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Modeling flocks and prices: Jumping particles with an attractive interaction

Márton Balázs, Miklós Z. Rácz, Bálint Tóth (2014)

Annales de l'I.H.P. Probabilités et statistiques

We introduce and investigate a new model of a finite number of particles jumping forward on the real line. The jump lengths are independent of everything, but the jump rate of each particle depends on the relative position of the particle compared to the center of mass of the system. The rates are higher for those left behind, and lower for those ahead of the center of mass, providing an attractive interaction keeping the particles together. We prove that in the fluid limit, as the number of particles...

Moderate deviations for a Curie–Weiss model with dynamical external field

Anselm Reichenbachs (2013)

ESAIM: Probability and Statistics

In the present paper we prove moderate deviations for a Curie–Weiss model with external magnetic field generated by a dynamical system, as introduced by Dombry and Guillotin-Plantard in [C. Dombry and N. Guillotin-Plantard, Markov Process. Related Fields 15 (2009) 1–30]. The results extend those already obtained for the Curie–Weiss model without external field by Eichelsbacher and Löwe in [P. Eichelsbacher and M. Löwe, Markov Process. Related Fields 10 (2004) 345–366]. The Curie–Weiss model with...

Multiclass Hammersley–Aldous–Diaconis process and multiclass-customer queues

Pablo A. Ferrari, James B. Martin (2009)

Annales de l'I.H.P. Probabilités et statistiques

In the Hammersley–Aldous–Diaconis process, infinitely many particles sit in ℝ and at most one particle is allowed at each position. A particle at x, whose nearest neighbor to the right is at y, jumps at rate y−x to a position uniformly distributed in the interval (x, y). The basic coupling between trajectories with different initial configuration induces a process with different classes of particles. We show that the invariant measures for the two-class process can be obtained as follows. First,...

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