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Triple and simultaneous collisions of competing Brownian particles

机译:竞争布朗粒子的三次和同时碰撞

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Consider a finite system of competing Brownian particles. They move as Brownian motions with drift and diffusion coefficients depending on their ranks. This includes the case of asymmetric collisions, when the local time of any collision is distributed unevenly between the two colliding particles, see Karatzas, Pal and Shkolnikov (2012). A triple collision occurs if three particles occupy the same site at a given moment. This is sometimes an undesirable phenomenon. Continuing the work of Ichiba, Karatzas and Shkolnikov (2013), we find necessary and sufficient condition for absense of triple collisions. We also prove sufficient conditions for absense of quadruple collisions, of quintuple collisions, and so on. Our method is reduction to reflected Brownian motion in the positive multidimesnional orthant hitting non-smooth parts of the boundary and, more generally, edges of the boundary of certain low dimension.
机译:考虑竞争布朗粒子的有限系统。它们以布朗运动的形式移动,其漂移和扩散系数取决于其等级。这包括非对称碰撞的情况,当任何碰撞的本地时间在两个碰撞粒子之间分布不均时,请参见Karatzas,Pal和Shkolnikov(2012)。如果三个粒子在给定的时刻占据相同的位置,则会发生三次碰撞。有时这是不希望的现象。继续Ichiba,Karatzas和Shkolnikov(2013)的工作,我们发现了避免三次碰撞的必要和充分条件。我们还证明了避免四重碰撞,五重碰撞等的充分条件。我们的方法是减少正的多维正割线撞击边界的非光滑部分,更普遍地,击中某些低维边界的边缘以反映布朗运动。

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