Tagged particle processes and their non-explosion criteria
Hirofumi Osada

TL;DR
This paper derives tagged particle processes from interacting Brownian motions, establishes non-explosion criteria, and proves the quasi-regularity of related Dirichlet forms, advancing understanding of particle dynamics in stochastic environments.
Contribution
It introduces new criteria for non-explosion and proves quasi-regularity of Dirichlet forms for tagged particles, building on previous invariance principle results.
Findings
Established non-explosion criteria for tagged particle processes.
Proved quasi-regularity of Dirichlet forms for the environment seen from the tagged particle.
Connected the results to invariance principles in interacting Brownian motions.
Abstract
We give a derivation of tagged particle processes from unlabeled interacting Brownian motions. We give a criteria of the non-explosion property of tagged particle processes. We prove the quasi-regularity of Dirichlet forms describing the environment seen from the tagged particle, which were used in previous papers to prove the invariance principle of tagged particles of interacting Brownian motions.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsStochastic processes and statistical mechanics · Random Matrices and Applications · Financial Risk and Volatility Modeling
