989 research outputs found

    Marking (1,2) Points of the Brownian Web and Applications

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    The Brownian web (BW), which developed from the work of Arratia and then T\'{o}th and Werner, is a random collection of paths (with specified starting points) in one plus one dimensional space-time that arises as the scaling limit of the discrete web (DW) of coalescing simple random walks. Two recently introduced extensions of the BW, the Brownian net (BN) constructed by Sun and Swart, and the dynamical Brownian web (DyBW) proposed by Howitt and Warren, are (or should be) scaling limits of corresponding discrete extensions of the DW -- the discrete net (DN) and the dynamical discrete web (DyDW). These discrete extensions have a natural geometric structure in which the underlying Bernoulli left or right "arrow" structure of the DW is extended by means of branching (i.e., allowing left and right simultaneously) to construct the DN or by means of switching (i.e., from left to right and vice-versa) to construct the DyDW. In this paper we show that there is a similar structure in the continuum where arrow direction is replaced by the left or right parity of the (1,2) space-time points of the BW (points with one incoming path from the past and two outgoing paths to the future, only one of which is a continuation of the incoming path). We then provide a complete construction of the DyBW and an alternate construction of the BN to that of Sun and Swart by proving that the switching or branching can be implemented by a Poissonian marking of the (1,2) points.Comment: added 3 references to Sections 1, 2, 3; expanded explanations in Subsections 7.3, 7.4, 7.

    Euler hydrodynamics of one-dimensional attractive particle systems

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    We consider attractive irreducible conservative particle systems on Z\mathbb{Z}, without necessarily nearest-neighbor jumps or explicit invariant measures. We prove that for such systems, the hydrodynamic limit under Euler time scaling exists and is given by the entropy solution to some scalar conservation law with Lipschitz-continuous flux. Our approach is a generalization of Bahadoran et al. [Stochastic Process. Appl. 99 (2002) 1--30], from which we relax the assumption that the process has explicit invariant measures.Comment: Published at http://dx.doi.org/10.1214/009117906000000115 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org
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