We introduce and analyse a class of fragmentation-coalescence processes defined on finite systems of particles organised into clusters. Coalescent events merge multiple clusters simultaneously to form a single larger cluster, while fragmentation breaks up a cluster into a collection of singletons. Under mild conditions on the coalescence rates, we show that the distribution of cluster sizes becomes non- random in the thermodynamic limit. Moreover, we discover that in the limit of small fragmentation rate these processes exhibit self-organised criticality in the cluster size distribution, with universal exponent 3 2.
Finally we mention an important separate class of fragmentation-coalescence processes. The models discussed so far all concern large but finite particle systems, but it is possible to define (non-size-biased) fragmentation and coalescence processes on the partitions of @math , as introduced in @cite_3 . The class of processes we work with here can be seen as a natural finite counterpart to these models.
@cite_3
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We define and study a family of Markov processes with state space the compact set of all partitions of @math that we call exchangeable fragmentation-coalescence processes. They can be viewed as a combination of homogeneous fragmentation as defined by Bertoin and of homogenous coalescence as defined by Pitman and Schweinsberg or Mohle and Sagitov. We show that they admit a unique invariant probability measure and we study some properties of their paths and of their equilibrium measure. Author(s): Aldous, DJ | Abstract: Consider N particles, which merge into clusters according to the following rule: a cluster of size x and a cluster of size y merge at (stochastic) rate K(x, y) N, were AT is a specified rate kernel. This Marcus-Lushnikov model of stochastic coalescence and the underlying deterministic approximation given by the Smoluchowski coagulation equations have an extensive scientific literature. Some mathematical literature (Kingman's coalescent in population genetics; component sizes in random graphs) implicitly studies the special cases K(x, y) = 1 and K(x, y) = xy. We attempt a wide-ranging survey. General kernels are only now starting to be studied rigorously; so many interesting open problems appear. © 1999 ISI BS. k−2 � 1 − xb−k � � dx� . Call this process a � -coalescent. Discrete measure-valued processes derived from the � -coalescent model a system of masses undergoing coalescent collisions. Kingman's coalescent, which has numerous applications in population genetics, is the δ0-coalescent for δ0 a unit mass at 0. The coalescent recently derived by Bolthausen and Sznit- man from Ruelle's probability cascades, in the context of the Sherrington- Kirkpatrick spin glass model in mathematical physics, is the U-coalescent for U uniform on � 0� 1� .F or� = U, and whenever an infinite number of masses are present, each collision in a � -coalescent involves an infinite number of masses almost surely, and the proportion of masses involved exists as a limit almost surely and is distributed proportionally to � . The two-parameter Poisson-Dirichlet family of random discrete distributions derived from a stable subordinator, and corresponding exchangeable ran- dom partitions ofgoverned by a generalization of the Ewens sampling formula, are applied to describe transition mechanisms for processes of coalescence and fragmentation, including the U-coalescent and its time reversal. 1. Introduction. Markovian coalescent models for the evolution of a sys- tem of masses by a random process of binary collisions were introduced by Marcus (29) and Lushnikov (28). See (3) for a recent survey of the scientific lit- erature of these models and their relation to Smoluchowski's mean-field theory of coagulation phenomena. Evans and Pitman (15) gave a general framework for the rigorous construction of partition-valued and discrete measure-valued coalescent Markov processes allowing infinitely many massses and treated the binary coalescent model where each pair of masses x and y is subject to a coa- lescent collision at rate κ� xyfor a suitable rate kernel κ. This paper studies a family of partition-valued Markov processes, with state space the compact set of all partitions of � �= � 1� 2 ���� � , such that the restriction of the partition to each finite subset ofis a Markov chain with transition rates of a simple form determined by the moments of a finite measureon the unit interval. The case � = δ 0 , a unit mass at 0, is Kingman's coalescent in which every Abstract Partition-valued and measure-valued coalescent Markov processes are constructed whose state describes the decomposition of a finite total mass m into a finite or countably infinite number of masses with sum m , and whose evolution is determined by the following intuitive prescription: each pair of masses of magnitudes x and y runs the risk of a binary collision to form a single mass of magnitude x + y at rate к ( x,y ), for some non-negative, symmetric collision rate kernel к ( x,y ). Such processes with finitely many masses have been used to model polymerization, coagulation, condensation, and the evolution of galactic clusters by gravitational attraction. With a suitable choice of state space, and under appropriate restrictions on к and the initial distribution of mass, it is shown that such processes can be constructed as Feller or Fellerlike processes. A number of further results are obtained for the additive coalescent with collision kernel к ( x,y ) = x + y . This process, which arises from the evolution of tree components in a random graph process, has asymptotic properties related to the stable subordinator of index 1 2.