Products of Beta matrices and sticky flows
Le Jan, Yves ; Lemaire, Sophie
HAL, hal-00000491 / Harvested from HAL
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.
Publié le : 2004-03-10
Classification:  convergence of resolvents,  Dirichlet laws,  Dirichlet forms,  Feller semigroups,  stochastic flow of kernels,  Markov chains with continuous parameter,  Polya urns,  60J27; 60J35; 60G09,  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
@article{hal-00000491,
     author = {Le Jan, Yves and Lemaire, Sophie},
     title = {Products of Beta matrices and sticky flows},
     journal = {HAL},
     volume = {2004},
     number = {0},
     year = {2004},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00000491}
}
Le Jan, Yves; Lemaire, Sophie. Products of Beta matrices and sticky flows. HAL, Tome 2004 (2004) no. 0, . http://gdmltest.u-ga.fr/item/hal-00000491/