Persistence of sums of correlated increments and clustering in cellular automata

DOI10.1016/J.SPA.2018.04.012MaRDI QIDQ2419967zbMATH OpenOpenAlexWikidataFDO

Authors Hanbaek Lyu, David Sivakoff

Publication date 4 June 2019

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1706.08117

zbMATH Keywords

annihilating particle systemscellular automatacorrelated incrementsMarkov chainrunning maximumsurvival probability

Mathematics Subject Classification ID

Dynamical aspects of cellular automata (37B15) Discrete-time Markov processes on general state spaces (60J05) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Abstract: We consider sums of increments given by a functional of a stationary Markov chain. Letting $T$ be the first return time of the partial sums process to $(-infty,0]$, under general assumptions, we determine the asymptotic behavior of the survival probability, $mathbbP(Tget)simC{t}^{-1/2}$ for an explicit constant $C$. Our analysis is based on a connection between the survival probability and the running maximum of the time-reversed process, and relies on a functional central limit theorem for Markov chains. Our result extends the classic theorem of Sparre Anderson on sums of mean zero and independent increments to the case of correlated increments. As applications, we recover known clustering results for the 3-color cyclic cellular automaton and the Greenberg-Hastings model in one dimension, and we prove a new clustering result for the 3-color firefly cellular automaton.

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Cited in

(7)

• Penalizing fractional Brownian motion for being negative
• Asymptotic behaviour of the one-dimensional ``rock-paper-scissors cyclic cellular automaton
• Large deviations and one-sided scaling limit of randomized multicolor box-ball system
• Universality for persistence exponents of local times of self-similar processes with stationary increments
• Persistence probabilities of weighted sums of stationary Gaussian sequences
• Cyclic cellular automata and Greenberg-Hastings models on regular trees
• Clustering in the three and four color cyclic particle systems in one dimension

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