Time-space analysis of the cluster-formation in interacting diiusions

Klaus Fleischmann, Andreas Greven
1995 unpublished
A countable system of linearly interacting diiusions on the interval 01], indexed by a hierarchical group is investigated. A particular choice of the interactions guarantees that we are in the diiusive clustering regime, that is spatial clusters of components with values all close to 0 or all close to 1 grow i n v arious diierent scales. We studied this phenomenon in FG94]. In the present paper we analyze the evolution of single components and of clusters over time. First we focus on the time
more » ... cture of a single component and nd 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 w as close to a boundary point is calculated. Second we study the history of spatial 0-or 1-clusters by means of time scaled block a verages 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 diiusion coecient and occur for a large class of initial conngurations (universality).