Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Convergence rates for rank-based models with applications to portfolio
  theory   We determine rates of convergence of rank-based interacting diffusions and
semimartingale reflecting Brownian motions to equilibrium. Convergence rate for
the total variation metric is derived using Lyapunov functions. Sharp
fluctuations of additive functionals are obtained using Transportation
Cost-Information inequalities for Markov processes. We work out various
applications to the rank-based abstract equity markets used in Stochastic
Portfolio Theory. For example, we produce quantitative bounds, including
constants, for fluctuations of market weights and occupation times of various
ranks for individual coordinates. Another important application is the
comparison of performance between symmetric functionally generated portfolios
and the market portfolio. This produces estimates of probabilities of "beating
the market".

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The categories of this paper are: q-bio
5
The categories of this paper are: gr-qc
29
The categories of this paper are: funct-an
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The categories of this paper are: q-fin
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The categories of this paper are: nucl-ex
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The categories of this paper are: nlin
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The categories of this paper are: hep-th
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The categories of this paper are: math-ph
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The categories of this paper are: dg-ga
3
The categories of this paper are: physics
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The categories of this paper are: quant-ph
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The categories of this paper are: chem-ph
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The categories of this paper are: acc-phys
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The categories of this paper are: alg-geom
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The categories of this paper are: bayes-an
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The categories of this paper are: atom-ph