Dynamics of Large Rank-Based Systems of Interacting Diffusions
We study systems of n dimensional diffusions whose drift and dispersion coefficients depend only on the relative ranking of the processes. We consider the question of how long it takes for a particle to go from one rank to another. It is argued that as n gets large, the distribution of particles sat...
| Main Author: | |
|---|---|
| Language: | English |
| Published: |
2016
|
| Subjects: | |
| Online Access: | https://doi.org/10.7916/D80G3K1G |