In this work we studied the Exclusion Process, one of the classical and most simple interacting particle systems, which has become a stochastic model for transport phenomena, such as cars in a traffic jam or dynamics of molecules in a gas. In particular, we have considered the Exclusion Process as Seen from a Tagged Particle, where one fixes the position of a distinguished particle at the origin, in order to analyze the evolution of the remaining particles, called "the environment", from the origin. For the Tagged Particle Process we stated and proved the main results in probability theory: the Law of Large Numbers, the Central Limit Theorem and an Invariane Principle, that holds in the Rough Path topology.

Dynamics of a tagged particle in the exclusion process

Sgalletta, Silvia
2019/2020

Abstract

In this work we studied the Exclusion Process, one of the classical and most simple interacting particle systems, which has become a stochastic model for transport phenomena, such as cars in a traffic jam or dynamics of molecules in a gas. In particular, we have considered the Exclusion Process as Seen from a Tagged Particle, where one fixes the position of a distinguished particle at the origin, in order to analyze the evolution of the remaining particles, called "the environment", from the origin. For the Tagged Particle Process we stated and proved the main results in probability theory: the Law of Large Numbers, the Central Limit Theorem and an Invariane Principle, that holds in the Rough Path topology.
2019-10-16
70
stochastic process
File in questo prodotto:
File Dimensione Formato  
tesi_Sgalletta.pdf

accesso aperto

Dimensione 660.8 kB
Formato Adobe PDF
660.8 kB Adobe PDF Visualizza/Apri

The text of this website © Università degli studi di Padova. Full Text are published under a non-exclusive license. Metadata are under a CC0 License

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.12608/24311