eBook ISBN: | 978-1-4704-1426-9 |
Product Code: | MEMO/227/1065.E |
List Price: | $86.00 |
MAA Member Price: | $77.40 |
AMS Member Price: | $51.60 |
eBook ISBN: | 978-1-4704-1426-9 |
Product Code: | MEMO/227/1065.E |
List Price: | $86.00 |
MAA Member Price: | $77.40 |
AMS Member Price: | $51.60 |
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Book DetailsMemoirs of the American Mathematical SocietyVolume: 227; 2014; 160 ppMSC: Primary 82; Secondary 60
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. 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.
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Table of Contents
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Chapters
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1. Introduction
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2. Results for Howitt-Warren flows
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3. Construction of Howitt-Warren flows in the Brownian web
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4. Construction of Howitt-Warren flows in the Brownian net
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5. Outline of the proofs
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6. Coupling of the Brownian web and net
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7. Construction and convergence of Howitt-Warren flows
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8. Support properties
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9. Atomic or non-atomic
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10. Infinite starting mass and discrete approximation
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11. Ergodic properties
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A. The Howitt-Warren martingale problem
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B. The Hausdorff topology
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C. Some measurability issues
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D. Thinning and Poissonization
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E. A one-sided version of Kolmogorov’s moment criterion
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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. 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.
-
Chapters
-
1. Introduction
-
2. Results for Howitt-Warren flows
-
3. Construction of Howitt-Warren flows in the Brownian web
-
4. Construction of Howitt-Warren flows in the Brownian net
-
5. Outline of the proofs
-
6. Coupling of the Brownian web and net
-
7. Construction and convergence of Howitt-Warren flows
-
8. Support properties
-
9. Atomic or non-atomic
-
10. Infinite starting mass and discrete approximation
-
11. Ergodic properties
-
A. The Howitt-Warren martingale problem
-
B. The Hausdorff topology
-
C. Some measurability issues
-
D. Thinning and Poissonization
-
E. A one-sided version of Kolmogorov’s moment criterion