LAWS OF LARGE NUMBERS FOR PAIRWISE INTERACTING PARTICLE-SYSTEMS

Authors
Citation
R. Ferland, LAWS OF LARGE NUMBERS FOR PAIRWISE INTERACTING PARTICLE-SYSTEMS, Mathematical models and methods in applied sciences, 4(1), 1994, pp. 1-15
Citations number
20
Categorie Soggetti
Mathematical Method, Physical Science",Mathematics
ISSN journal
02182025
Volume
4
Issue
1
Year of publication
1994
Pages
1 - 15
Database
ISI
SICI code
0218-2025(1994)4:1<1:LOLNFP>2.0.ZU;2-9
Abstract
We consider a system of Markov processes of finitely-many particles wh ich exchange their energies in pairs at random times. A law of large n umbers for this system means that the empirical measures of the proces ses may be approximated (as the number of particles increases) by the solution of a nonlinear evolution equation (the so-called McKean-Vlaso v limit). This work presents two results of this type. The first one c oncerns the empirical processes and gives a probabilistic method for s olving the nonlinear equation. The second is stated in the path scheme and extends classical results of chaos propagation by Kac (1956) and McKean (1967).