Self-similar scaling limits of non-increasing Markov chains

DOI10.3150/10-BEJ312zbMATH Open1263.92034arXiv0909.3764MaRDI QIDQ654404FDOQ654404

Authors: Bénédicte Haas, Grégory Miermont 

Publication date: 28 December 2011

Published in: Bernoulli (Search for Journal in Brave)

Abstract: We study scaling limits of non-increasing Markov chains with values in the set of non-negative integers, under the assumption that the large jump events are rare and happen at rates that behave like a negative power of the current state. We show that the chain starting from $n$ and appropriately rescaled, converges in distribution, as $nightarrowinfty$, to a non-increasing self-similar Markov process. This convergence holds jointly with that of the rescaled absorption time to the time at which the self-similar Markov process reaches first 0. We discuss various applications to the study of random walks with a barrier, of the number of collisions in $Lambda$-coalescents that do not descend from infinity and of non-consistent regenerative compositions. Further applications to the scaling limits of Markov branching trees are developed in our paper, Scaling limits of Markov branching trees, with applications to Galton--Watson and random unordered trees (2010).

Full work available at URL: https://arxiv.org/abs/0909.3764

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zbMATH Keywords

regular variationabsorption timeself-similar Markov processes\(\Lambda\)-coalescentsrandom walks with a barrierregenerative compositions

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Problems related to evolution (92D15) Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17)

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Cited In (18)

• Random walks with preferential relocations and fading memory: a study through random recursive trees
• Asymptotic results for coalescent processes without proper frequencies and applications to the two-parameter Poisson-Dirichlet coalescent
• Bivariate Markov chains converging to Lamperti transform Markov additive processes
• On \(\Lambda \)-coalescents with dust component
• Scaling Limits of Markov-Branching Trees and Applications
• The rate of convergence of the block counting process of exchangeable coalescents with dust
• A nontrivial scaling limit for multiscale Markov chains
• Counting the zeros of an elephant random walk
• Renewal approximation for the absorption time of a decreasing Markov chain
• Asymptotics of the frequency spectrum for general Dirichlet \(\Xi\)-coalescents
• Scaling limits of Markov branching trees with applications to Galton-Watson and random unordered trees
• Self-similar growth fragmentations as scaling limits of Markov branching processes
• The collision spectrum of \(\Lambda\)-coalescents
• Self-similar scaling limits of Markov chains on the positive integers
• Scaling limits of \(k\)-ary growing trees
• On asymptotics of the beta coalescents
• \(\Lambda\)-coalescents: a survey
• Self-similar branching Markov chains

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