Export citation

Export citation

Choose format for download:

Download Citation
  • Editors' Suggestion
  • Access by Xinjiang University

Universality of order statistics for Brownian reshuffling

Zdzislaw Burda1,*, Mario Kieburg2,†, and Tomasz Maciocha1,‡

  • 1Faculty of Physics and Applied Computer Science, al. Mickiewicza 30, AGH University, 30-059 Kraków, Poland
  • 2School of Mathematics and Statistics, University of Melbourne, 813 Swanston Street, Parkville, Melbourne, Victoria 3010, Australia

  • *Contact author: zdzislaw.burda@agh.edu.pl
  • Contact author: m.kieburg@unimelb.edu.au
  • Contact author: tomasz.maciocha@agh.edu.pl

Phys. Rev. E 114, 014130 – Published 16 July, 2026

DOI: https://doi.org/10.1103/q2jj-5flv

Abstract

We discuss the order statistics of the particle positions of a gas of N identical independent particles performing Brownian motion in one dimension in a potential that asymptotically behaves like V(x)xγ for x+, with a positive power γ>0. We show that in the stationary state, the order statistics that describe how the leaders are reshuffled are universal and independent of γ. What depends on γ is the timescale of the leaders' reshuffling, which scales as a power of the logarithm of the population size: t(lnN)2(1γ)γτ, where τ is of order one. We derive the probability that the particle which has the k-th largest value of x at some time t1 will have the j-th largest value at time t2=t1+t in the form of an explicit expression for the generating function for the reshuffling probabilities for all k1 and j1. The generating function, expressed in scaled time τ, is independent of γ. In particular, we show that the average percentage overlap coefficient of leader lists takes the universal, γ-independent form erfc(τ) for long lists.

Physics Subject Headings (PhySH)

Article Text

References (43)

