A new encoding of coalescent processes: applications to the additive and multiplicative cases

• 成果类型: Article
• 署名作者: Broutin, Nicolas; Marckert, Jean-Francois
• 署名单位: Centre National de la Recherche Scientifique (CNRS); Universite de Bordeaux
• 刊物名称: PROBABILITY THEORY AND RELATED FIELDS
• ISSN/ISSBN: 0178-8051
• DOI: 10.1007/s00440-015-0665-1
• 发表日期: 2016
• 页码: 515-552
• 关键词: Random graphs; random trees; percolation

摘要

We revisit the discrete additive and multiplicative coalescents, starting with n particles with unit mass. These cases are known to be related to some combinatorial coalescent processes: a time reversal of a fragmentation of Cayley trees or a parking scheme in the additive case, and the random graph process in the multiplicative case. Time being fixed, encoding these combinatorial objects in real-valued processes indexed by the line is the key to describing the asymptotic behaviour of the masses as . We propose to use the Prim order on the vertices instead of the classical breadth-first (or depth-first) traversal to encode the combinatorial coalescent processes. In the additive case, this yields interesting connections between the different representations of the process. In the multiplicative case, it allows one to answer to a stronger version of an open question of Aldous (Ann Probab 25:812-854, 1997): we prove that not only the sequence of (rescaled) masses, seen as a process indexed by the time , converges in distribution to the reordered sequence of lengths of the excursions above the current minimum of a Brownian motion with parabolic drift , but we also construct a version of the standard augmented multiplicative coalescent of Bhamidi et al. (Probab Theory Relat, 2013) using an additional Poisson point process.