We define and study a family of Markov processes with state space the compact set of all partitions of N that we call exchangeable fragmentation-coalescence processes. They can be viewed as a combination of exchangeable fragmentation as defined by Bertoin and of homogenous coalescence as defined by Pitman and Schweinsberg or Mohle and Sagitov. We show that they admit a unique invariant probability measure and we study some properties of their paths and of their equilibrium measure.
We show that for $0<α<1$ and $θ>-α$, the Poisson-Dirichlet distribution with parameter $(α, θ)$ is the unique reversible distribution of a rather natural fragmentation-coalescence process. This completes earlier results in the literature for certain split and merge transformations and the parameter $α=0$.
We consider the exchangeable fragmentation-coagulation (EFC) processes, where the coagulations are multiple and not simultaneous, as in a $Λ$-coalescent, and the fragmentations dislocate at finite rate an individual block into sub-blocks of infinite size. Sufficient conditions are found for the block-counting process to explode (i.e. to reach $\infty$) or not and for infinity to be an exit boundary or an entrance boundary. In a case of regularly varying fragmentation and coagulation mechanisms, we find regimes where the boundary $\infty$ can be either an exit, an entrance or a regular boundary…
We consider the class of exchangeable fragmentation-coagulation (EFC) processes where coagulations are multiple and not simultaneous, as in a $Λ$-coalescent, and fragmentation dislocates at finite rate an individual block into sub-blocks of infinite size. We call these partition-valued processes, simple EFC processes, and study the question whether such a process, when started with infinitely many blocks, can visit partitions with a finite number of blocks or not. When this occurs, one says that the process comes down from infinity. We introduce two sharp parameters $θ_{\star}\leq θ^{\star}\in…
The fragmentation processes of exchangeable partitions have already been studied by several authors. In this paper, we examine rather fragmentation of exchangeable compositions, that means partitions of $\mathbb{N}$ where the order of the blocks counts. We will prove that such a fragmentation is bijectively associated to an interval fragmentation. Using this correspondence, we then calculate the Hausdorff dimension of certain random closed set that arise in interval fragmentations and we study Ruelle's interval fragmentation.
We introduce and analyse a class of fragmentation-coalescence processes defined on finite systems of particles organised into clusters. Coalescent events merge multiple clusters simultaneously to form a single larger cluster, while fragmentation breaks up a cluster into a collection of singletons. Under mild conditions on the coalescence rates, we show that the distribution of cluster sizes becomes non- random in the thermodynamic limit. Moreover, we discover that in the limit of small fragmentation rate these processes exhibit self-organised criticality in the cluster size distribution, with …
An important property of Kingman's coalescent is that, starting from a state with an infinite number of blocks, over any positive time horizon, it transitions into an almost surely finite number of blocks. This is known as `coming down from infinity'. Moreover, of the many different (exchangeable) stochastic coalescent models, Kingman's coalescent is the `fastest' to come down from infinity. In this article we study what happens when we counteract this `fastest' coalescent with the action of an extreme form of fragmentation. We augment Kingman's coalescent, where any two blocks merge at rate $…
We consider a natural destruction process of an infinite recursive tree by removing each edge after an independent exponential time. The destruction up to time t is encoded by a partition $Π$(t) of N into blocks of connected vertices. Despite the lack of exchangeability, just like for an exchangeable fragmentation process, the process $Π$ is Markovian with transitions determined by a splitting rates measure r. However, somewhat surprisingly, r fails to fulfill the usual integrability condition for the dislocation measure of exchangeable fragmentations. We further observe that a time-dependent …
We study infinite systems of particles which undergo coalescence and fragmentation, in a manner determined solely by their masses. A pair of particles having masses $x$ and $y$ coalesces at a given rate $K(x,y)$. A particle of mass $x$ fragments into a collection of particles of masses $θ\_1 x, θ\_2 x, \ldots$ at rate $F(x) β(dθ)$. We assume that the kernels $K$ and $F$ satisfy Hölder regularity conditions with indices $λ\in (0,1]$ and $α\in [0, \infty)$ respectively. We show existence of such infinite particle systems as strong Markov processes taking values in $\ell\_λ$, the set of ordered s…
We consider the compact space of pairs of nested partitions of $\mathbb N$, where by analogy with models used in molecular evolution, we call "gene partition" the finer partition and "species partition" the coarser one. We introduce the class of nondecreasing processes valued in nested partitions, assumed Markovian and with exchangeable semigroup. These processes are said simple when each partition only undergoes one coalescence event at a time (but possibly the same time). Simple nested exchangeable coalescent (SNEC) processes can be seen as the extension of $Λ$-coalescents to nested partitio…
