Infinite systems of competing Brownian particles

DOI10.1214/16-AIHP791zbMath1382.60123arXiv1403.4229OpenAlexW2963337283MaRDI QIDQ1700414

Andrey Sarantsev

Publication date: 5 March 2018

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1403.4229

zbMATH Keywords

weak convergencestationary distributioninteracting particle systemsreflected Brownian motioncompeting Brownian particlesstochastic comparisontriple collisionsasymmetric collisions

Mathematics Subject Classification ID

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) Auctions, bargaining, bidding and selling, and other market models (91B26)

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 ⋮ Hydrodynamic limit and propagation of chaos for Brownian particles reflecting from a Newtonian barrier ⋮ Green's functions with oblique Neumann boundary conditions in the quadrant ⋮ Two-Sided Infinite Systems of Competing Brownian Particles ⋮ The inert drift atlas model ⋮ Dimension-free local convergence and perturbations for reflected Brownian motions ⋮ Dynamics of finite inhomogeneous particle systems with exclusion interaction ⋮ Long time behaviour and mean-field limit of Atlas models ⋮ Comparison techniques for competing Brownian particles ⋮ Stationary distributions of the Atlas model ⋮ Exponential ergodicity and convergence for generalized reflected Brownian motion ⋮ A note on jump Atlas models ⋮ Penalty method for obliquely reflected diffusions ⋮ The infinite Atlas process: convergence to equilibrium ⋮ Explicit Rates of Exponential Convergence for Reflected Jump-Diffusions on the Half-Line

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