Voting models and tightness for a family of recursion equations

Abstract We consider recursion equations of the form u n +1 ( x ) = Q [ u n ]( x ), n ≥ 1, x ∈ ℝ, with a non-local operator Q [ u ] = g ( u * q ), where g is a polynomial, satisfying g (0) = 0, g (1) = 1, g ((0, 1)) ⊆ (0, 1), and q is a (compactly supported) probability density with * denoting convolution. Motivated by a line of works for nonlinear PDEs initiated by Etheridge, Freeman and Penington (2017), we show that for general g , a probabilistic model based on branching random walk can be given to the solution of the recursion, while in case g is also strictly monotone, a probabilistic threshold-based model can be given. In the latter case, we provide a conditional tightness result. We analyze in detail the bistable case and prove for it convergence of the solution shifted around a linear in n centering.

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Publication Details

Journal
Journal d Analyse Mathématique
Published
2025-11-01
DOI
https://doi.org/10.1007/s11854-025-0402-3
Primary Topic
Stochastic processes and financial applications
Type
article
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article

Voting models and tightness for a family of recursion equations

Ofer Zeitouni, Xaver Kriechbaum, Lenya Ryzhik
Journal d Analyse Mathématique
Stochastic processes and financial applications
article

Voting models and tightness for a family of recursion equations

Ofer Zeitouni, Xaver Kriechbaum, Lenya Ryzhik
article en

Abstract

Abstract We consider recursion equations of the form u n +1 ( x ) = Q [ u n ]( x ), n ≥ 1, x ∈ ℝ, with a non-local operator Q [ u ] = g ( u * q ), where g is a polynomial, satisfying g (0) = 0, g (1) = 1, g ((0, 1)) ⊆ (0, 1), and q is a (compactly supported) probability density with * denoting convolution. Motivated by a line of works for nonlinear PDEs initiated by Etheridge, Freeman and Penington (2017), we show that for general g , a probabilistic model based on branching random walk can be given to the solution of the recursion, while in case g is also strictly monotone, a probabilistic threshold-based model can be given. In the latter case, we provide a conditional tightness result. We analyze in detail the bistable case and prove for it convergence of the solution shifted around a linear in n centering.

Journal d Analyse MathématiqueVol. 157(2)
Weizmann Institute of Science (IL), Stanford University (US)
Openalex Percentile: Top 57%
Stochastic processes and financial applications
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