Convergence rate in stochastic particle systems with synchronization
Teoriâ veroâtnostej i ee primeneniâ, Tome 61 (2016) no. 2, pp. 394-404
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A multidimensional Markov process $x(t) = (x_1(t),\ldots, x_N(t))$, $t \in \mathbf{R}_+$, describing a system of $N$ identical Brownian particles with synchronizing interaction is considered. In relative coordinates, connected with the moving observer, similar upper and lower bounds of the rate of convergence to the limit distribution of the distance metric for variation are obtained.
@article{TVP_2016_61_2_a10,
author = {V. V. Karpushin},
title = {Convergence rate in stochastic particle systems with synchronization},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {394--404},
publisher = {mathdoc},
volume = {61},
number = {2},
year = {2016},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_2016_61_2_a10/}
}
V. V. Karpushin. Convergence rate in stochastic particle systems with synchronization. Teoriâ veroâtnostej i ee primeneniâ, Tome 61 (2016) no. 2, pp. 394-404. http://geodesic.mathdoc.fr/item/TVP_2016_61_2_a10/