  1. M. Alvo and P. L. H. Yu, Statistical Methods for Ranking Data (Springer, Heidelberg, 2014).
  2. J. Galambos, The Asymptotic Theory of Extreme Order Statistics (R. E. Krieger Publishing. Co., Malabar, Florida, 1987).
  3. H. N. Nagaraja and H. A. David, Order Statistics, 3rd ed. (Wiley, New Jersey, 2003).
  4. S. N. Majumdar and G. Schehr, Statistics of Extremes and Records in Random Sequences (Oxford Graduate Texts, Oxford, 2024).
  5. S. N. Majumdar, A. Pal, and G. Schehr, Extreme value statistics of correlated random variables: A pedagogical review, Phys. Rep. 840, 1 (2020).
  6. D. Brockington and J. Warren, At the edge of a cloud of Brownian particles, arXiv:2208.11952.
  7. J. B. Hass, A. N. Carroll-Godfrey, E. I. Corwin, and I. Z. Corwin, Anomalous fluctuations of extremes in many-particle diffusion, Phys. Rev. E 107, L022101 (2023).
  8. J. B. Hass, I. Corwin, and E. I. Corwin, First-passage time for many-particle diffusion in space-time random environments, Phys. Rev. E 109, 054101 (2024).
  9. S. Das, H. Drillick, and S. Parekh, KPZ equation limit of sticky Brownian motion, J. Funct. Anal. 287, 110609 (2024).
  10. B. Landon and T. Xian, Edge homogenization of Dyson Brownian motion and applications, arXiv:2509.14192.
  11. H. A. Orr, The distribution of fitness effects among beneficial mutations, Genetics 163, 1519 (2003).
  12. K. Jain and J. Krug, Evolutionary trajectories in rugged fitness landscapes, J. Stat. Mech. (2005) P04008.
  13. I. Bena and S. N. Majumdar, Universal extremal statistics in a freely expanding Jepsen gas, Phys. Rev. E 75, 051103 (2007).
  14. P. Joyce, D. R. Rokyta, C. J. Beisel, and H. A. Orr, A general extreme value theory model for the adaptation of DNA sequences under strong selection and weak mutation, Genetics 180, 1627 (2008).
  15. D. Ben-Avraham, S. N. Majumdar, and S. Redner, A toy model of the rat race, J. Stat. Mech. (2007) L04002.
  16. P. Le Doussal, Dynamics at the edge for independent diffusing particles Phys. Rev. E 109, 024101 (2024).
  17. S. N. Majumdar and G. Schehr, Decorrelation of a leader by an increasing number of followers, Phys. Rev. E 110, 044111 (2024).
  18. Z. Burda and M. Kieburg, Top rank statistics for Brownian reshuffling, Phys. Rev. E 112, 014114 (2025).
  19. N. Blumm, G. Ghoshal, Z. Forró, M. Schich, G. Bianconi, J.-P. Bouchaud, and A.-L. Barabási, Dynamics of ranking processes in complex systems, Phys. Rev. Lett. 109, 128701 (2012).
  20. Z. Burda, M. J. Krawczyk, K. Malarz, and M. Snarska, Wealth rheology, Entropy 23, 842 (2021).
  21. G. Iñiguez, C. Pineda, C. Gershenson, and A.-L. Barabási, Dynamics of ranking, Nat. Commun. 13, 1646 (2022).
  22. M. Wołoszyn and K. Kułakowski, Status achieved in an organization—Rank dynamics, Physica A 610, 128402 (2023).
  23. F. De Domenico, F. Caccioli, G. Livan, G. Montagna, and O. Nicrosini, Imitation versus serendipity in ranking dynamics, R. Soc. Open Sci. 11, 240177 (2024).
  24. M. Krawczyk and K. Malarz, Is journal prestige indicator equivalent of money for humans? Chaos 34, 073122 (2024).
  25. P. Dong, R. Han, B. Jiang, and Y. Xu, Statistical ranking with dynamic covariates, J. R. Stat. Soc. B 88, 221 (2026).
  26. D. S. Dean, P. Le Doussal, S. N. Majumdar, and G. Schehr, Statistics of the maximal distance and momentum in a trapped Fermi gas at low temperature, J. Stat. Mech. (2017) 063301.
  27. M. R. Evans and S. N. Majumdar, Condensation and extreme value statistics, J. Stat. Mech. (2008) P05004.
  28. B. Kjos-Hanssen, Interpolating between the Jaccard distance and an analogue of the normalized information distance, J. Log. Comput. 32, 1611 (2022).
  29. J. Abate and W. Whitt, Transient behavior of regulated Brownian motion, I: Starting at the origin, Adv. Appl. Probab. 19, 560 (1987).
  30. H. Risken, The Fokker–Planck Equation: Methods of Solution and Applications, Springer Series in Synergetics, 2nd ed. (Springer, Berlin, Heidelberg, 1996), Vol. 18.
  31. E. J. Gumbel, Statistics of Extremes (Dover, New York, 1958).
  32. G. Schehr and S. N. Majumdar, Exact record and order statistics of random walks via first-passage ideas, in First-Passage Phenomena and Their Applications, edited by S. R. Metzler, G. Oshanin, and S. Redner (World Scientific, Singapore, 2013).
  33. J.-P. Bouchaud and M. Mézard, Wealth condensation in a simple model of economy, Physica A 282, 536 (2000).
  34. H. Kesten, Random difference equations and renewal theory for products of random matrices, Acta Math. 131, 207 (1973).
  35. D. Buraczewski, E. Damek, and T. Mikosch, Stochastic Models with Power-Law Tails: The Equation X = AX + B, Springer Series in Operations Research and Financial Engineering (Springer, Cham, 2016).
  36. R. A. Fisher and L. H. C. Tippett, Limiting forms of the frequency distribution of the largest or smallest member of a sample, Math. Proc. Cambridge Philos. Soc. 24, 180 (1928).
  37. B. V. Gnedenko, Sur la distribution limite du terme maximum d'une série aléatoire, Ann. Math. 44, 423 (1943).
  38. We would like to thank an anonymous reviewer for drawing attention to this interesting class of problems.
  39. C. Spearman, The proof and measurement of association between two things, Am. J. Psychol. 15, 72 (1904).
  40. M. G. Kendall, A new measure of rank correlation, Biometrika 30, 81 (1938).
  41. G. Akemann, Z. Burda, and M. Kieburg, Universality of local spectral statistics of products of random matrices, Phys. Rev. E 102, 052134 (2020).
  42. G. Akemann, V. Gorski, and M. Kieburg, Consecutive level spacings in the chiral Gaussian unitary ensemble: From the hard and soft edge to the bulk, J. Phys. A 55, 194002 (2022).
  43. K. Johansson, From Gumbel to Tracy-Widom, Probab. Theory Relat. Fields 138, 75 (2007).

Outline

Information

Sign In to Your Journals Account

Filter

Filter

Article Lookup

Enter a citation