Stochastic ranking process with time dependent intensities

DOI10.2748/TMJ/1303219937zbMATH Open1218.60087arXiv1010.5045OpenAlexW2105654278MaRDI QIDQ542907FDOQ542907

Authors: Yuu Hariya, Kumiko Hattori, Tetsuya Hattori, Yukio Nagahata, Yuusuke Takeshima, Takahisa Kobayashi 

Publication date: 20 June 2011

Published in: Tôhoku Mathematical Journal. Second Series (Search for Journal in Brave)

Abstract: We consider the stochastic ranking process with the jump times of the particles determined by Poisson random measures. We prove that the joint empirical distribution of scaled position and intensity measure converges almost surely in the infinite particle limit. We give an explicit formula for the limit distribution and show that the limit distribution function is a unique global classical solution to an initial value problem for a system of a first order non-linear partial differential equations with time dependent coefficients.

Full work available at URL: https://arxiv.org/abs/1010.5045

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zbMATH Keywords

Poisson random measurehydrodynamic limitstochastic ranking processinviscid Burgers equation with evaporationleast-recently-used cachingmove-to-front rules

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Solutions to PDEs in closed form (35C05) Interacting particle systems in time-dependent statistical mechanics (82C22)

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Cited In (12)

• Large rank-based models with common noise
• Ranking-based rich-get-richer processes
• Consistent co‐trending rank selection when both stochastic and non‐linear deterministic trends are present
• Existence of an infinite particle limit of stochastic ranking process
• Functional central limit theorem for tagged particle dynamics in stochastic ranking process with space-time dependent intensities
• Stochastic ranking process with space-time dependent intensities
• Stochastic ranking process and web ranking numbers
• Cancellation of fluctuation in stochastic ranking process with space-time dependent intensities
• Ranking Decision Making Unit with Stochastic Data Using Jam Model
• Functional central limit theorem for tagged particle dynamics in stochastic ranking process
• Tagged particle dynamics in stochastic ranking process
• Time-Aware Authority Ranking

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