bokomslag Stochastic Flows in the Brownian Web and Net
Vetenskap & teknik

Stochastic Flows in the Brownian Web and Net

Emmanuel Schertzer Rongfeng Sun Jan M Swart

Pocket

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  • 160 sidor
  • 2014
It is known that certain one-dimensional nearest-neighbour random walks in i.i.d. random space-time environments have diffusive scaling limits. Here, in the continuum limit, the random environment is represented by a stochastic flow of kernels', which is a collection of random kernels that can be loosely interpreted as the transition probabilities of a Markov process in a random environment. The theory of stochastic flows of kernels was first developed by Le Jan and Raimond, who showed that each such flow is characterised by its $n$-point motions. The authors' work focuses on a class of stochastic flows of kernels with Brownian $n$-point motions which, after their inventors, will be called Howitt-Warren flows. The authors' main result gives a graphical construction of general Howitt-Warren flows, where the underlying random environment takes on the form of a suitably marked Brownian web. This extends earlier work of Howitt and Warren who showed that a special case, the so-called erosion flow'', can be constructed from two coupled sticky Brownian webs''. The authors' construction for general Howitt-Warren flows is based on a Poisson marking procedure developed by Newman, Ravishankar and Schertzer for the Brownian web. Alternatively, the authors show that a special subclass of the Howitt-Warren flows can be constructed as random flows of mass in a Brownian net, introduced by Sun and Swart. Using these constructions, the authors prove some new results for the Howitt-Warren flows.
  • Författare: Emmanuel Schertzer, Rongfeng Sun, Jan M Swart
  • Format: Pocket/Paperback
  • ISBN: 9780821890882
  • Språk: Engelska
  • Antal sidor: 160
  • Utgivningsdatum: 2014-01-30
  • Förlag: American Mathematical Society