Combinatorial Lévy processes

DOI10.1214/17-AAP1306zbMATH Open1391.60018MaRDI QIDQ1751968FDOQ1751968

Authors Harry Crane

Publication date 25 May 2018

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1612.05746

zbMATH Keywords

exchangeabilitydynamic networksfinite exchangeabilitycombinatorial stochastic processLévy processLévy-Itô-Khintchine representation

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Discrete-time Markov processes on general state spaces (60J05) Continuous-time Markov processes on general state spaces (60J25) Combinatorial probability (60C05) Exchangeability for stochastic processes (60G09)

Abstract: Combinatorial Levy processes evolve on general state spaces of countable combinatorial structures. In this setting, the usual Levy process properties of stationary, independent increments are defined in an unconventional way in terms of the symmetric difference operation on sets. In discrete time, the description of combinatorial Levy processes gives rise to the notion of combinatorial random walks. These processes behave differently than random walks and Levy processes on other state spaces. Standard examples include processes on sets, graphs, and n-ary relations, but the framework permits far more general possibilities. The main theorems characterize both finite and infinite state space combinatorial Levy processes by a unique sigma-finite measure. Under the additional assumption of exchangeability, we obtain a more explicit characterization by which every exchangeable combinatorial Levy process corresponds to a Poisson point process on the same state space. Associated behavior of the projection into a space of limiting objects reflects certain structural features of the covering process.

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(3)

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• Comonotonic processes
• Relational exchangeability

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