随机漫步的碰撞时间及其在布朗网中的应用

D. Coupier, K. Saha, A. Sarkar, V. Tran
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引用次数: 1

摘要

有向森林的收敛,跨越网格的随机子集或点过程,向布朗网的收敛已经成为大量文献的主题,其中很大一部分依赖于Fontes Isopi Newman和Ravishankar(2004)提出的标准。它们的一个收敛条件称为(B2),它大致表示三条路径的第一次碰撞时间穿过长度大于t(>0)$的一小段$\varepsilon$的概率为$\varepsilon$的小阶,即$o(\varepsilon)$。条件(B2)通常通过应用FKG型相关不等式和两条路径的合并时间尾估计来验证。对于许多路径相互作用复杂的模型,很难建立FKG型不等式。在本文中,我们证明了对于具有一定同质性和马尔可夫性质的非交叉路径模型,可以直接使用Lyapunov函数获得三条路径期望首次碰撞时间的合适上界,并提供了条件(B2)的另一种验证。我们进一步证明了在独立的简单对称一维随机漫步或独立的布朗运动的情况下期望值可以显式计算。我们将这种验证(B2)的替代方法应用于文献中早期研究的布朗网吸引力盆地中的几个模型。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Collision Times of Random Walks and Applications to the Brownian Web
Convergence of directed forests, spanning on random subsets of lattices or on point processes, towards the Brownian web has made the subject of an abundant literature, a large part of which relies on a criterion proposed by Fontes Isopi Newman and Ravishankar (2004). One of their convergence condition, called (B2), roughly states that the probability that the first collision time of three paths, crossing a small segment of length $\varepsilon$, bigger than $t (>0)$ is of small order of $\varepsilon$, i.e., $o(\varepsilon)$. Condition (B2) is often verified by applying an FKG type correlation inequality together with a coalescing time tail estimate for two paths. For many models where paths have complex interactions, it is hard to establish FKG type inequalities. In this paper, we show that for a non-crossing path model, with some homogeneity and Markovian properties, a suitable upper bound on expected first collision time for three paths can be obtained directly using Lyapunov functions and that provides an alternate verification of Condition (B2). We further show that in case of independent simple symmetric one dimensional random walks or in case of independent Brownian motions the expected value can be computed explicitly. We apply this alternate method of verification of (B2) to several models in the basin of attraction of the Brownian web studied earlier in the literature.
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