| bibtype |
J -
Journal Article
|
| ARLID |
0396636 |
| utime |
20240103203016.0 |
| mtime |
20131031235959.9 |
| WOS |
000331073400001 |
| SCOPUS |
84887839253 |
| DOI |
10.1090/S0065-9266-2013-00687-9 |
| title
(primary) (eng) |
Stochastic flows in the Brownian web and net |
| specification |
| page_count |
160 s. |
| media_type |
P |
|
| serial |
| ARLID |
cav_un_epca*0254331 |
| ISSN |
0065-9266 |
| title
|
Memoirs of the American Mathematical Society |
| volume_id |
227 |
| volume |
1065 (2014) |
| page_num |
1-160 |
|
| keyword |
Brownian web |
| keyword |
Brownian net |
| keyword |
stochastic flow of kernels |
| keyword |
measure-valued process |
| keyword |
Howitt-Warren flow |
| keyword |
linear system |
| keyword |
random walk in random environment |
| keyword |
finite graph representation |
| author
(primary) |
| ARLID |
cav_un_auth*0295338 |
| name1 |
Schertzer |
| name2 |
E. |
| country |
FR |
|
| author
|
| ARLID |
cav_un_auth*0253274 |
| name1 |
Sun |
| name2 |
R. |
| country |
SG |
|
| author
|
| ARLID |
cav_un_auth*0217893 |
| name1 |
Swart |
| name2 |
Jan M. |
| full_dept (cz) |
Stochastická informatika |
| full_dept |
Department of Stochastic Informatics |
| department (cz) |
SI |
| department |
SI |
| institution |
UTIA-B |
| full_dept |
Department of Stochastic Informatics |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| project_id |
GA201/07/0237 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0228641 |
|
| project |
| project_id |
GA201/09/1931 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0254026 |
|
| abstract
(eng) |
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 n-point motions. Our 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. Our 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'. Our construction for general Howitt-Warren flows is based on a Poisson marking procedure developed by Newman, Ravishankar and Schertzer for the Brownian web. Alternatively, ... |
| reportyear |
2015 |
| RIV |
BA |
| num_of_auth |
3 |
| mrcbC52 |
4 A 4a 20231122135818.4 |
| inst_support |
RVO:67985556 |
| permalink |
http://hdl.handle.net/11104/0225510 |
| mrcbT16-e |
MATHEMATICS |
| mrcbT16-j |
3.168 |
| mrcbT16-s |
3.163 |
| mrcbT16-4 |
Q1 |
| mrcbT16-B |
97.832 |
| mrcbT16-C |
95.994 |
| mrcbT16-D |
Q1* |
| mrcbT16-E |
Q1* |
| arlyear |
2014 |
| mrcbTft |
\nSoubory v repozitáři: swart-0396636.pdf |
| mrcbU14 |
84887839253 SCOPUS |
| mrcbU34 |
000331073400001 WOS |
| mrcbU63 |
cav_un_epca*0254331 Memoirs of the American Mathematical Society 0065-9266 1947-6221 Roč. 227 č. 1065 2014 1 160 |
|