vix.ing · top · new · best · stats · spec

Metric Properties of Discrete Time Exclusion Type Processes in Continuum

2009/04/30 by Michael Blank
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #Computer science #Coupling (piping) #Dynamical systems theory #Embedding #Ergodic theory #Lattice (music) #Mathematics #Particle system #Physics #Pure mathematics #Quantum mechanics #Statistical physics #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #Theoretical and Computational Physics #cond-mat.stat-mech #math.DS #math.PR

paper · pdf · doi:10.1007/s10955-010-9983-y

27 pages, 4 figures; minor errors corrected; details added to proofs of Theorems 4.1 and 5.1

arxiv created 2009/10/29 · openalex publication_date 2010/05/10 · arxiv updated 2015/05/13 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/05

Abstract

A new class of exclusion type processes acting in continuum with synchronous updating is introduced and studied. Ergodic averages of particle velocities are obtained and their connections to other statistical quantities, in particular to the particle density (the so called Fundamental Diagram) is analyzed rigorously. The main technical tool is a "dynamical" coupling applied in a nonstandard fashion: we do not prove the existence of the successful coupling (which even might not hold) but instead use its presence/absence as an important diagnostic tool. Despite that this approach cannot be applied to lattice systems directly, it allows to obtain new results for the lattice systems embedding them to the systems in continuum. Applications to the traffic flows modelling are discussed as well.

Citations