Products of Beta matrices and sticky flows - Archive ouverte HAL Accéder directement au contenu
Article Dans Une Revue Probability Theory and Related Fields Année : 2004

Products of Beta matrices and sticky flows

Yves Le Jan
  • Fonction : Auteur
  • PersonId : 828470
Sophie Lemaire
  • Fonction : Auteur
  • PersonId : 828471

Résumé

A discrete model of Brownian sticky flows on the unit circle is described: it is constructed with products of Beta matrices on the discrete torus. Sticky flows are defined by their ``moments'' which are consistent systems of transition kernels on the unit circle. Similarly, the moments of the discrete model form a consistent system of transition matrices on the discrete torus. A convergence of Beta matrices to sticky kernels is shown at the level of the moments. As the generators of the n-point processes are defined in terms of Dirichlet forms, the proof is performed at the level of the Dirichlet forms. The evolution of a probability measure by the flow of Beta matrices is described by a measure-valued Markov process. A convergence result of its finite dimensional distributions is deduced.
Fichier principal
Vignette du fichier
Bmatrix3.pdf (509.06 Ko) Télécharger le fichier
Loading...

Dates et versions

hal-00000491 , version 1 (08-07-2003)
hal-00000491 , version 2 (04-10-2003)
hal-00000491 , version 3 (30-06-2004)

Identifiants

Citer

Yves Le Jan, Sophie Lemaire. Products of Beta matrices and sticky flows. Probability Theory and Related Fields, 2004, 130 (1), pp.109-134. ⟨10.1007/s00440-004-0358-7⟩. ⟨hal-00000491v3⟩
112 Consultations
111 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More