A phase transition behavior for Brownian motions interacting through their ranks (Q2380764)

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A phase transition behavior for Brownian motions interacting through their ranks
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    A phase transition behavior for Brownian motions interacting through their ranks (English)
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    12 April 2010
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    rescaled point process
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    models of equity markets
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    `continuity at the edge' condition
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    asymptotic computations
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    Poisson-Dirichlet law
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