Equilibrium fluctuation of the Atlas model

DOI10.1214/16-AOP1171zbMath1386.60281arXiv1503.03581OpenAlexW2963889696MaRDI QIDQ682273

Li-Cheng Tsai, Amir Dembo

Publication date: 14 February 2018

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

Full work available at URL: https://arxiv.org/abs/1503.03581

zbMATH Keywords

fractional Brownian motionstochastic heat equationinteracting particlesreflected Brownian motionequilibrium fluctuation

Mathematics Subject Classification ID

Interacting particle systems in time-dependent statistical mechanics (82C22) Brownian motion (60J65) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (17)

Domains of attraction of invariant distributions of the infinite atlas model ⋮ A note on transportation cost inequalities for diffusions with reflections ⋮ Optimal surviving strategy for drifted Brownian motions with absorption ⋮ The inert drift atlas model ⋮ Dimension-free local convergence and perturbations for reflected Brownian motions ⋮ Long time behaviour and mean-field limit of Atlas models ⋮ Permutation-weighted portfolios and the efficiency of commodity futures markets ⋮ Zipf’s law for atlas models ⋮ Comparison techniques for competing Brownian particles ⋮ SPECTRWM: Spectral Random Walk Method for the Numerical Solution of Stochastic Partial Differential Equations ⋮ Stationary distributions of the Atlas model ⋮ A note on jump Atlas models ⋮ Edwards-Wilkinson fluctuations in the Howitt-Warren flows ⋮ Dynamics of observables in rank-based models and performance of functionally generated portfolios ⋮ Information Geometry in Portfolio Theory ⋮ The infinite Atlas process: convergence to equilibrium ⋮ Rank dependent branching-selection particle systems

This page was built for publication: Equilibrium fluctuation of the Atlas model