Open Access
2015 Stirring two grains of sand
Krzysztof Burdzy
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Electron. J. Probab. 20: 1-29 (2015). DOI: 10.1214/EJP.v20-3845

Abstract

Consider two unit balls in a $d$-dimensional flat torus with edge length $r$, for $d\geq 2$. The balls do not move by themselves but they are pushed by a Brownian motion. The balls never intersect---they reflect if they touch. It is proved that the joint distribution of the processes representing the centers of the balls converges to the distribution of two independent Brownian motions when $r\to \infty$, assuming that we use a proper clock and proper scaling. The diffusion coefficient of the limit process depends on the dimension. The positions of the balls are asymptotically independent also in the following sense. The rescaled stationary distributions of the centers of the balls converge to the product of the stationary (hence uniform) distributions for each ball separately, as $r\to\infty$.

Citation

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Krzysztof Burdzy. "Stirring two grains of sand." Electron. J. Probab. 20 1 - 29, 2015. https://doi.org/10.1214/EJP.v20-3845

Information

Accepted: 24 February 2015; Published: 2015
First available in Project Euclid: 4 June 2016

zbMATH: 1327.60161
MathSciNet: MR3317155
Digital Object Identifier: 10.1214/EJP.v20-3845

Subjects:
Primary: 60J65

Keywords: Brownian motion , reflected Brownian motion , stirring

Vol.20 • 2015
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