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December 2011 Archimedes’ principle for Brownian liquid
Krzysztof Burdzy, Zhen-Qing Chen, Soumik Pal
Ann. Appl. Probab. 21(6): 2053-2074 (December 2011). DOI: 10.1214/11-AAP765

Abstract

We consider a family of hard core objects moving as independent Brownian motions confined to a vessel by reflection. These are subject to gravitational forces modeled by drifts. The stationary distribution for the process has many interesting implications, including an illustration of the Archimedes’ principle. The analysis rests on constructing reflecting Brownian motion with drift in a general open connected domain and studying its stationary distribution. In dimension two we utilize known results about sphere packing.

Citation

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Krzysztof Burdzy. Zhen-Qing Chen. Soumik Pal. "Archimedes’ principle for Brownian liquid." Ann. Appl. Probab. 21 (6) 2053 - 2074, December 2011. https://doi.org/10.1214/11-AAP765

Information

Published: December 2011
First available in Project Euclid: 23 November 2011

zbMATH: 1241.60041
MathSciNet: MR2895409
Digital Object Identifier: 10.1214/11-AAP765

Subjects:
Primary: 60J65 , 60K35

Keywords: Archimedes’ principle , centrifuge effect , reflecting Brownian motion with drift , sphere packing , stationary distribution , surface of liquid

Rights: Copyright © 2011 Institute of Mathematical Statistics

Vol.21 • No. 6 • December 2011
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