Two-Sided Infinite Systems of Competing Brownian Particles
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Publication:4578056
DOI10.1051/ps/2017013zbMath1393.60085arXiv1509.01859OpenAlexW2964272837MaRDI QIDQ4578056
Publication date: 7 August 2018
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1509.01859
weak convergencestationary distributioninteracting particle systemsstochastic dominationcompeting Brownian particlesnamed particlesranked particlesgap process
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) Local time and additive functionals (60J55)
Related Items (6)
A note on transportation cost inequalities for diffusions with reflections ⋮ Dimension-free local convergence and perturbations for reflected Brownian motions ⋮ Infinite systems of competing Brownian particles ⋮ Comparison techniques for competing Brownian particles ⋮ Stationary distributions of the Atlas model ⋮ The infinite Atlas process: convergence to equilibrium
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