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- W2950281710 abstract "Certain one-dimensional nearest-neighbor random walks in i.i.d. random space-time environments are known to have diffusive scaling limits. 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 introduced by Le Jan and Raimond, who showed that each such flow is characterized by its n-point motions. We focus on a class of stochastic flows of kernels with Brownian n-point motions which, after their inventors, will be called Howitt-Warren flows. We give a graphical construction of general Howitt-Warren flows, where the underlying random environment takes on the form of a suitably marked Brownian web. Alternatively, we show that a special subclass of the Howitt-Warren flows can be constructed as random flows of mass in a Brownian net. Using these constructions, we prove some new results for the Howitt-Warren flows. In particular, we show that the kernels spread with a finite speed and have a locally finite support at deterministic times if and only if the flow is embeddable in a Brownian net. We show that the kernels are always purely atomic at deterministic times, but with the exception of a special subclass known as the erosion flows, exhibit random times when the kernels are purely non-atomic. We moreover prove ergodic statements for a class of measure-valued processes induced by the Howitt-Warren flows. Along the way, we also prove some new results for the Brownian web and net." @default.
- W2950281710 created "2019-06-27" @default.
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- W2950281710 date "2010-11-17" @default.
- W2950281710 modified "2023-09-27" @default.
- W2950281710 title "Stochastic flows in the Brownian web and net" @default.
- W2950281710 hasPublicationYear "2010" @default.
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