SearcharxivSearch

arXiv · 2507.00737

Dispersion models on a circle: universal properties and asymptotic results

Abstract

Consider a sequence of masses $m_0,m_1,...$ arriving uniformly at random at some points $u_0,u_1,...$ on the unit circle $\mathbb{R}/\mathbb{Z}$ (or on $\mathbb{Z}/n\mathbb{Z}$, in the discrete version). Upon arrival, each mass undergoes a relaxation phase during which it is dispersed, possibly also at random. This process can model many physical phenomena, such as the diffusion of liquid in a porous medium. In the discrete case, it can model parking (related to additive coalescence and hashing with linear probing) in which the cars are permitted to follow random displacement policies. The dispersion policies considered in the paper ensure that at time $k$, after the successive dispersions of $m_0,\cdots,m_{k-1}$, the total covered region has Lebesgue measure $m_0+\cdots+m_{k-1}$. Furthermore, during the dispersion of a given mass, the covered domain increases continuously, except when it merges with another covered connected component (CC). We show a very general exchangeability property for the sequence of covered CC. Additionally, we demonstrate a universal spacing property between these CC, and a notable general result: if the $(u_i)$ are independent and rotationally invariant, then the number of free (not covered) CC follows a binomial distribution whose parameters depend solely on the number and total mass of arrived particles. Furthermore, conditional on the number of CC, the sizes of the free CC follow a simple Dirichlet distribution in the continuous case, regardless of the dispersion policy considered and the values of the masses. We also characterize the distribution of the occupied space. In the second part of the paper, we study the total cost associated with these models for various cost models, and establish connections with the additive coalescent. We also provide an asymptotic representation of the limiting covered space as the number of masses goes to infinity.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Jean-François Marckert, Zoé Varin. 2025-07-01. Dispersion models on a circle: universal properties and asymptotic results. https://arxiv.org/abs/2507.00737

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR