抜粋
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.
| 元の言語 | English |
|---|---|
| ページ（範囲） | 77-111 |
| ページ数 | 35 |
| ジャーナル | Tohoku Mathematical Journal |
| 巻 | 63 |
| 発行部数 | 1 |
| DOI | |
| 出版物ステータス | Published - 2011 3 1 |
ASJC Scopus subject areas
- Mathematics(all)
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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. https://doi.org/10.2748/tmj/1303219937