ON THE INVARIANT DISTRIBUTION OF A ONE-DIMENSIONAL AVALANCHE PROCESS

被引:7
|
作者
Bressaud, Xavier [1 ]
Fournier, Nicolas [2 ]
机构
[1] Aix Marseille Univ, IML, F-13288 Marseille 9, France
[2] Univ Paris Est, Lab Anal & Math Appl, Fac Sci & Technol, F-94010 Creteil, France
来源
ANNALS OF PROBABILITY | 2009年 / 37卷 / 01期
关键词
Stochastic interacting particle systems; equilibrium; coalescence; fragmentation; self-organized criticality; forest-fire model; SELF-ORGANIZED CRITICALITY; FOREST-FIRE MODEL; COAGULATION; EQUATIONS;
D O I
10.1214/08-AOP396
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider an interacting particle system (eta(t))t >= 0 with values in {0, 1}(Z), in which each vacant site becomes occupied with rate 1, while each connected component of occupied sites become vacant with rate equal to its size. We show that such a process admits a unique invariant distribution, which is exponentially mixing and can be perfectly simulated. We also prove that for any initial condition, the avalanche process tends to equilibrium exponentially fast, as time increases to infinity. Finally, we consider a related mean-field coagulation-fragmentation model, we compute its invariant distribution and we show numerically that it is very close to that of the interacting particle system.
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页码:48 / 77
页数:30
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