Mixture classification conjecture for stationary gap distributions

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Let (gn)n≥1(g_n)_{n\geq 1} be drift parameters satisfying the conditions

g‾k>g‾Njfor k=1,…,Nj−1,j≥1,\overline{g}_{k}>\overline{g}_{N_j}\quad\text{for }k=1,\ldots,N_j-1,\quad j\geq 1,

for some N1<N2<⋯→∞N_1<N_2<\cdots\to\infty, together with the condition. For each a∈R+a\in\mathbb{R}_+, let πa\pi_a denote the corresponding stationary gap distribution. A probability measure ρ\rho on R+\mathbb{R}_+ defines the mixture

πρ(⋅)=∫R+πa(⋅) ρ(da).\pi_{\rho}(\mathord{\cdot})=\int_{\mathbb{R}_+}\pi_a(\mathord{\cdot})\,\rho(\mathrm{d}a).

Mixture classification conjecture. Under these conditions, every stationary gap distribution of an infinite system of competing Brownian particles is equal to πρ\pi_\rho for some probability measure ρ\rho on R+\mathbb{R}_+. The conjecture would classify all stationary gap distributions as mixtures of the family (πa)a∈R+(\pi_a)_{a\in\mathbb{R}_+}.

References

Primary source

Andrey Sarantsev and Li-Cheng Tsai, “Stationary Gap Distributions for Infinite Systems of Competing Brownian Particles”, arXiv:1608.00628 (2017).

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