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Table 7 Discrete occupation rates for the discretized Atlas model

From: The Euler scheme for stochastic differential equations with discontinuous drift coefficient: a numerical study of the convergence rate

  T   Firm 1 Firm 2 Firm 3 Quadratic deviations
Y(0) 100 Rank 1 0.2911 0.2895 0.4194 0.0030 0.0031 0.0111
Rank 2 0.3425 0.3662 0.2913
Rank 3 0.3664 0.3443 0.2892
250 Rank 1 0.3156 0.3161 0.3683 0.0005 0.0005 0.0018
Rank 2 0.3375 0.3463 0.3162
Rank 3 0.3469 0.3376 0.3155
500 Rank 1 0.3238 0.3246 0.3517 0.0001 0.0001 0.0005
Rank 2 0.3357 0.3400 0.3243
Rank 3 0.3406 0.3354 0.3240
750 Rank 1 0.3273 0.3273 0.3454 0.0001 0.0001 0.0002
Rank 2 0.3347 0.3379 0.3274
Rank 3 0.3380 0.3348 0.3272
1000 Rank 1 0.3288 0.3287 0.3425 0.0000 0.0000 0.0001
Rank 2 0.3344 0.3368 0.3288
Rank 3 0.3368 0.3345 0.3287
(0) 100 Rank 1 0.1464 0.1447 0.7089 0.0554 0.0562 0.2116
Rank 2 0.3883 0.4654 0.1463
Rank 3 0.4653 0.3899 0.1448
250 Rank 1 0.2581 0.2579 0.4840 0.0090 0.0090 0.0341
Rank 2 0.3555 0.3863 0.2582
Rank 3 0.3864 0.3558 0.2577
500 Rank 1 0.2949 0.2956 0.4096 0.0023 0.0023 0.0087
Rank 2 0.3448 0.3599 0.2953
Rank 3 0.3603 0.3446 0.2951
750 Rank 1 0.3082 0.3079 0.3840 0.0010 0.0010 0.0038
Rank 2 0.3407 0.3513 0.3081
Rank 3 0.3511 0.3409 0.3080
1000 Rank 1 0.3143 0.3142 0.3715 0.0006 0.0006 0.0022
Rank 2 0.3391 0.3467 0.3143
Rank 3 0.3467 0.3391 0.3143