Tagged particle dynamics in stochastic ranking process

Abstract

We consider a stochastic ranking process, which is a mathematical model of the ranking in the web page of online bookstores or posting web pages. We give a scaling limit of tagged particle dynamics. In this limit the scaled tagged particles jumps to the top of the list when its own Poisson clock rings and moves deterministically along a curve otherwise. This curve is characteristic curve of a system of quasi linear PDE, which is mentioned in [11, 14]. We also give a scaling limit of multi-tagged particle dynamics, in which the motion of the particles are independent.