Abstract
We study a system of a large number N of independent diffusions undergoing collisions in a roughly constant mean free path regime. We derive a propagation of chaos result when N goes to infinity, concerning the limit behavior of the trajectory of a particle, its first time of collision with all the other particles and the trajectory of the colliding particle.
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This work was done while the author was with the Laboratoire de Probabilités, associé C.N.R.S., Université Paris 6
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Sznitman, A.S. A limiting result for the structure of collisions between many independent diffusions. Probab. Th. Rel. Fields 81, 353–381 (1989). https://doi.org/10.1007/BF00340059
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DOI: https://doi.org/10.1007/BF00340059
Keywords
- Stochastic Process
- Probability Theory
- Free Path
- Statistical Theory
- Limit Behavior