Conjecture on stationary distributions of the centered particle system

Let fn(,t)f^n(\cdot,t) denote the empirical distribution of the locations of an nn-particle stochastic system, and let fn(,t)f^n_*(\cdot,t) be its recentered version whose median is at 00. Assume the finite-moment condition and the positive-density condition on the jump-size distribution. Let fn(,)f^n_*(\cdot,\infty) be a random value of fn(,t)f^n_*(\cdot,t) in the stationary regime, and let ϕ()\phi(\cdot) be the unique traveling-wave shape, centered to have median at 00. Stationary-distribution convergence conjecture. As nn\to\infty, fn(,)f^n_*(\cdot,\infty) concentrates at ϕ()\phi(\cdot), namely

fn(,)ϕ()P0.\\|f^n_*(\cdot,\infty)-\phi(\cdot)\\|\stackrel{P}{\rightarrow}0.

For each fixed nn, the recentered particle system is stated to have a unique stationary distribution, while the mean-field model has a unique traveling shape up to translation. The conjecture asserts that the stationary finite-particle system converges to this deterministic traveling shape in the large-population limit; this is suggested by the convergence from the particle system to the mean-field model and from the mean-field model to the traveling wave.

Sources & referencesView supporting material

Primary source

Alexander Stolyar, “Large-scale behavior of a particle system with mean-field interaction: Traveling wave solutions”, arXiv:2004.00177 (2022).

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