Products of beta matrices and sticky flows

MaRDI QIDQ706334zbMATH OpenFDO

Authors Yves Le Jan, Sophie Lemaire

Publication date 8 February 2005

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0307106

zbMATH Keywords

Dirichlet formsFeller semigroupsDirichlet lawsMarkov chains with continuous parameterPolya urnsstochastic flow of kernels

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Transition functions, generators and resolvents (60J35) Exchangeability for stochastic processes (60G09)

Abstract: A discrete model of Brownian sticky flows on the unit circle is described: it is constructed with products of Beta matrices on the discrete torus. Sticky flows are defined by their ``moments which are consistent systems of transition kernels on the unit circle. Similarly, the moments of the discrete model form a consistent system of transition matrices on the discrete torus. A convergence of Beta matrices to sticky kernels is shown at the level of the moments. As the generators of the n-point processes are defined in terms of Dirichlet forms, the proof is performed at the level of the Dirichlet forms. The evolution of a probability measure by the flow of Beta matrices is described by a measure-valued Markov process. A convergence result of its finite dimensional distributions is deduced.

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Cited in

(13)

• Coalescing Brownian flows: a new approach
• Exact solution for a random walk in a time-dependent 1D random environment: the point-to-point beta polymer
• Consistent families of Brownian motions and stochastic flows of kernels
• Large deviations for sticky Brownian motions
• The Bethe ansatz for sticky Brownian motions
• Dynamics for the Brownian web and the erosion flow
• Sticky flows on the circle and their noises
• Moderate deviations for diffusion in time dependent random media
• Hidden diagonal integrability of q-Hahn vertex model and beta polymer model
• Meteor process on \({\mathbb Z}^d\)
• Random walk on nonnegative integers in beta distributed random environment
• Sticky particles and stochastic flows
• Stochastic flows in the Brownian web and net

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