scholarly journals Nash Certainty Equivalence in Large Population Stochastic Dynamic Games: Connections with the Physics of Interacting Particle Systems

2006 ◽  
Author(s):  
Minyi Huang ◽  
Roland P. Malhame ◽  
Peter E. Caines
Keyword(s):  
Dynamic Games ◽  
Interacting Particle Systems ◽  
Large Population ◽  
Particle Systems ◽  
Stochastic Dynamic ◽  
Certainty Equivalence ◽  
Interacting Particle ◽  
Stochastic Dynamic Games

scholarly journals Condensation of SIP Particles and Sticky Brownian Motion

2021 ◽  
Vol 183 (3) ◽  
Author(s):  
Mario Ayala ◽  
Gioia Carinci ◽  
Frank Redig
Keyword(s):  
Brownian Motion ◽  
Interacting Particle Systems ◽  
Particle Systems ◽  
Self Duality ◽  
Inclusion Process ◽  
Interacting Particle ◽  
New Information ◽  
Homogeneous Product ◽  
Coarsening Dynamics ◽  
The Difference

AbstractWe study the symmetric inclusion process (SIP) in the condensation regime. We obtain an explicit scaling for the variance of the density field in this regime, when initially started from a homogeneous product measure. This provides relevant new information on the coarsening dynamics of condensing interacting particle systems on the infinite lattice. We obtain our result by proving convergence to sticky Brownian motion for the difference of positions of two SIP particles in the sense of Mosco convergence of Dirichlet forms. Our approach implies the convergence of the probabilities of two SIP particles to be together at time t. This, combined with self-duality, allows us to obtain the explicit scaling for the variance of the fluctuation field.

scholarly journals Holomorphic Bogoliubov functionals for interacting particle systems in continuum

2006 ◽  
Vol 238 (2) ◽  
pp. 375-404 ◽  
Author(s):  
Yuri G. Kondratiev ◽  
Tobias Kuna ◽  
Maria João Oliveira
Keyword(s):  
Interacting Particle Systems ◽  
Particle Systems ◽  
Interacting Particle
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