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math.PR2016
Yet Another Condition for Absence of Collisions for Competing Brownian Particles
Tomoyuki Ichiba, Andrey Sarantsev
Consider a finite system of rank-based competing Brownian particles, where the drift and diffusion of each particle depend only on its current rank relative to other particles. We…
math.PR2016
Stationary Gap Distributions for Infinite Systems of Competing Brownian Particles
Andrey Sarantsev, Li-Cheng Tsai
Consider the infinite Atlas model: a semi-infinite collection of particles driven by independent standard Brownian motions with zero drifts, except for the bottom-ranked particle w…