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arXiv math/0506590math.PR
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哈默斯利源汇过程

Hammersley's process with sources and sinks

Eric Cator, Piet Groeneboom

摘要:

我们表明,对于一个固定版本的Hammersley的过程,与泊松“源”的正x轴上,和泊松“汇”的正y轴上,一个孤立的第二类粒子,位于原点在时间为零,渐近移动,概率为1,沿Hammersley的过程的守恒方程的特征。这使我们能够表明,哈默斯利的过程中没有汇或源,所定义的奥尔德斯和Diaconis [Probab. Theory Related Fields 10(1995)199-213]在分布上局部收敛于泊松过程,这是Aldous和Diaconis(1995)通过使用遍历分解定理和Hammersley过程作为一维点过程的构造首次证明的结果,其在整个实数线上作为(连续)时间的函数发展。作为推论,我们得到了EL(t,t)/t收敛于2的结果,即t \to \infty,其中L(t,t)是从(0,0)到(t,t)的最长东北路径的长度.这些事实的证明既不需要遍历分解定理,也不需要次可加遍历定理。我们还证明了具有源和汇的平稳过程的伯克定理的一个版本,并简要讨论了这些结果与随机排列的最长递增子序列理论的关系。

英文摘要:

We show that, for a stationary version of Hammersley's process, with Poisson ``sources'' on the positive x-axis, and Poisson ``sinks'' on the positive y-axis, an isolated second-class particle, located at the origin at time zero, moves asymptotically, with probability 1, along the characteristic of a conservation equation for Hammersley's process. This allows us to show that Hammersley's process without sinks or sources, as defined by Aldous and Diaconis [Probab. Theory Related Fields 10 (1995) 199-213] converges locally in distribution to a Poisson process, a result first proved in Aldous and Diaconis (1995) by using the ergodic decomposition theorem and a construction of Hammersley's process as a one-dimensional point process, developing as a function of (continuous) time on the whole real line. As a corollary we get the result that EL(t,t)/t converges to 2, as t\to\infty, where L(t,t) is the length of a longest North-East path from (0,0) to (t,t). The proofs of these facts need neither the ergodic decomposition theorem nor the subadditive ergodic theorem. We also prove a version of Burke's theorem for the stationary process with sources and sinks and briefly discuss the relation of these results with the theory of longest increasing subsequences of random permutations.

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