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Time-space analysis of the cluster-formation in interacting diffusions. (English) Zbl 0891.60094
Summary: A countable system of linearly interacting diffusions on the interval \([0,1]\), indexed by a hierarchical group is investigated. A particular choice of the interactions guarantees that we are in the diffusive clustering regime, that is spatial clusters of components with values all close to 0 or all close to 1 grow in various different scales. We studied this phenomenon in 1994. In the present paper we analyze the evolution of single components and of clusters over time. First we focus on the time picture of a single component and find that components close to 0 or close to 1 at a late time have had this property for a large time of random order of magnitude, which nevertheless is small compared with the age of the system. The asymptotic distribution of the suitably scaled duration a component was close to a boundary point is calculated. Secondly we study the history of spatial 0- or 1-clusters by means of time scaled block averages and time-space-thinning procedures. The scaled age of a cluster is again of a random order of magnitude. Third, we construct a transformed Fisher-Wright tree, which (in the long-time limit) describes the structure of the space-time process associated with our system. All described phenomena are independent of the diffusion coefficient and occur for a large class of initial configurations (universality).

MSC:
60K35 Interacting random processes; statistical mechanics type models; percolation theory
60J60 Diffusion processes
60G50 Sums of independent random variables; random walks
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