A phase transition in excursions from infinity of the fast fragmentation-coalescence process


Abstract in English

An important property of Kingmans coalescent is that, starting from a state with an infinite number of blocks, over any positive time horizon, it transitions into an almost surely finite number of blocks. This is known as `coming down from infinity. Moreover, of the many different (exchangeable) stochastic coalescent models, Kingmans coalescent is the `fastest to come down from infinity. In this article we study what happens when we counteract this `fastest coalescent with the action of an extreme form of fragmentation. We augment Kingmans coalescent, where any two blocks merge at rate $c>0$, with a fragmentation mechanism where each block fragments at constant rate, $lambda>0$, into its constituent elements. We prove that there exists a phase transition at $lambda=c/2$, between regimes where the resulting `fast fragmentation-coalescence process is able to come down from infinity or not. In the case that $lambda<c/2$ we develop an excursion theory for the fast fragmentation-coalescence process out of which a number of interesting quantities can be computed explicitly.

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