Domains of attraction of invariant distributions of the infinite atlas model

DOI10.1214/22-AOP1570zbMATH Open1489.60131arXiv2103.10508OpenAlexW3138679813MaRDI QIDQ2139109FDOQ2139109

Amarjit Budhiraja, Sayan Banerjee

Publication date: 17 May 2022

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

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.

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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• High-Dimensional Statistics
• Reflected Brownian motion on an orthant
• Probability theory. A comprehensive course
• On Strassen's theorem on stochastic domination
• Brownian models of open queueing networks with homogeneous customer populations^∗
• Uniqueness for diffusions with piecewise constant coefficients
• Strong solutions of stochastic equations with rank-based coefficients
• One-dimensional Brownian particle systems with rank-dependent drifts
• Triple and simultaneous collisions of competing Brownian particles
• Stochastic Portfolio Theory: an Overview
• Systems of Brownian particles with asymmetric collisions
• On collisions of Brownian particles
• Propagation of chaos and Poincaré inequalities for a system of particles interacting through their CDF
• Large deviations for diffusions interacting through their ranks
• Long time asymptotics for constrained diffusions in polyhedral domains
• Stability and structural properties of stochastic storage networks
• Multidimensional reflected Brownian motions having exponential stationary distributions
• Yet another condition for absence of collisions for competing Brownian particles
• Equilibrium fluctuation of the Atlas model
• Optimal surviving strategy for drifted Brownian motions with absorption
• Infinite systems of competing Brownian particles
• Brownian Particles with Rank‐Dependent Drifts: Out‐of‐Equilibrium Behavior
• Stationary gap distributions for infinite systems of competing Brownian particles
• Stationary distributions of the Atlas model
• The infinite Atlas process: convergence to equilibrium
• Parameter and dimension dependence of convergence rates to stationarity for reflecting Brownian motions

Cited In (5)

• The inert drift 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

This page was built for publication: Domains of attraction of invariant distributions of the infinite atlas model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2139109)