Math 2.0

Probability theory and stochastic processes Definition

Interacting particle system

Builds on Feller processInfinitesimal generator of a Markov process

Definition

Let SS be a countable set of sites, such as ℤd\Z^d, and let WW be a finite set of local states. A configuration is an element η∈X=WS\eta \in X = W^S, and XX carries the product topology, in which it is compact. An interacting particle system on XX is a Feller process (ηt)t≥0(\eta_t)_{t \ge 0} on XX whose transitions change finitely many coordinates at a time. The rates of these transitions depend on the configuration. The two main classes, with W={0,1}W = \set{0, 1}, are given by their generators on functions ff that depend on finitely many coordinates:

  1. a spin system with flip rates c(x,η)≥0c(x, \eta) \ge 0 has Lf(η)=∑x∈Sc(x,η)(f(ηx)−f(η)),Lf(\eta) = \sum_{x \in S} c(x, \eta) \big( f(\eta^x) - f(\eta) \big), where ηx\eta^x is η\eta with the coordinate at xx changed;
  2. an exclusion process with jump rates p(x,y)≥0p(x, y) \ge 0 has Lf(η)=∑x,y∈Sp(x,y) η(x)(1−η(y))(f(ηx,y)−f(η)),Lf(\eta) = \sum_{x, y \in S} p(x, y)\, \eta(x) \big(1 - \eta(y)\big) \big( f(\eta^{x,y}) - f(\eta) \big), where ηx,y\eta^{x,y} is η\eta with the coordinates at xx and yy exchanged.

Remarks

The rates must be such that this formula defines the generator of a Feller process. For a spin system it suffices that sup⁡xc(x,⋅)\sup_x c(x, \cdot) is bounded, each c(x,⋅)c(x, \cdot) is continuous, and sup⁡x∑u∈Ssup⁡η∣c(x,ηu)−c(x,η)∣<∞\sup_x \sum_{u \in S} \sup_\eta \abs{c(x, \eta^u) - c(x, \eta)} < \infty. Example: on S=ℤdS = \Z^d, the rates c(x,η)=1c(x, \eta) = 1 if η(x)=1\eta(x) = 1 and c(x,η)=λ#{y:∣y−x∣=1,η(y)=1}c(x, \eta) = \lambda \#\set{y : \abs{y - x} = 1, \eta(y) = 1} if η(x)=0\eta(x) = 0 define the contact process; they are bounded by max⁡(1,2dλ)\max(1, 2d\lambda) and depend only on the 2d+12d + 1 nearest sites. Non-example: a probabilistic cellular automaton, in which all sites update together at each discrete time step, is not of this form, since each of its transitions changes infinitely many coordinates.

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  1. Feller process concept
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Further reading

  1. Web https://en.wikipedia.org/wiki/Interacting_particle_system
About this page
TagXHXQDYAW3M
URIm2://XHXQDYAW3M
Kinddefinition
WritingW0 stub
MSC60K35, 82C22
DefinesInteracting particle system
UsesFeller process, Infinitesimal generator of a Markov process
Changed2 November 2026

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