Stochastic ranking process with time dependent intensities

Yuu Hariya, Kumiko Hattori, Tetsuya Hattori, Yukio Nagahata, Yuusuke Takeshima, Takahisa Kobayashi

研究成果: Article

5 引用 (Scopus)


We consider the stochastic ranking process with the jump times of the particles determined by Poisson random measures. We prove that the joint empirical distribution of scaled position and intensity measure converges almost surely in the infinite particle limit. We give an explicit formula for the limit distribution and show that the limit distribution function is a unique global classical solution to an initial value problem for a system of a first order non-linear partial differential equations with time dependent coefficients.

ジャーナルTohoku Mathematical Journal
出版物ステータスPublished - 2011 3 1

ASJC Scopus subject areas

  • Mathematics(all)

フィンガープリント Stochastic ranking process with time dependent intensities' の研究トピックを掘り下げます。これらはともに一意のフィンガープリントを構成します。

  • これを引用

    Hariya, Y., Hattori, K., Hattori, T., Nagahata, Y., Takeshima, Y., & Kobayashi, T. (2011). Stochastic ranking process with time dependent intensities. Tohoku Mathematical Journal, 63(1), 77-111.