Time scales in large systems of Brownian particles with stochastic synchronization
Anatoly Manita

TL;DR
This paper investigates the asymptotic behavior of large systems of Brownian particles with stochastic synchronization, revealing three distinct time scales as both the number of particles and time tend to infinity.
Contribution
It introduces a new analysis of large Brownian particle systems with random synchronization times, identifying three different asymptotic time scales.
Findings
Identification of three distinct time scales for system behavior
Asymptotic properties characterized as system size and time grow
Independence assumption between Brownian motions and synchronization times
Abstract
We consider a system consisting of Brownian particles with synchronizing interaction between them occurring at random time moments . Under assumption that the free Brownian motions and the sequence are independent we study asymptotic properties of the system when both the dimension~ and the time~ go to infinity. We find three time scales of qualitatively different behavior of the system.
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Taxonomy
TopicsStochastic processes and financial applications · Stochastic processes and statistical mechanics · Mathematical Dynamics and Fractals
