Sharp asymptotics for $N$-point correlation functions of coalescing heavy-tailed random walk
Jinjiong Yu

TL;DR
This paper derives precise asymptotic formulas for the $N$-point correlation functions of coalescing heavy-tailed random walks on $ Z$, revealing detailed probabilistic behavior of such systems with stable-like jumps.
Contribution
It provides the first sharp asymptotic estimates for correlation functions in coalescing heavy-tailed random walks, including tail estimates and non-collision probabilities.
Findings
Established sharp asymptotics for correlation functions.
Derived refined tail estimates for heavy-tailed random walks.
Analyzed non-collision probabilities for multiple independent walks.
Abstract
We study a system of coalescing continuous-time random walks starting from every site on , where the jump increments lie in the domain of attraction of an -stable distribution with . We establish sharp asymptotics for the -point correlation function of the system. Our analysis relies on two precise tail estimates for the system density, as well as the non-collision probability of independent random walks with arbitrary fixed initial configurations. In addition, we derive refined estimates for heavy-tailed random walks, which may be of independent interest.
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Taxonomy
TopicsStochastic processes and statistical mechanics · Probability and Risk Models · Random Matrices and Applications
