Stochastic ranking process with time dependent intensities

Yuu Hariya, Kumiko Hattori, Tetsuya Hattori, Yukio Nagahata, Yuusuke Takeshima, Takahisa Kobayashi

Research output: Contribution to journalArticlepeer-review

6 Citations (Scopus)


We consider the stochastic ranking process with the jump times of the particles determined by Poisson random measures. We prove that the joint empirical distribution of scaled position and intensity measure converges almost surely in the infinite particle limit. We give an explicit formula for the limit distribution and show that the limit distribution function is a unique global classical solution to an initial value problem for a system of a first order non-linear partial differential equations with time dependent coefficients.

Original languageEnglish
Pages (from-to)77-111
Number of pages35
JournalTohoku Mathematical Journal
Issue number1
Publication statusPublished - 2011 Mar
Externally publishedYes


  • Hydrody-namic limit
  • Inviscid Burgers equation with evaporation
  • Least-recently-used caching
  • Move-to-front rules
  • Poisson random measure
  • Stochastic ranking process

ASJC Scopus subject areas

  • Mathematics(all)


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