Title of article
Existence of an infinite particle limit of stochastic ranking process
Author/Authors
Hattori، نويسنده , , Kumiko and Hattori، نويسنده , , Tetsuya، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2009
Pages
14
From page
966
To page
979
Abstract
We study a stochastic particle system which models the time evolution of the ranking of books by online bookstores (e.g., Amazon.co.jp). In this system, particles are lined in a queue. Each particle jumps at random jump times to the top of the queue, and otherwise stays in the queue, being pushed toward the tail every time another particle jumps to the top. In an infinite particle limit, the random motion of each particle between its jumps converges to a deterministic trajectory. (This trajectory is actually observed in the ranking data on web sites.) We prove that the (random) empirical distribution of this particle system converges to a deterministic space–time-dependent distribution. A core of the proof is the law of large numbers for dependent random variables.
Keywords
Stochastic ranking process , Hydrodynamic limit , Dependent random variables , Law of large numbers
Journal title
Stochastic Processes and their Applications
Serial Year
2009
Journal title
Stochastic Processes and their Applications
Record number
1578090
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