The infinite Atlas process: convergence to equilibrium

DOI10.1214/17-AIHP875zbMath1466.60203arXiv1709.04085OpenAlexW3099464203WikidataQ127871118 ScholiaQ127871118MaRDI QIDQ2320377

Stefano Olla, Amir Dembo, Milton D. Jara

Publication date: 22 August 2019

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/1709.04085

zbMATH Keywords

reflecting Brownian motionsinteracting particlesinfinite Atlas processnon-equilibrium hydrodynamics

Mathematics Subject Classification ID

Interacting particle systems in time-dependent statistical mechanics (82C22) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17)

Related Items (7)

Domains of attraction of invariant distributions of the infinite atlas model ⋮ The inert drift atlas model ⋮ Dimension-free local convergence and perturbations for reflected Brownian motions ⋮ Permutation-weighted portfolios and the efficiency of commodity futures markets ⋮ Zipf’s law for atlas models ⋮ Dynamics of observables in rank-based models and performance of functionally generated portfolios ⋮ Rank dependent branching-selection particle systems

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