Bernoulli

  • Bernoulli
  • Volume 25, Number 4A (2019), 2479-2507.

The eternal multiplicative coalescent encoding via excursions of Lévy-type processes

Vlada Limic

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Abstract

The multiplicative coalescent is a mean-field Markov process in which any pair of blocks coalesces at rate proportional to the product of their masses. In Aldous and Limic (Electron. J. Probab. 3 (1998) Paper no. 3) each extreme eternal version of the multiplicative coalescent was described in three different ways, one of which matched its (marginal) law to that of the ordered excursion lengths above past minima of a certain Lévy-type process.

Using a modification of the breadth-first-walk construction from Aldous (Ann. Probab. 25 (1997) 812–854) and Aldous and Limic (Electron. J. Probab. 3 (1998) Paper no. 3), and some new insight from the thesis by Uribe Bravo (Markovian bridges, Brownian excursions, and stochastic fragmentation and coalescence (2007) UNAM), this work settles an open problem (3) from Aldous (Ann. Probab. 25 (1997) 812–854) in the more general context of Aldous and Limic (Electron. J. Probab. 3 (1998) Paper no. 3). Informally speaking, each eternal version is entirely encoded by its Lévy-type process, and contrary to Aldous’ original intuition, the time for the multiplicative coalescent does correspond to the linear increase in the constant part of the drift of the Lévy-type process. In the “standard multiplicative coalescent” context of Aldous (Ann. Probab. 25 (1997) 812–854), this result was first announced by Armendáriz in 2001, while its first published proof is due to Broutin and Marckert (Probab. Theory Related Fields 166 (2016) 515–552), who simultaneously account for the process of excess (or surplus) edge counts.

Article information

Source
Bernoulli, Volume 25, Number 4A (2019), 2479-2507.

Dates
Received: November 2016
Revised: April 2018
First available in Project Euclid: 13 September 2019

Permanent link to this document
https://projecteuclid.org/euclid.bj/1568362033

Digital Object Identifier
doi:10.3150/18-BEJ1060

Mathematical Reviews number (MathSciNet)
MR4003555

Zentralblatt MATH identifier
07110102

Keywords
entrance law excursion Lévy process multiplicative coalescent near-critical random graph stochastic coalescent

Citation

Limic, Vlada. The eternal multiplicative coalescent encoding via excursions of Lévy-type processes. Bernoulli 25 (2019), no. 4A, 2479--2507. doi:10.3150/18-BEJ1060. https://projecteuclid.org/euclid.bj/1568362033


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Supplemental materials

  • Supplement to “The eternal multiplicative coalescent encoding via excursions of Lévy-type processes”. The accompanying text consists of eight sections (including a short introductory note). The title of each section summarizes its contents. A fraction of the material presented ([45], Sections 2, 3, 5 and 6) is intended to help readers gain time (reduce the need for consulting external literature) while reading this article. The rest ([45], Sections 4 and 7) contains novel arguments or open problems ([45], Section 8), of which some are related to recent studies [2,3].