solidot新版网站常见问题,请点击这里查看。

Survival probabilities and maxima of sums of correlated increments with applications to one-dimensional cellular automata. (arXiv:1706.08117v1 [math.PR])

来源于:arXiv
We consider sums of increments given by a functional of a stationary Markov chain. Letting $T$ be the first return time of the partial sums process to $(-\infty,0]$, under general assumptions we give determine the asymptotic behavior of the survival probability, $\mathbb{P}(T\ge t)\sim Ct^{-1/2}$ for an explicit constant $C$. Our analysis is based on a novel connection between the survival probability and the running maximum of the time-reversed process, and relies on a functional central limit theorem for Markov chains. Our result extends the classic theorem of Sparre Anderson on sums of mean zero and independent increments to the case of correlated increments. As applications, we recover known clustering results for the 3-color cyclic cellular automaton and the Greenberg-Hastings model in one dimension, and we prove a new clustering result for the 3-color firefly cellular automaton. 查看全文>>