Time non-locality emerging from particle systems

Floreani Simone, University of Bonn

In this talk we will analyze the effect of 2 types of long holding times, heavy tailed and layered, in some classical continuous time interacting particle systems, the exclusion process and the inclusion process. We will show how at the hydrodynamic scale, time non-locality emerges in the form of fractional time derivatives or fractional integrals in time. Transition from Markovian to Non-Markovian dynamics will be discussed.

Area: IS13 - Non-local operators in probability (Giacomo Ascione)

Keywords: time non-local operator; fractional derivatives; interacting particle systems; exclusion process; hydrodynamic limits

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