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Entrance laws for annihilating Brownian motions and the continuous-space voter model
Stochastic Processes and their Applications ( IF 1.1 ) Pub Date : 2021-01-21 , DOI: 10.1016/j.spa.2021.01.002
Matthias Hammer , Marcel Ortgiese , Florian Völlering

Consider a system of particles moving independently as Brownian motions until two of them meet, when the colliding pair annihilates instantly. The construction of such a system of annihilating Brownian motions (aBMs) is straightforward as long as we start with a finite number of particles, but is more involved for infinitely many particles. In particular, if we let the set of starting points become increasingly dense in the real line it is not obvious whether the resulting systems of aBMs converge and what the possible limit points (entrance laws) are. In this paper, we show that aBMs arise as the interface model of the continuous-space voter model. This link allows us to provide a full classification of entrance laws for aBMs. We also give some examples showing how different entrance laws can be obtained via finite approximations. Further, we discuss the relation of the continuous-space voter model to the stepping stone and other related models. Finally, we obtain an expression for the n-point densities of aBMs starting from an arbitrary entrance law.



中文翻译:

消除布朗运动的入口定律和连续空间选民模型

考虑一个由布朗运动独立运动的粒子系统,直到它们中的两个相撞时,碰撞对立即消失。只要我们从有限数量的粒子开始,这种消灭布朗运动(aBMs)的系统的构造就很简单,但是对于无限多个粒子来说,则涉及更多。特别是,如果我们让起始点的集合在实线上变得越来越密集,那么生成的aBM的系统是否收敛以及可能的极限点(入口定律)是什么并不明显。在本文中,我们证明了aBM作为连续空间投票者模型的接口模型而出现。此链接使我们能够提供针对aBM的进入法的完整分类。我们还给出一些示例,说明如何通过有限逼近法获得不同的入射定律。进一步,我们讨论了连续空间投票者模型与垫脚石及其他相关模型的关系。最后,我们获得了ñ从任意进入定律开始的反导点密度。

更新日期:2021-02-02
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