Equilibrium fluctuation of the Atlas model (Q682273)

The authors summarize the contents of this paper in the abstract of the paper as follows: ``We study the fluctuation of the Atlas model, where a unit drift is assigned to the lowest ranked particle among a semi-infinite (\(\mathbb Z+\)-indexed) system of otherwise independent Brownian particles, initiated according to a Poisson point process on \(\mathbb R+\). In this context, we show that the joint law of ranked particles, after being centered and scaled by \(t-14\), converges as \(t\to\infty\) to the Gaussian field corresponding to the solution of the Additive Stochastic Heat Equation (ASHE) on \(\mathbb R+\) with the Neumann boundary condition at zero. This allows us to express the asymptotic fluctuation of the lowest ranked particle in terms of a fractional Brownian Motion (fBM). In particular, we prove a conjecture of \textit{S. Pal} and \textit{J. Pitman} [Ann. Appl. Probab. 18, No. 6, 2179--2207 (2008; Zbl 1166.60061)] about the asymptotic Gaussian fluctuation of the ranked particles.''