Domains of attraction of invariant distributions of the infinite atlas model

DOI10.1214/22-AOP1570MaRDI QIDQ2139109zbMATH OpenOpenAlexFDO

Authors Sayan Banerjee, Amarjit Budhiraja

Publication date 17 May 2022

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2103.10508

zbMATH Keywords

ergodicitylocal timeinteracting diffusionsatlas modelinfinite dimensional diffusionssynchronous couplingstime averaged occupancy measures

Mathematics Subject Classification ID

Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Brownian motion (60J65) Local time and additive functionals (60J55) Interacting particle systems in time-dependent statistical mechanics (82C22)

Abstract: The infinite Atlas model describes a countable system of competing Brownian particles where the lowest particle gets a unit upward drift and the rest evolve as standard Brownian motions. The stochastic process of gaps between the particles in the infinite Atlas model does not have a unique stationary distribution and in fact for every $age0$, $$ is a stationary measure for the gap process. We say that an initial distribution of gaps is in the weak domain of attraction of the stationary measure $p{i}_a$ if the time averaged laws of the stochastic process of the gaps, when initialized using that distribution, converge to $p{i}_a$ weakly in the large time limit. We provide general sufficient conditions on the initial gap distribution of the Atlas particles for it to lie in the weak domain of attraction of $p{i}_a$ for each $age0$. The cases $a=0$ and $a>0$ are qualitatively different as is seen from the analysis and the sufficient conditions that we provide. Proofs are based on the analysis of synchronous couplings, namely, couplings of the ranked particle systems started from different initial configurations, but driven using the same set of Brownian motions.

Recommendations

• Stationary distributions of the Atlas model
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Cited in

(8)

• Stationary gap distributions for infinite systems of competing Brownian particles
• The inert drift atlas model
• Stationary distributions of the Atlas model
• Dimension-free local convergence and perturbations for reflected Brownian motions
• Extremal invariant distributions of infinite Brownian particle systems with rank dependent drifts
• High moments of the SHE in the clustering regimes
• Long-time behavior of finite and infinite dimensional reflected Brownian motions
• The infinite Atlas process: convergence to equilibrium

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