Chaoticity of the stationary distribution of rank-based interacting diffusions
DOI10.1214/ECP.v20-4063zbMath1333.60209arXiv1408.4103MaRDI QIDQ894486
Publication date: 1 December 2015
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1408.4103
stationary distributionWasserstein distancechaoticitynonlinear diffusion processrank-based interacting diffusions
Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60)
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