Concentration of measure for Brownian particle systems interacting through their ranks (Q2511556)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Concentration of measure for Brownian particle systems interacting through their ranks |
scientific article |
Statements
Concentration of measure for Brownian particle systems interacting through their ranks (English)
0 references
6 August 2014
0 references
Brownian particle systems
0 references
concentration of measure
0 references
transportation cost inequalities
0 references
Skorokhod maps
0 references
stochastic portfolio theory
0 references
Atlas model
0 references
0 references
0 references
0 references
0 references
0 references
