A phase transition behavior for Brownian motions interacting through their ranks (Q2380764)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A phase transition behavior for Brownian motions interacting through their ranks |
scientific article |
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A phase transition behavior for Brownian motions interacting through their ranks (English)
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12 April 2010
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rescaled point process
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models of equity markets
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`continuity at the edge' condition
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asymptotic computations
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Poisson-Dirichlet law
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