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Memoirs of the American Mathematical Society
2014; 160 pp; softcover
List Price: US$86
Individual Members: US$51.60
Institutional Members: US$68.80
Order Code: MEMO/227/1065
Not yet published.
Expected publication date is January 6, 2014.
It is known that certain one-dimensional nearest-neighbor random walks in i.i.d. random space-time environments have diffusive scaling limits. Here, in the continuum limit, the random environment is represented by a `stochastic flow of kernels', which is a collection of random kernels that can be loosely interpreted as the transition probabilities of a Markov process in a random environment. The theory of stochastic flows of kernels was first developed by Le Jan and Raimond, who showed that each such flow is characterized by its \(n\)-point motions. The authors' work focuses on a class of stochastic flows of kernels with Brownian \(n\)-point motions which, after their inventors, will be called Howitt-Warren flows.
The authors' main result gives a graphical construction of general Howitt-Warren flows, where the underlying random environment takes on the form of a suitably marked Brownian web. This extends earlier work of Howitt and Warren who showed that a special case, the so-called "erosion flow", can be constructed from two coupled "sticky Brownian webs". The authors' construction for general Howitt-Warren flows is based on a Poisson marking procedure developed by Newman, Ravishankar and Schertzer for the Brownian web. Alternatively, the authors show that a special subclass of the Howitt-Warren flows can be constructed as random flows of mass in a Brownian net, introduced by Sun and Swart.
Using these constructions, the authors prove some new results for the Howitt-Warren flows.
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