Open Access
February 2018 Combinatorial Lévy processes
Harry Crane
Ann. Appl. Probab. 28(1): 285-339 (February 2018). DOI: 10.1214/17-AAP1306

Abstract

Combinatorial Lévy processes evolve on general state spaces of combinatorial structures, of which standard examples include processes on sets, graphs and $n$-ary relations and more general possibilities are given by processes on graphs with community structure and multilayer networks. In this setting, the usual Lévy process properties of stationary, independent increments are defined in an unconventional way in terms of the symmetric difference operation on sets. The main theorems characterize both finite and infinite state space combinatorial Lévy processes by a unique $\sigma$-finite measure. Under the additional assumption of exchangeability, I prove a more explicit characterization by which every exchangeable combinatorial Lévy process corresponds to a Poisson point process on the same state space. Associated behavior of the projection into a space of limiting objects reflects certain structural features of the covering process.

Citation

Download Citation

Harry Crane. "Combinatorial Lévy processes." Ann. Appl. Probab. 28 (1) 285 - 339, February 2018. https://doi.org/10.1214/17-AAP1306

Information

Received: 1 January 2015; Revised: 1 November 2016; Published: February 2018
First available in Project Euclid: 3 March 2018

zbMATH: 06873685
MathSciNet: MR3770878
Digital Object Identifier: 10.1214/17-AAP1306

Subjects:
Primary: 60B05 , 60G09 , 60G51 , 60J05 , 60J25

Keywords: combinatorial stochastic process , Dynamic networks , exchangeability , finite exchangeability , Lévy process , Lévy–Itô–Khintchine representation

Rights: Copyright © 2018 Institute of Mathematical Statistics

Vol.28 • No. 1 • February 2018
Back to Top