The Mittag-Leffler process and a scaling limit for the block counting process of the Bolthausen-Sznitman coalescent

Abstract

The Mittag-Leffler process $X=(X_t{)}_{t\ge 0}$ is introduced. This Markov process has the property that its marginal random variables $X_t$ are Mittag-Leffler distributed with parameter $e^{-t}$, $t\in [0,\infty )$, and the semigroup $(T_t{)}_{t\ge 0}$ of $X$ satisfies $T_{t}f(x)=\mathbb{E}(f(x^{e^{-t}}{X}_t))$ for all $x\ge 0$ and all bounded measurable functions $f:[0,\infty )\to \mathbb{R}$. Further characteristics of the process $X$ are derived, for example an explicit formula for the joint moments of its finite dimensional distributions. The main result states that the block counting process of the Bolthausen-Sznitman $n$-coalescent, properly scaled, converges in the Skorohod topology to the Mittag-Leffler process $X$ as the sample size $n$ tends to infinity.

arXiv comment17 pages

References in corpus (1)

• Self-similar scaling limits of non-increasing Markov chains

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