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Particle systems on flows

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  • Erhan Cinlar
  • John S. Kao

Abstract

We start with a stochastic flow of diffeomorphisms of the space. Particles enter the space at random times and places. Each particle is carried by the flow for some random amount of time. We examine the point process formed by the particles at a fixed time, on the evolution of that point process as time varies, and on the equilibrium law of the point process.

Suggested Citation

  • Erhan Cinlar & John S. Kao, 1991. "Particle systems on flows," Applied Stochastic Models and Data Analysis, John Wiley & Sons, vol. 7(1), pages 3-15, March.
    • Handle: RePEc:wly:apsmda:v:7:y:1991:i:1:p:3-15
    DOI: 10.1002/asm.3150070103
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    Cited by:

    1. Kao, John & Cinlar, Erhan, 1998. "Spectral expansion of the occupation measure for birth and death on a flow," Stochastic Processes and their Applications, Elsevier, vol. 74(2), pages 203-215, June.

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