Products of beta matrices and sticky flows (Q706334)

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Products of beta matrices and sticky flows
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    Products of beta matrices and sticky flows (English)
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    8 February 2005
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    The authors describe a discrete model of Brownian sticky flows on the unit circle. This model is constructed with products of Beta matrices on the discrete torus. Sticky flows are defined by their ``moments'' which are consistent systems of transition kernels on the unit circle. Similarly, the moments of the discrete model form a consistent system of transition matrices on the discrete torus. A convergence of Beta matrices to sticky kernels is shown at the level of the moments. As the generators of the \(n\)-point processes are defined in terms of Dirichlet forms, the proof is performed at the level of the Dirichlet forms. The evolution of a probability measure by the flow of Beta matrices is described by a measure-valued Markov process. A convergence result of its finite-dimensional distributions is deduced, too.
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    Markov chains with continuous parameter
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    Polya urns
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    Dirichlet laws
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    stochastic flow of kernels
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    Feller semigroups
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    Dirichlet forms
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