Stationary distributions of the Atlas model

Abstract: In this article we study the Atlas model, which constitutes of Brownian particles on

m a t h b b R

, independent except that the Atlas (i.e., lowest ranked) particle

X_{(1)} (t)

receive drift

g a m m a d t

,

g a m m a i n m a t h b b R

. For any fixed shape parameter

a > 2 g a m m a_{-}

, we show that, up to a shift

f r a c a 2 t

, the entire particle system has an invariant distribution

u_{a}

, written in terms an explicit Radon-Nikodym derivative with respect to the Poisson point process of density

a e^{a x i} d x i

. We further show that

u_{a}

indeed has the product-of-exponential gap distribution

p i_{a}

derived in Sarantsev and Tsai (2016). As a simple application, we establish a bound on the fluctuation of the Atlas particle

X_{(1)} (t)

uniformly in

t

, with the gaps initiated from

p i_{a}

and

X_{(1)} (0) = 0

.

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