126 research outputs found
Finite-dimensional approximation for the diffusion coefficient in the simple exclusion process
We show that for the mean zero simple exclusion process in
and for the asymmetric simple exclusion process in for ,
the self-diffusion coefficient of a tagged particle is stable when approximated
by simple exclusion processes on large periodic lattices. The proof depends on
a similar stability property of the Sobolev inner product associated with the
operator.Comment: Published at http://dx.doi.org/10.1214/009117906000000449 in the
Annals of Probability (http://www.imstat.org/aop/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Abrupt convergence for stochastic small perturbations of one dimensional dynamical systems
We study the cut-off phenomenon for a family of stochastic small
perturbations of a one dimensional dynamical system. We will focus in a
semi-flow of a deterministic differential equation which is perturbed by adding
to the dynamics a white noise of small variance. Under suitable hypothesis on
the potential we will prove that the family of perturbed stochastic
differential equations present a profile cut-off phenomenon with respect to the
total variation distance. We also prove a local cut-off phenomenon in a
neighborhood of the local minima (metastable states) of multi-well potential.Comment: 28 pages. arXiv admin note: substantial text overlap with
arXiv:1510.09207; text overlap with arXiv:math/0601771 by other author
- …