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Triple and simultaneous collisions of competing Brownian particles

2015
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Electronic Journal of Probability
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E l e c t r o n i c J o u r n a l o f P r o b a b i l i t y Electron. Abstract Consider a finite system of competing Brownian particles on the real line. Each particle moves as a Brownian motion, with drift and diffusion coefficients depending only on its current rank relative to the other particles. A triple collision occurs if three particles are at the same position at the same moment. A simultaneous collision occurs if at a certain moment, there are two distinct pairs of particles such that

doi:10.1214/ejp.v20-3279
fatcat:uxz4didjnveb3e3fzaz55rbpou