Explosion and non-explosion for the continuous-time frog model
Viktor Bezborodov,
Luca Di Persio and
Peter Kuchling
Stochastic Processes and their Applications, 2024, vol. 171, issue C
Abstract:
We consider the continuous-time frog model on Z. At time t=0, there are η(x) particles at x∈Z, each of which is represented by a random variable. In particular, (η(x))x∈Z is a collection of independent random variables with a common distribution μ, μ(Z+)=1, Z+≔N∪{0}, N={1,2,3,…}. The particles at the origin are active, all other ones being assumed as dormant, or sleeping, hence not active. Active particles perform a simple symmetric continuous-time random walk in Z (that is, a random walk with exp(1)-distributed jump times and jumps −1 and 1, each with probability 1/2), independently of all other particles. Sleeping particles stay still until the first arrival of an active particle to their location; upon arrival they become active and start their own simple random walks. Different sets of conditions are given ensuring explosion, respectively non-explosion, of the continuous-time frog model. Our results show in particular that if μ is the distribution of eYlnY with a non-negative random variable Y satisfying EY<∞, then a.s. no explosion occurs. On the other hand, if a∈(0,1) and μ is the distribution of eX, where P{X≥t}=t−a, t≥1, then explosion occurs a.s. The proof relies on a certain type of comparison to a percolation model which we call totally asymmetric discrete inhomogeneous Boolean percolation.
Keywords: frog model; stochastic growth model; explosion; Boolean percolation (search for similar items in EconPapers)
Date: 2024
References: View references in EconPapers View complete reference list from CitEc
Citations:
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304414924000358
Full text for ScienceDirect subscribers only
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:171:y:2024:i:c:s0304414924000358
Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01
DOI: 10.1016/j.spa.2024.104329
Access Statistics for this article
Stochastic Processes and their Applications is currently edited by T. Mikosch
More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().