Stationary gap distributions for infinite systems of competing Brownian particles

DOI10.1214/17-EJP78zbMath1368.60103arXiv1608.00628OpenAlexW2963256789MaRDI QIDQ2362563

Andrey Sarantsev, Li-Cheng Tsai

Publication date: 10 July 2017

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

Full work available at URL: https://arxiv.org/abs/1608.00628

zbMATH Keywords

stationary distributioncompeting Brownian particlesgap processinfinite atlas model

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60)

Related Items (10)

Domains of attraction of invariant distributions of the infinite atlas model ⋮ Two-Sided Infinite Systems of Competing Brownian Particles ⋮ The inert drift atlas model ⋮ Dimension-free local convergence and perturbations for reflected Brownian motions ⋮ Infinite systems of competing Brownian particles ⋮ Long time behaviour and mean-field limit of Atlas models ⋮ Stationary distributions of the Atlas model ⋮ A note on jump Atlas models ⋮ Dynamics of observables in rank-based models and performance of functionally generated portfolios ⋮ The infinite Atlas process: convergence to equilibrium

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