2011
DOI: 10.1063/1.3601118
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Binary jumps in continuum. I. Equilibrium processes and their scaling limits

Abstract: Let Γ denote the space of all locally finite subsets (configurations) in R d . A stochastic dynamics of binary jumps in continuum is a Markov process on Γ in which pairs of particles simultaneously hop over R d . In this paper, we study an equilibrium dynamics of binary jumps for which a Poisson measure is a symmetrizing (and hence invariant) measure. The existence and uniqueness of the corresponding stochastic dynamics are shown. We next prove the main result of this paper: a big class of dynamics of binary j… Show more

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Cited by 3 publications
(2 citation statements)
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“…Example 4.8 (cf. [10]). Let c be given by (4.30) with c ′ (x 1 , x 2 , y 1 , y 2 ) = κa(x 1 − y 1 )a(x 2 − y 2 ) b(x 1 − x 2 ) + b(y 1 − y 2 ) .…”
Section: Vlasov-type Scalingunclassified
See 1 more Smart Citation
“…Example 4.8 (cf. [10]). Let c be given by (4.30) with c ′ (x 1 , x 2 , y 1 , y 2 ) = κa(x 1 − y 1 )a(x 2 − y 2 ) b(x 1 − x 2 ) + b(y 1 − y 2 ) .…”
Section: Vlasov-type Scalingunclassified
“…A Poisson measure may be invariant, or even symmetrizing for such a dynamics. In the first part of the present paper [10], we considered such a process with generator…”
Section: Introductionmentioning
confidence: 99%