Cox JT, Greven A, Shiga T (1995)
Publication Language: English
Publication Status: Published
Publication Type: Journal article, Original article
Publication year: 1995
Publisher: Springer Verlag (Germany)
Book Volume: 102
Pages Range: 165-197
Journal Issue: 2
URI: https://link.springer.com/article/10.1007/BF01204213
DOI: 10.1007/BF01204213
We study the problem of relating the long time behavior of finite and infinite systems of locally interacting components. We consider in detail a class of lincarly interacting diffusions x(t)={x (t), i ∈ ℤ } in the regime where there is a one-parameter family of nontrivial invariant measures. For these systems there are naturally defined corresponding finite systems, {Mathematical expression}, with {Mathematical expression}. Our main result gives a comparison between the laws of x(t ) and x (t ) for times t →∞ as N→∞. The comparison involves certain mixtures of the invariant measures for the infinite system. © 1995 Springer-Verlag.
APA:
Cox, J.T., Greven, A., & Shiga, T. (1995). Finite and infinite systems of interacting diffusions. Probability Theory and Related Fields, 102(2), 165-197. https://dx.doi.org/10.1007/BF01204213
MLA:
Cox, J. Theodore, Andreas Greven, and Tokuzo Shiga. "Finite and infinite systems of interacting diffusions." Probability Theory and Related Fields 102.2 (1995): 165-197.
BibTeX: Download