Competing particle systems evolving by I.I.D. Increments

Mykhaylo Shkolnikov

Research output: Contribution to journalArticlepeer-review

11 Scopus citations

Abstract

We consider competing particle systems in Rd , i.e. random locally finite upper bounded configurations of points in Rd evolving in discrete time steps. In each step i.i.d. increments are added to the particles independently of the initial configuration and the previous steps. Ruzmaikina and Aizenman characterized quasi-stationary measures of such an evolution, i.e. point processes for which the joint distribution of the gaps between the particles is invariant under the evolution, in case d = 1 and restricting to increments having a density and an everywhere finite moment generating function. We prove corresponding versions of their theorem in dimension d = 1 for heavy-tailed increments in the domain of attraction of a stable law and in dimension d ≥ 1 for lattice type increments with an everywhere finite moment generating function. In all cases we only assume that under the initial configuration no two particles are located at the same point. In addition, we analyze the attractivity of quasi-stationary Poisson point processes in the space of all Poisson point processes with almost surely infinite, locally finite and upper bounded configurations.

Original languageEnglish (US)
Pages (from-to)728-751
Number of pages24
JournalElectronic Journal of Probability
Volume14
DOIs
StatePublished - Jan 1 2009
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Keywords

  • Competing particle systems
  • Evolutions of point processes
  • Large deviations
  • Poisson processes
  • Spin glasses

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