

DO - 10.1137/S0040585X97T990344

M3 - Article

AN - SCOPUS:85129644761

VL - 66

SP - 184

EP - 208

JO - Theory of Probability and its Applications

JF - Theory of Probability and its Applications

SN - 0040-585X

IS - 2

ER -

ID: 101743271