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Weak Convergence of n-Particle Systems Using Bilinear Forms
Linköping University, Department of Mathematics, Mathematical Statistics . Linköping University, The Institute of Technology. External - unknown .
2013 (English)In: Milan Journal of Mathematics, ISSN 1424-9286, E-ISSN 1424-9294, Vol. 81, no 1, 37-77 p.Article in journal (Refereed) Published
Abstract [en]

The paper is concerned with the weak convergence of n-particle processes to deterministic stationary paths as n -andgt; infinity. A Mosco type convergence of a class of bilinear forms is introduced. The Mosco type convergence of bilinear forms results in a certain convergence of the resolvents of the n-particle systems. Based on this convergence a criterion in order to verify weak convergence of invariant measures is established. Under additional conditions weak convergence of stationary n-particle processes to stationary deterministic paths is proved. The method is applied to the particle approximation of a Ginzburg-Landau type diffusion. less thanbrgreater than less thanbrgreater thanThe present paper is in close relation to the paper [9]. Different definitions of bilinear forms and versions of Mosco type convergence are introduced. Both papers demonstrate that the choice of the form and the type of convergence relates to the particular particle system.

Place, publisher, year, edition, pages
Springer Verlag (Germany) , 2013. Vol. 81, no 1, 37-77 p.
Keyword [en]
Bilinear forms, convergence, Ginzburg-Landau type diffusion
National Category
Engineering and Technology
URN: urn:nbn:se:liu:diva-93856DOI: 10.1007/s00032-013-0200-8ISI: 000318284400003OAI: diva2:627363
Available from: 2013-06-11 Created: 2013-06-11 Last updated: 2013-06-11

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Löbus, Jörg-Uwe
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Mathematical Statistics The Institute of Technology
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ReferencesLink to record
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