Stochastic Flows in the Brownian Web and Net

Stochastic Flows in the Brownian Web and Net
Author :
Publisher : American Mathematical Soc.
Total Pages : 172
Release :
ISBN-10 : 9780821890882
ISBN-13 : 0821890883
Rating : 4/5 (883 Downloads)

Book Synopsis Stochastic Flows in the Brownian Web and Net by : Emmanuel Schertzer

Download or read book Stochastic Flows in the Brownian Web and Net written by Emmanuel Schertzer and published by American Mathematical Soc.. This book was released on 2014-01-08 with total page 172 pages. Available in PDF, EPUB and Kindle. Book excerpt: It is known that certain one-dimensional nearest-neighbor 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 characterized by its -point motions. The authors' work focuses on a class of stochastic flows of kernels with Brownian -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.


Stochastic Flows in the Brownian Web and Net Related Books

Stochastic Flows in the Brownian Web and Net
Language: en
Pages: 172
Authors: Emmanuel Schertzer
Categories: Mathematics
Type: BOOK - Published: 2014-01-08 - Publisher: American Mathematical Soc.

DOWNLOAD EBOOK

It is known that certain one-dimensional nearest-neighbor random walks in i.i.d. random space-time environments have diffusive scaling limits. Here, in the cont
Advances in Disordered Systems, Random Processes and Some Applications
Language: en
Pages: 383
Authors: Pierluigi Contucci
Categories: Science
Type: BOOK - Published: 2017 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

This book offers a unified perspective on the study of complex systems with contributions written by leading scientists from various disciplines, including math
In Memoriam Marc Yor - Séminaire de Probabilités XLVII
Language: en
Pages: 657
Authors: Catherine Donati-Martin
Categories: Mathematics
Type: BOOK - Published: 2015-09-07 - Publisher: Springer

DOWNLOAD EBOOK

This volume is dedicated to the memory of Marc Yor, who passed away in 2014. The invited contributions by his collaborators and former students bear testament t
Special Values of Automorphic Cohomology Classes
Language: en
Pages: 158
Authors: Mark Green
Categories: Mathematics
Type: BOOK - Published: 2014-08-12 - Publisher: American Mathematical Soc.

DOWNLOAD EBOOK

The authors study the complex geometry and coherent cohomology of nonclassical Mumford-Tate domains and their quotients by discrete groups. Their focus througho
Transfer of Siegel Cusp Forms of Degree 2
Language: en
Pages: 120
Authors: Ameya Pitale
Categories: Mathematics
Type: BOOK - Published: 2014-09-29 - Publisher: American Mathematical Soc.

DOWNLOAD EBOOK

Let be the automorphic representation of generated by a full level cuspidal Siegel eigenform that is not a Saito-Kurokawa lift, and be an arbitrary cuspidal, au