Publication: A two-time-scale phenomenon for a fragmentation-coagulation process
A two-time-scale phenomenon for a fragmentation-coagulation process
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Bertoin, J. (2010). A two-time-scale phenomenon for a fragmentation-coagulation process. Electronic Communications in Probability, 15, 253–262. https://doi.org/10.1214/ECP.v15-1552
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Abstract
Consider two urns, A and B, where initially A contains a large number n of balls and B is empty. At each step, with equal probability, either we pick a ball at random in A and place it in B, or vice-versa (provided of course that A, or B, is not empty). The number of balls in B after n steps is of order n√, and this number remains essentially the same after n√ further steps. Observe that each ball in the urn B after n steps has a probability bounded away from 0 and 1 to be placed back in the urn A after n√ additional steps. So, even t
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- Bertoin, J
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Citations
Bertoin, J. (2010). A two-time-scale phenomenon for a fragmentation-coagulation process. Electronic Communications in Probability, 15, 253–262. https://doi.org/10.1214/ECP.v15-1552
