A phase transition behavior for Brownian motions interacting through their ranks (Q2380764)
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scientific article; zbMATH DE number 5691945
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A phase transition behavior for Brownian motions interacting through their ranks |
scientific article; zbMATH DE number 5691945 |
Statements
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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0.7845945358276367
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0.7567738890647888
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0.7368016242980957
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0.7206663489341736
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0.716306209564209
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