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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2016 Volume 61, Issue 2, Pages 394–404 (Mi tvp5063)

Short Communications

Convergence rate in stochastic particle systems with synchronization

V. V. Karpushin

Lomonosov Moscow State University, Faculty of Mechanics and Mathematics

Abstract: 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.

Received: 08.03.2015
Revised: 05.11.2015

DOI: 10.4213/tvp5063


 English version:
Theory of Probability and its Applications, 2017, 61:2, 345–355

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