• 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