Products of Beta matrices and sticky flows
| dc.creator | Jan, Yves Le | |
| dc.creator | Lemaire, Sophie | |
| dc.date | 2003-07-09 | |
| dc.date | 2004-06-30 | |
| dc.date.accessioned | 2026-07-07T04:59:30Z | |
| dc.date.available | 2026-07-07T04:59:30Z | |
| dc.description | 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. | |
| dc.identifier | https://arxiv.org/abs/math/0307106 | |
| dc.identifier | http://arxiv.org/abs/math/0307106 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/68011 | |
| dc.subject | Probability | |
| dc.subject | 60J27; 60J35; 60G09 | |
| dc.title | Products of Beta matrices and sticky flows | |
| dc.type | text |