Título: Convergence of Coalescing Nonsimple Random Walks to The Brownian Web
Autores: Newman, Charles M; Courant Institute of Mathematical Sciences, New York University, New York, NY 10
Ravishankar, Krishnamurthi; SUNY-New Paltz, New Paltz, NY 12561, USA
Sun, Rongfeng; EURANDOM, P.O. Box 513, 5600 MB Eindhoven, The Netherlanda
Fecha: 2005-01-01
Publicador: Electronic journal of probability
Fuente:
Tipo: Peer-reviewed Article

Tema: Brownian Web, InvariancePrinciple, Coalescing Random Walks, Brownian Networks, ContinuumLimit.
60K35, 60J65, 60F17,82B41, 60D05
Descripción: The Brownian Web (BW) is a family of coalescing Brownian motions starting from every point in space and time $R\times R$. It was first introduced by Arratia, and later analyzed in detail by Toth and Werner. More recently, Fontes, Isopi, Newman and Ravishankar (FINR) gave a characterization of the BW, and general convergence criteria allowing in principle either crossing or noncrossing paths, which they verified for coalescing simple random walks. Later Ferrari, Fontes, and Wu verified these criteria for a two dimensional Poisson Tree. In both cases, the paths are noncrossing. To date, the general convergence criteria of FINR have not been verified for any case with crossing paths, which appears to be significantly more difficult than the noncrossing paths case. Accordingly, in this paper, we formulate new convergence criteria for the crossing paths case, and verify them for non-simple coalescing random walks satisfying a finite fifth moment condition. This is the first time that convergence to the BW has been proved for models with crossing paths. Several corollaries are presented, including an analysis of the scaling limit of voter model interfaces that extends a result of Cox and Durrett.
Idioma: No aplica

Artículos similares:

Lévy Classes and Self-Normalization por Khoshnevisan, Davar; University of Utah
Time-Space Analysis of the Cluster-Formation in Interacting Diffusions por Fleischmann, Klaus; Weierstrass Institute for Applied Analysis and Stochastics,Greven, Andreas; Universitat Erlangen-Nurnberg
Hausdorff Dimension of Cut Points for Brownian Motion por Lawler, Gregory F.; Duke University and Cornell University
Conditional Moment Representations for Dependent Random Variables por Bryc, Wlodzimierz; University of Cincinnati
Eigenvalue Expansions for Brownian Motion with an Application to Occupation Times por Bass, Richard F.; University of Washington,Burdzy, Krzysztof; University of Washington
Almost Sure Exponential Stability of Neutral Differential Difference Equations with Damped Stochastic Perturbations por Liao, Xiao Xin; University of Strathclyde,Mao, Xuerong; University of Strathclyde
Random Discrete Distributions Derived from Self-Similar Random Sets por Pitman, Jim; University of California, Berkeley,Yor, Marc; Université Pierre et Marie Curie
Quantitative Bounds for Convergence Rates of Continuous Time Markov Processes por Roberts, Gareth O.; University of Cambridge,Rosenthal, Jeffrey S.; University of Toronto
10 
Metastability of the Three Dimensional Ising Model on a Torus at Very Low Temperatures por Ben Arous, Gérard; Ecole Normale Supérieure,Cerf, Raphaël; Université Paris Sud