Stationary distributions of the Atlas model

DOI10.1214/18-ECP112zbMath1391.60199arXiv1702.02043MaRDI QIDQ1748558

Li-Cheng Tsai

Publication date: 11 May 2018

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1702.02043

zbMATH Keywords

stationaryAtlas modelrank-based diffusion

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Related Items (5)

Domains of attraction of invariant distributions of the infinite atlas model ⋮ The inert drift atlas model ⋮ Dynamics of finite inhomogeneous particle systems with exclusion interaction ⋮ A note on jump Atlas models ⋮ The infinite Atlas process: convergence to equilibrium

Cites Work

• Unnamed Item
• Unnamed Item
• Hybrid Atlas models
• Competing particle systems evolving by interacting Lévy processes
• Equilibrium fluctuation of the Atlas model
• The Sherrington-Kirkpatrick model: an overview
• Optimal surviving strategy for drifted Brownian motions with absorption
• Infinite systems of competing Brownian particles
• Strong solutions of stochastic equations with rank-based coefficients
• Stationary gap distributions for infinite systems of competing Brownian particles
• One-dimensional Brownian particle systems with rank-dependent drifts
• Atlas models of equity markets
• Multidimensional diffusion processes.
• Stochastic Portfolio Theory: an Overview
• Random invariant measures for Markov chains, and independent particle systems
• Two-Sided Infinite Systems of Competing Brownian Particles
• On the theory of order statistics

This page was built for publication: Stationary distributions of the Atlas model