Characterization of invariant measures at the leading edge for competing particle systems

Anastasia Ruzmaikina, Michael Aizenman

Research output: Contribution to journalArticlepeer-review

45 Scopus citations


We study systems of particles on a line which have a maximum, are locally finite and evolve with independent increments. "Quasi-stationary states" are defined as probability measures, on the σ-algebra generated by the gap variables, for which joint distribution of gaps between particles is invariant under the time evolution. Examples are provided by Poisson processes with densities of the form ρ(dx) = e -sxs dx, with s > 0, and linear superpositions of such measures. We show that, conversely, any quasi-stationary state for the independent dynamics, with an exponentially bounded integrated density of particles, corresponds to a superposition of Poisson processes with densities ρ(dx) = e -sx s dx with s > 0, restricted to the relevant σ-algebra. Among the systems for which this question is of some relevance are spin-glass models of statistical mechanics, where the point process represents the collection of the free energies of distinct "pure states," the time evolution corresponds to the addition of a spin variable and the Poisson measures described above correspond to the so-called REM states.

Original languageEnglish (US)
Pages (from-to)82-113
Number of pages32
JournalAnnals of Probability
Issue number1
StatePublished - Jan 2005

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty


  • Invariant measures
  • Large deviations
  • Poisson processes
  • REM states
  • Spin glasses
  • Stochastic processes


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