Concentration of measure for Brownian particle systems interacting through their ranks (Q2511556): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Concentration of measure for Brownian particle systems interacting through their ranks |
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Concentration of measure for Brownian particle systems interacting through their ranks (English)
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6 August 2014
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Brownian particle systems
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concentration of measure
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transportation cost inequalities
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Skorokhod maps
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stochastic portfolio theory
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Atlas model
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