Hierarchical models of interacting diffusions: Multiple time scale phenomena, phase transition and pattern of cluster-formation

Dawson DA, Greven A (1993)


Publication Language: English

Publication Status: Published

Publication Type: Journal article, Original article

Publication year: 1993

Journal

Publisher: Springer Verlag (Germany)

Book Volume: 96

Pages Range: 435-473

Journal Issue: 4

DOI: 10.1007/BF01200205

Abstract

The purpose of this paper is to explore the connection between multiple space-time scale behaviour for block averages and phase transitions, respectively formation of clusters, in infinite systems with locally interacting components. The essential object is the associated Markov chain which describes the joint distribution of the block averages at different time scales. A fixed-point and stability property of a particular dynamical system under a renormalisation procedure is used to explain this pattern of cluster formation and the fact that the longtime behaviour is universal in entire classes of evolutions. © 1993 Springer-Verlag.

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How to cite

APA:

Dawson, D.A., & Greven, A. (1993). Hierarchical models of interacting diffusions: Multiple time scale phenomena, phase transition and pattern of cluster-formation. Probability Theory and Related Fields, 96(4), 435-473. https://dx.doi.org/10.1007/BF01200205

MLA:

Dawson, Donald Andrew, and Andreas Greven. "Hierarchical models of interacting diffusions: Multiple time scale phenomena, phase transition and pattern of cluster-formation." Probability Theory and Related Fields 96.4 (1993): 435-473.

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