ISSN:
1432-2064
Keywords:
60K35
;
60J60
;
60J15
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Summary A general comparison argument for expectations of certain multitime functionals of infinite systems of linearly interacting diffusions differing in the diffusion coefficient is derived. As an application we prove clustering occurs in the case when the symmetrized interaction kernel is recurrent, and the components take values in an interval bounded on one side. The technique also gives an alternative proof of clustering in the case of compact intervals.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01191911
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