Nous introduisons un système de marches aléatoires coalescentes unidimensionnelles, avec des sauts à longue portée. Ce système autorise des chemins qui se croisent, et qui sont dépendants, même avant leur coalescence. Après une renormalisation diffusive, nous montrons que ce système converge en loi vers le réseau brownien.
We introduce a system of one-dimensional coalescing nonsimple random walks with long range jumps allowing paths that can cross each other and are dependent even before coalescence. We show that under diffusive scaling this system converges in distribution to the Brownian Web.
Mots clés : brownian web, coalescing brownian motions, coalescing random walks, drainage network, scaling limit, invariance principle, interacting particle systems
@article{AIHPB_2014__50_3_899_0, author = {Coletti, Cristian and Valle, Glauco}, title = {Convergence to the brownian {Web} for a generalization of the drainage network model}, journal = {Annales de l'I.H.P. Probabilit\'es et statistiques}, pages = {899--919}, publisher = {Gauthier-Villars}, volume = {50}, number = {3}, year = {2014}, doi = {10.1214/13-AIHP544}, mrnumber = {3224293}, zbl = {1296.60080}, language = {en}, url = {http://www.numdam.org/articles/10.1214/13-AIHP544/} }
TY - JOUR AU - Coletti, Cristian AU - Valle, Glauco TI - Convergence to the brownian Web for a generalization of the drainage network model JO - Annales de l'I.H.P. Probabilités et statistiques PY - 2014 SP - 899 EP - 919 VL - 50 IS - 3 PB - Gauthier-Villars UR - http://www.numdam.org/articles/10.1214/13-AIHP544/ DO - 10.1214/13-AIHP544 LA - en ID - AIHPB_2014__50_3_899_0 ER -
%0 Journal Article %A Coletti, Cristian %A Valle, Glauco %T Convergence to the brownian Web for a generalization of the drainage network model %J Annales de l'I.H.P. Probabilités et statistiques %D 2014 %P 899-919 %V 50 %N 3 %I Gauthier-Villars %U http://www.numdam.org/articles/10.1214/13-AIHP544/ %R 10.1214/13-AIHP544 %G en %F AIHPB_2014__50_3_899_0
Coletti, Cristian; Valle, Glauco. Convergence to the brownian Web for a generalization of the drainage network model. Annales de l'I.H.P. Probabilités et statistiques, Tome 50 (2014) no. 3, pp. 899-919. doi : 10.1214/13-AIHP544. http://www.numdam.org/articles/10.1214/13-AIHP544/
[1] Coalescing Brownian motions and the voter model on . Unpublished partial manuscript, 1981.
.[2] Limiting point processes for rescalings of coalescing and annihilating random walks on . Ann. Probab. 9 (1981) 909-936. | MR | Zbl
.[3] Convergence results and sharp estimates for the voter model interfaces. Electron. J. Probab. 11 (2006) 768-801. | MR | Zbl
, , and .[4] Scaling limit for a drainage network model. J. Appl. Probab. 46 (2009) 1184-1197. | MR | Zbl
, and .[5] Probability: Theory and Examples, 2nd edition. Duxbury Press, Belmont, CA, 1996. | MR | Zbl
.[6] Two dimensional Poisson trees converge to the Brownian web. Ann. Inst. Henri Poincaré Probab. Stat. 41 (2005) 851-858. | Numdam | MR | Zbl
, and .[7] The Brownian web. Proc. Natl. Acad. Sci. USA 99 (2002) 15888-15893. | MR | Zbl
, , and .[8] The Brownian web: Characterization and convergence. Ann. Probab. 32 (2004) 2857-2883. | MR | Zbl
, , and .[9] Coarsening, nucleation, and the marked Brownian web. Ann. Inst. Henri Poincaré Probab. Stat. 42 (2006) 37-60. | Numdam | MR | Zbl
, , and .[10] Random oriented trees: A model of drainage networks. Ann. App. Probab. 14 (2004) 1242-1266. | MR | Zbl
, and .[11] Convergence of coalescing nonsimple random walks to the Brownian web. Electron. J. Probab. 10 (2005) 21-60. | EuDML | MR | Zbl
, and .[12] Convergence of coalescing nonsimple random walks to the Brownian web. Ph.D. thesis, Courant Institute of Mathematical Sciences, New York Univ., 2005. Available at arXiv:math/0501141. | MR | Zbl
.[13] Brownian web in the scaling limit of supercritical oriented percolation in dimension . Electron. J. Probab. 18 (2013) Article 21. | MR | Zbl
and .[14] The Brownian net. Ann. Probab. 36 (2008) 1153-1208. | MR | Zbl
and .[15] The true self-repelling motion. Probab. Theory Related Fields 111 (1998) 375-452. | MR | Zbl
and .Cité par Sources :