Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Stationary distribution of the volume at the best quote in a Poisson
  order book model   In this paper, we develop a Markovian model that deals with the volume
offered at the best quote of an electronic order book. The volume of the first
limit is a stochastic process whose paths are periodically interrupted and
reset to a new value, either by a new limit order submitted inside the spread
or by a market order that removes the first limit. Using applied probability
results on killing and resurrecting Markov processes, we derive the stationary
distribution of the volume offered at the best quote. All proposed models are
empirically fitted and compared, stressing the importance of the proposed
mechanisms.

2
The categories of this paper are: math
13
The categories of this paper are: quant-ph
5
The categories of this paper are: gr-qc
14
The categories of this paper are: math-ph
31
The categories of this paper are: ao-sci
18
The categories of this paper are: econ
16
The categories of this paper are: stat
15
The categories of this paper are: nucl-ex
23
The categories of this paper are: solv-int
20
The categories of this paper are: acc-phys
37
The categories of this paper are: supr-con
30
The categories of this paper are: q-alg
28
The categories of this paper are: alg-geom
0
The categories of this paper are: hep-ph
8
The categories of this paper are: hep-ex
29
The categories of this paper are: funct-an