Concentration of measure for Brownian particle systems interacting through their ranks (Q2511556): Difference between revisions

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+On the structure of quasi-stationary competing particle systems
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+Atlas models of equity markets
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+Local times of ranked continuous semimartingales
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+A phase transition behavior for Brownian motions interacting through their ranks
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+A combinatorial analysis of interacting diffusions
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+Information inequalities and concentration of measure
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+Transportation approach to some concentration inequalities in product spaces
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+Transportation cost-information inequalities and applications to random dynamical systems and diffusions.
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+On lipschitz continuity of the solution mapping to the skorokhod problem, with applications
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+Convex duality and the Skorokhod problem. I
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+Convex duality and the Skorokhod problem. II
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+Q4531968
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+Reflected Brownian motion on an orthant
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+On collisions of Brownian particles
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+Hybrid Atlas models
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+Propagation of chaos and Poincaré inequalities for a system of particles interacting through their CDF
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+Q2756809
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+Bounding \(\bar d\)-distance by informational divergence: A method to prove measure concentration
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+The advantage of capitalism vs. socialism depends on the criterion
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+Concentration for multidimensional diffusions and their boundary local times
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+One-dimensional Brownian particle systems with rank-dependent drifts
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+Q4226355
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+Characterization of invariant measures at the leading edge for competing particle systems
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+Competing particle systems evolving by I.I.D. Increments
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+Competing particle systems evolving by interacting Lévy processes
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+Large systems of diffusions interacting through their ranks
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+A new look at independence
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+Transportation cost for Gaussian and other product measures
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