Self-similar scaling limits of non-increasing Markov chains
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regular variationabsorption timeself-similar Markov processes\(\Lambda\)-coalescentsrandom walks with a barrierregenerative compositions
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)
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 and appropriately rescaled, converges in distribution, as , 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 -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).
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Cites work
- scientific article; zbMATH DE number 3951715 (Why is no real title available?)
- scientific article; zbMATH DE number 43570 (Why is no real title available?)
- scientific article; zbMATH DE number 1354815 (Why is no real title available?)
- scientific article; zbMATH DE number 1163909 (Why is no real title available?)
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- On the number of collisions in beta(\(2, b\))-coalescents
- On the number of collisions in lambda-coalescents
- On the number of jumps of random walks with a barrier
- Regenerative composition structures
- Scaling limits of Markov branching trees with applications to Galton-Watson and random unordered trees
- Semi-Stable Stochastic Processes
- Semi-stable Markov processes. I
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Cited in
(18)- Scaling limits of \(k\)-ary growing trees
- The collision spectrum of \(\Lambda\)-coalescents
- Self-similar scaling limits of Markov chains on the positive integers
- Counting the zeros of an elephant random walk
- Asymptotics of the frequency spectrum for general Dirichlet \(\Xi\)-coalescents
- Self-similar growth fragmentations as scaling limits of Markov branching processes
- Asymptotic results for coalescent processes without proper frequencies and applications to the two-parameter Poisson-Dirichlet coalescent
- Random walks with preferential relocations and fading memory: a study through random recursive trees
- A nontrivial scaling limit for multiscale Markov chains
- Scaling limits of Markov branching trees with applications to Galton-Watson and random unordered trees
- Bivariate Markov chains converging to Lamperti transform Markov additive processes
- \(\Lambda\)-coalescents: a survey
- On asymptotics of the beta coalescents
- Self-similar branching Markov chains
- Renewal approximation for the absorption time of a decreasing Markov chain
- The rate of convergence of the block counting process of exchangeable coalescents with dust
- On \(\Lambda \)-coalescents with dust component
- Scaling Limits of Markov-Branching Trees and Applications
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