We consider two particles performing continuous-time nearest neighbor random walk on Z and interacting with each other when they are at neighboring positions. The interaction is either repulsive (partial exclusion process) or attractive (inclusion process). We provide an exact formula for the Laplace-Fourier transform of the transition probabilities of the two-particle dynamics. From this we derive a general scaling limit result, which shows that the possible scaling limits are coalescing Brownian motions, reflected Brownian motions and sticky Brownian motions.In particle systems with duality, the solution of the dynamics of two dual particles provides relevant information. We apply the exact formula to the the symmetric inclusion process, that is self-dual, in the condensation regime. We thus obtain two results. First, by computing the time-dependent covariance of the particle occupation number at two lattice sites we characterise the time-dependent coarsening in infinite volume when the process is started from a homogeneous product measure. Second, we identify the limiting variance of the density field in the diffusive scaling limit, relating it to the local time of sticky Brownian motion.

EXACT FORMULAS FOR TWO INTERACTING PARTICLES AND APPLICATIONS IN PARTICLE SYSTEMS WITH DUALITY / Carinci, G; Giardina', Cristian; Redig, F. - In: THE ANNALS OF APPLIED PROBABILITY. - ISSN 1050-5164. - 30:4(2020), pp. 1934-1970. [10.1214/19-AAP1548]

EXACT FORMULAS FOR TWO INTERACTING PARTICLES AND APPLICATIONS IN PARTICLE SYSTEMS WITH DUALITY

Carinci, G;Giardinà Cristian
;
Redig, F
2020

Abstract

We consider two particles performing continuous-time nearest neighbor random walk on Z and interacting with each other when they are at neighboring positions. The interaction is either repulsive (partial exclusion process) or attractive (inclusion process). We provide an exact formula for the Laplace-Fourier transform of the transition probabilities of the two-particle dynamics. From this we derive a general scaling limit result, which shows that the possible scaling limits are coalescing Brownian motions, reflected Brownian motions and sticky Brownian motions.In particle systems with duality, the solution of the dynamics of two dual particles provides relevant information. We apply the exact formula to the the symmetric inclusion process, that is self-dual, in the condensation regime. We thus obtain two results. First, by computing the time-dependent covariance of the particle occupation number at two lattice sites we characterise the time-dependent coarsening in infinite volume when the process is started from a homogeneous product measure. Second, we identify the limiting variance of the density field in the diffusive scaling limit, relating it to the local time of sticky Brownian motion.
2020
30
4
1934
1970
EXACT FORMULAS FOR TWO INTERACTING PARTICLES AND APPLICATIONS IN PARTICLE SYSTEMS WITH DUALITY / Carinci, G; Giardina', Cristian; Redig, F. - In: THE ANNALS OF APPLIED PROBABILITY. - ISSN 1050-5164. - 30:4(2020), pp. 1934-1970. [10.1214/19-AAP1548]
Carinci, G; Giardina', Cristian; Redig, F
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11380/1208398
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