Competing particle systems evolving by interacting Lévy processes (Q655586)

Consider a system of competing particles indexed by \(i \in I\), where either \(I = \{1,\dots,N\}\) or \(I= \mathbb N\). The positions of the particles evolve on the real line \(\mathbb R\) or on the half line \([b,\infty)\) with barrier \(b \in \mathbb R\). These are called unregulated and regulated evolutions, respectively. Each particle \(i \in I\) moves according to the stochastic differential equation \[ d X^i_t = \sum_{j\in I} {\mathbf 1}_{\{ X^i_t = X^{(j)}_t\}}\delta_j dt + \sum_{j\in I} {\mathbf 1}_{\{ X^i_t = X^{(j)}_t\}}\sigma_j d W^i_t + dL^i_t + dR^i_t, \] where \(X^{(1)}_t \leq X^{(2)}_t \leq \ldots\) are the order statistics of \(X^1_t,X^2_t,\dots\), the driving processes \(W^i\), \(i \in I\), are independent standard Brownian motions, \(L^i\), \(i \in I\), are i.i.d. finite-activity pure-jump Lévy processes, and \(R^i\), \(i \in I\), are the processes that ensure that the particles do not cross the barrier \(b\) in the regulated case (in the unregulated case \(R^i\), \(i \in I\), are all equal to zero). The drifts \(\delta_i\), \(i \in I\), and the volatilities \(\sigma_i\), \(i\in I\), are constants. The object of interest in the paper is the process of gaps, defined by \[ Z = (X^{(2)}-X^{(1)},X^{(3)}-X^{(1)},\dots) \] for the unregulated evolution and by \[ Z = (X^{(1)}-b,X^{(2)}-b,\dots) \] for the regulated one. Under certain assumptions on the drifts, volatilities, and the driving Lévy processes, it is shown that when \(I\) is finite, the process \(Z\) has a unique invariant law and the law of \(Z_t\) converges to it in total variation as \(t \rightarrow \infty\) in both the unregulated and the regulated case. Additionally, when \(I = \mathbb N\), it is shown that the family \(\{Z_t : t \geq 0\}\) is tight in \(\mathbb R_+^{\mathbb N}\) for the regulated evolution.