Cox JT, Fleischmann K, Greven A (1996)
Publication Language: English
Publication Status: Published
Publication Type: Journal article, Original article
Publication year: 1996
Publisher: Springer Verlag (Germany)
Book Volume: 105
Pages Range: 513-528
Journal Issue: 4
URI: https://link.springer.com/article/10.1007/BF01191911
DOI: 10.1007/BF01191911
A general comparison argument for expectations of certain multitime functionals of infinite systems of linearly interacting diffusions differing in the diffusion coefficient is derived. As an application we prove clustering occurs in the case when the symmetrized interaction kernel is recurrent, and the components take values in an interval bounded on one side. The technique also gives an alternative proof of clustering in the case of compact intervals.
APA:
Cox, J.T., Fleischmann, K., & Greven, A. (1996). Comparison of interacting diffusions and an application to their ergodic theory. Probability Theory and Related Fields, 105(4), 513-528. https://doi.org/10.1007/BF01191911
MLA:
Cox, J. Theodore, Klaus Fleischmann, and Andreas Greven. "Comparison of interacting diffusions and an application to their ergodic theory." Probability Theory and Related Fields 105.4 (1996): 513-528.
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