Competing particle systems evolving by I.I.D. Increments

DOI10.1214/EJP.v14-635zbMath1190.60039MaRDI QIDQ1039121

Mykhaylo Shkolnikov

Publication date: 20 November 2009

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/227479

zbMATH Keywords

large deviationsPoisson processesSpin glassescompeting particle systemsevolutions of point processes

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Interacting particle systems in time-dependent statistical mechanics (82C22) Other physical applications of random processes (60K40) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (10)

Stationary systems of Gaussian processes ⋮ Concentration for multidimensional diffusions and their boundary local times ⋮ Large systems of diffusions interacting through their ranks ⋮ Long time behaviour and mean-field limit of Atlas models ⋮ Convergence rates for rank-based models with applications to portfolio theory ⋮ About thinning invariant partition structures ⋮ Competing particle systems evolving by interacting Lévy processes ⋮ Modeling flocks and prices: jumping particles with an attractive interaction ⋮ Concentration of measure for Brownian particle systems interacting through their ranks ⋮ The infinite Atlas process: convergence to equilibrium

This page was built for publication: Competing particle systems evolving by I.I.D. Increments