Concentration inequalities for a removal-driven thinning process

DOI10.1090/QAM/1474MaRDI QIDQ5348448zbMATHOpenAlexFDO

Authors Joe Klobusicky, Govind Menon

Publication date 16 August 2017

Published in Quarterly of Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1608.02822

zbMATH Keywords

piecewise-deterministic Markov processfunctional law of large numbersdiminishing urns

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) PDEs with randomness, stochastic partial differential equations (35R60) Exactly solvable dynamic models in time-dependent statistical mechanics (82C23) Transport processes in time-dependent statistical mechanics (82C70)

Abstract: We prove exponential concentration estimates and a strong law of large numbers for a particle system that is the simplest representative of a general class of models for 2D grain boundary coarsening. The system consists of $n$ particles in $(0,infty)$ that move at unit speed to the left. Each time a particle hits the boundary point $0$, it is removed from the system along with a second particle chosen uniformly from the particles in $(0,infty)$. Under the assumption that the initial empirical measure of the particle system converges weakly to a measure with density $f_0(x)in{L}_{+}^1(0,infty)$, the empirical measure of the particle system at time $t$ is shown to converge to the measure with density $f(x,t)$, where $f$ is the unique solution to the kinetic equation with nonlinear boundary coupling ${\displaystyle }$partial_t f (x,t) - partial_x f(x,t) = -frac{f(0,t)}{int_0^infty f(y,t), dy} f(x,t), quad 0<x < infty, ${\displaystyle }$ and initial condition $f(x,0)=f_0(x)$. The proof relies on a concentration inequality for an urn model studied by Pittel, and Maurey's concentration inequality for Lipschitz functions on the permutation group.

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Cited in

(3)

• Two-dimensional grain boundary networks: stochastic particle models and kinetic limits
• Concentration inequalities for the hydrodynamic limit of a two-species stochastic particle system
• Convergence of thinning processes using compensators

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