Sticky flows on the circle and their noises (Q1885325): Difference between revisions

Let \(M\) be the unit circle and \(\lambda\) the Lebesgue measure on \(M\). Denote by \({\mathcal E}\) the Dirichlet form of the symmetric Lévy process of exponent \(\psi\) on \(M\) for which points are not polar. In the first part of this paper, using the Dirichlet forms, a construction of a Markov process describing the configuration of the independent sticky Lévy particles on \(M\) is given. The law determining the stickyness is given by the subordination with gamma distribution with parameter \(\tau\) as its marginal law. Let \({\mathcal P}_n\) be the family of partitions \(\pi=\{A_1,A_2,\dots,A_k\}\) of \([n]=\{1,2,\dots,n\}\). By using the probability \(p^\tau_\pi\) of the configuration \(\pi\) occurs, the family of Dirichlet forms \(\{{\mathcal E}^\tau_n\}_{n\geq 1}\) is determined by \({\mathcal E}^\tau_n=\sum_{\pi \in {\mathcal P}_n} p^\tau_\pi {\mathcal E}_\pi\), where \({\mathcal E}_\pi(f)={\mathcal E}^{\otimes k}(f\circ \varphi_\pi)\) with \(\varphi_\pi(y_1,y_2,\dots,y_k)_i=y_j\) for \(i \in A_j\). The associated semigroup \(P^{(n),\tau}_t\) is a Feller semigroup and hence, by the previous results of the authors [Ann.~Probab. 32, No. 2, 1247--1315 (2004; Zbl 1065.60066)], there exists a stochastic flow of kernels \((K(s,t)\), \(s\leq t)\) such that \(E[K^{\otimes n}_{0,t}] =P^{(n),\tau}_t\). In the case the one point motion is a symmetric stable process of index \(\alpha \in (0,2]\), it is also proved that the noises generated by the sticky flows are black.