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Hydrodynamic limit for the A+B->0 model
Please always quote using this URN:urn:nbn:de:0296-matheon-3236
- We study a two-species interacting particle model on a subset of $\Z$ with open boundaries. The two species are injected with time dependent rate on the left, resp.~right boundary. Particles of different species annihilate when they try to occupy the same site. This model has been proposed as a simple model for the dynamics of an ``order book'' on a stock market. We consider the hydrodynamic scaling limit for the empirical process and prove a large deviation principle that implies convergence to the solution of a non-linear parabolic equation.
Author: | Anton Bovier, Jiri Cerny |
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URN: | urn:nbn:de:0296-matheon-3236 |
Referee: | Peter Imkeller |
Document Type: | Preprint, Research Center Matheon |
Language: | English |
Date of first Publication: | 2006/08/03 |
Release Date: | 2006/07/03 |
Tag: | |
Institute: | Weierstraß-Institut für Angewandte Analysis und Stochastik (WIAS) |
MSC-Classification: | 60-XX PROBABILITY THEORY AND STOCHASTIC PROCESSES (For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX) / 60Fxx Limit theorems [See also 28Dxx, 60B12] / 60F17 Functional limit theorems; invariance principles |
82-XX STATISTICAL MECHANICS, STRUCTURE OF MATTER / 82Cxx Time-dependent statistical mechanics (dynamic and nonequilibrium) / 82C41 Dynamics of random walks, random surfaces, lattice animals, etc. [See also 60G50] | |
82-XX STATISTICAL MECHANICS, STRUCTURE OF MATTER / 82Dxx Applications to specific types of physical systems / 82D30 Random media, disordered materials (including liquid crystals and spin glasses) | |
Preprint Number: | 312 |