The Annals of Probability

Characterization of invariant measures at the leading edge for competing particle systems

Anastasia Ruzmaikina and Michael Aizenman

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Abstract

We study systems of particles on a line which have a maximum, are locally finite and evolve with independent increments. “Quasi-stationary states” are defined as probability measures, on the σ-algebra generated by the gap variables, for which joint distribution of gaps between particles is invariant under the time evolution. Examples are provided by Poisson processes with densities of the form ρ(dx)=esxsdx, with s>0, and linear superpositions of such measures. We show that, conversely, any quasi-stationary state for the independent dynamics, with an exponentially bounded integrated density of particles, corresponds to a superposition of Poisson processes with densities ρ(dx)=esxsdx with s>0, restricted to the relevant σ-algebra. Among the systems for which this question is of some relevance are spin-glass models of statistical mechanics, where the point process represents the collection of the free energies of distinct “pure states,” the time evolution corresponds to the addition of a spin variable and the Poisson measures described above correspond to the so-called REM states.

Article information

Source
Ann. Probab., Volume 33, Number 1 (2005), 82-113.

Dates
First available in Project Euclid: 11 February 2005

Permanent link to this document
https://projecteuclid.org/euclid.aop/1108141721

Digital Object Identifier
doi:10.1214/009117904000000865

Mathematical Reviews number (MathSciNet)
MR2118860

Zentralblatt MATH identifier
1096.60042

Subjects
Primary: 60G70: Extreme value theory; extremal processes 60G55: Point processes 62P35: Applications to physics

Keywords
Stochastic processes Poisson processes invariant measures large deviations spin glasses REM states

Citation

Ruzmaikina, Anastasia; Aizenman, Michael. Characterization of invariant measures at the leading edge for competing particle systems. Ann. Probab. 33 (2005), no. 1, 82--113. doi:10.1214/009117904000000865. https://projecteuclid.org/euclid.aop/1108141721


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