The eternal multiplicative coalescent encoding via excursions of L\'evy-type processes, with Supplement

Abstract : The multiplicative coalescent is a mean-field Markov process in which any pair of blocks coalesces at rate proportional to the product of their masses. In Aldous and Limic (1998) each extreme eternal version of the multiplicative coalescent was described in three different ways, one of which matched its (marginal) law to that of the ordered excursion lengths above past minima of a certain L\'evy-type process. Using a modification of the breadth-first-walk construction from Aldous (1997) and Aldous and Limic (1998), and some new insight from the thesis by Uribe (2007), this work settles an open problem (3) from Aldous (1997) in the more general context of Aldous and Limic (1998). Informally speaking, each eternal version is entirely encoded by its L\'evy-type process, and contrary to Aldous' original intuition, the time for the multiplicative coalescent does correspond to the linear increase in the constant part of the drift of the L\'e}y-type process. In the "standard multiplicative coalescent" context of Aldous (1997), this result was first announced by Armend\'ariz in 2001, while its first published proof is due to Broutin and Marckert (2016), who simultaneously account for the process of excess (or surplus) edge counts.
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https://hal.archives-ouvertes.fr/hal-02265886
Contributor : Vlada Limic <>
Submitted on : Monday, August 12, 2019 - 5:51:04 PM
Last modification on : Tuesday, August 13, 2019 - 1:14:17 AM

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  • HAL Id : hal-02265886, version 1
  • ARXIV : 1812.04436

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Vlada Limic. The eternal multiplicative coalescent encoding via excursions of L\'evy-type processes, with Supplement. 2019. ⟨hal-02265886⟩

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