We consider a coagulation multiple-fragmentation equation, which describes the concentration $c\_t(x)$ of particles of mass $x \in (0,\infty)$ at the instant $t \geq 0$ in a model where fragmentation and coalescence phenomena occur. We study the existence and uniqueness of measured-valued solutions to this equation for homogeneous-like kernels of homogeneity parameter $λ\in (0,1]$ and bounded fragmentation kernels, although a possibly infinite total fragmentation rate, in particular an infinite number of fragments, is considered. This work relies on the use of a Wasserstein-type distance, whic…
Consider a continuous-state branching population constructed as a flow of nested subordinators. Inverting the subordinators and reversing time give rise to a flow of coalescing Markov processes (with negative jumps) which correspond to the ancestral lineages of individuals in the current generation. The process of the ancestral lineage of a fixed individual is the Siegmund dual process of the continuous-state branching process. We study its semi-group, its long-term behavior and its generator. In order to follow the coalescences in the ancestral lineages and to describe the backward genealogy …
Let $\mathcal{S}_n$ be the permutation group on $n$ elements, and consider a random walk on $\mathcal{S}_n$ whose step distribution is uniform on $k$-cycles. We prove a well-known conjecture that the mixing time of this process is $(1/k)n\log n$, with threshold of width linear in $n$. Our proofs are elementary and purely probabilistic, and do not appeal to the representation theory of $\mathcal{S}_n$.
Consider a critical Erdös-Rényi random graph: $n$ is the number of vertices, each one of the $\binom{n}{2}$ possible edges is kept in the graph independently from the others with probability $n^{-1}+λn^{-4/3}$, $λ$ being a fixed real number. When $n$ goes to infinity, Addario-Berry, Broutin and Goldschmidt have shown that the collection of connected components, viewed as suitably normalized measured compact metric spaces, converges in distribution to a continuous limit $\mathcal{G}_λ$ made of random real graphs. In this paper, we consider notably the dynamical percolation on critical Erdös-Rén…
We present a coalescent process where three particles merge at each coagulation step. Using a random walk representation, we prove duality with a fragmentation process, whose fragmentation law we specify explicitly. Furthermore, we give a second construction of the coalescence in terms of random binary forests and study asymptotic properties. Starting from N particles of unit mass, we obtain under an appropriate rescaling when N tends to infinity a well-known binary coalescence, the so-called standard additive coalescent.
We introduce regenerative tree growth processes as consistent families of random trees with n labelled leaves, n>=1, with a regenerative property at branch points. This framework includes growth processes for exchangeably labelled Markov branching trees, as well as non-exchangeable models such as the alpha-theta model, the alpha-gamma model and all restricted exchangeable models previously studied. Our main structural result is a representation of the growth rule by a sigma-finite dislocation measure kappa on the set of partitions of the natural numbers extending Bertoin's notion of exchangeab…
Pitman~(1999) describes a duality relationship between fragmentation and coagulation operators. An explicit relationship is described for the two-parameter Poisson-Dirichlet laws, with parameters {\footnotesize $(α,θ)$} and $(β,θ/α)$, wherein $PD(α, θ)$ is coagulated by $PD(β,θ/α)$ for $0<α<1$, $0 \leqβ<1$ and $-β<θ/α$. This remarkable explicit agreement was obtained by combinatorial methods via exchangeable partition probability functions~(EPPF). This work discusses an alternative analysis which can feasibly extend the characterizations above to more general models of $PD(α,θ)$ coagulated wit…
Every exchangeable Feller process taking values in a suitably nice combinatorial state space can be constructed by a system of iterated random Lipschitz functions. In discrete time, the construction proceeds by iterated application of independent, identically distributed functions, while in continuous time the random functions occur as the atoms of a time homogeneous Poisson point process. We further show that every exchangeable Feller process projects to a Feller process in an appropriate limit space, akin to the projection of partition-valued processes into the ranked-simplex and graph-value…
Some, but not all processes of the form $M_t=\exp(-ξ_t)$ for a pure-jump subordinator $ξ$ with Laplace exponent $Φ$ arise as residual mass processes of particle 1 (tagged particle) in Bertoin's partition-valued exchangeable fragmentation processes. We introduce the notion of a Markovian embedding of $M=(M_t,t\ge 0)$ in a fragmentation process, and we show that for each $Φ$, there is a unique (in distribution) binary fragmentation process in which $M$ has a Markovian embedding. The identification of the Laplace exponent $Φ^*$ of its tagged particle process $M^*$ gives rise to a symmetrisation o…