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Electronic Communications in Probability
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Electronic Communications in Probability
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Stationary distributions of the Atlas model

Authors: Tsai, Li-Cheng;

Stationary distributions of the Atlas model

Abstract

In this article we study the Atlas model, which constitutes of Brownian particles on $ \mathbb{R} $, independent except that the Atlas (i.e., lowest ranked) particle $ X_{(1)}(t) $ receive drift $ ��dt $, $ ��\in\mathbb{R} $. For any fixed shape parameter $ a>2��_- $, we show that, up to a shift $ \frac{a}{2}t $, the entire particle system has an invariant distribution $ ��_a $, written in terms an explicit Radon-Nikodym derivative with respect to the Poisson point process of density $ a e^{a��} d��$. We further show that $ ��_a $ indeed has the product-of-exponential gap distribution $ ��_a $ derived in Sarantsev and Tsai (2016). As a simple application, we establish a bound on the fluctuation of the Atlas particle $ X_{(1)}(t) $ uniformly in $ t $, with the gaps initiated from $ ��_a $ and $ X_{(1)}(0)=0 $.

10 pages; 0 figure; Updated to match the published version

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Keywords

Atlas model, stationary, rank-based diffusion, Probability (math.PR), FOS: Mathematics, 60H10, Diffusion processes, Mathematics - Probability, 60J60, Stochastic ordinary differential equations (aspects of stochastic analysis)

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
5
Average
Average
Average
Green
gold
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