{"title":"Construction and convergence results for stable webs","authors":"Thomas Mountford , Krishnamurthi Ravishankar","doi":"10.1016/j.spa.2024.104415","DOIUrl":null,"url":null,"abstract":"<div><p>We introduce a new metric for collections of aged paths and a robust set of conditions implying compactness for set of collections of aged paths in the topology corresponding to this metric. We show that the distribution of stable webs (<span><math><mrow><mn>1</mn><mo><</mo><mi>α</mi><mo>≤</mo><mn>2</mn></mrow></math></span>) made up of collections of stable paths is tight in this topology. We then show convergence to stable webs for coalescing systems of random walks(suitably normalized). We obtain some path results in the Brownian case.</p></div>","PeriodicalId":51160,"journal":{"name":"Stochastic Processes and their Applications","volume":"175 ","pages":"Article 104415"},"PeriodicalIF":1.1000,"publicationDate":"2024-06-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastic Processes and their Applications","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0304414924001212","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 0
Abstract
We introduce a new metric for collections of aged paths and a robust set of conditions implying compactness for set of collections of aged paths in the topology corresponding to this metric. We show that the distribution of stable webs () made up of collections of stable paths is tight in this topology. We then show convergence to stable webs for coalescing systems of random walks(suitably normalized). We obtain some path results in the Brownian case.
期刊介绍:
Stochastic Processes and their Applications publishes papers on the theory and applications of stochastic processes. It is concerned with concepts and techniques, and is oriented towards a broad spectrum of mathematical, scientific and engineering interests.
Characterization, structural properties, inference and control of stochastic processes are covered. The journal is exacting and scholarly in its standards. Every effort is made to promote innovation, vitality, and communication between disciplines. All papers are refereed.