A phase transition behavior for Brownian motions interacting through their ranks

Probability Theory and Related Fields

Volumn 147, Issue 1, 2010, Pages 123-159

  Chatterjee, Sourav ^a   Pal, Soumik ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b Department of Obstetrics Gynecology   (United States)

Author keywords

Atlas model; Interacting diffusions; McKean Vlasov; Phase transition; Poisson Dirichlet; Rank dependent processes

Indexed keywords

EID: 76949097014     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00440-009-0203-0     Document Type: Article

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