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arxiv: 1012.3140 · v1 · pith:JZUSKTFSnew · submitted 2010-12-14 · 🧮 math.PR

Time scales in large systems of Brownian particles with stochastic synchronization

classification 🧮 math.PR
keywords timebrowniansysteminftyparticlesscalesassumptionasymptotic
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We consider a system $x(t)=(x_{1}(t),...,x_{N}(t))$ consisting of $N$ Brownian particles with synchronizing interaction between them occurring at random time moments $\{\tau_{n}\}_{n=1}^{\infty}$. Under assumption that the free Brownian motions and the sequence $\{\tau_{n}\}_{n=1}^{\infty}$ are independent we study asymptotic properties of the system when both the dimension~$N$ and the time~$t$ go to infinity. We find three time scales $t=t(N)$ of qualitatively different behavior of the system.

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