Open Access
May 2015 Weak convergence of the localized disturbance flow to the coalescing Brownian flow
James Norris, Amanda Turner
Ann. Probab. 43(3): 935-970 (May 2015). DOI: 10.1214/13-AOP845

Abstract

We define a new state-space for the coalescing Brownian flow, also known as the Brownian web, on the circle. The elements of this space are families of order-preserving maps of the circle, depending continuously on two time parameters and having a certain weak flow property. The space is equipped with a complete separable metric. A larger state-space, allowing jumps in time, is also introduced, and equipped with a Skorokhod-type metric, also complete and separable. We prove that the coalescing Brownian flow is the weak limit in this larger space of a family of flows which evolve by jumps, each jump arising from a small localized disturbance of the circle. A local version of this result is also obtained, in which the weak limit law is that of the coalescing Brownian flow on the line. Our set-up is well adapted to time-reversal and our weak limit result provides a new proof of time-reversibility of the coalescing Brownian flow. We also identify a martingale associated with the coalescing Brownian flow on the circle and use this to make a direct calculation of the Laplace transform of the time to complete coalescence.

Citation

Download Citation

James Norris. Amanda Turner. "Weak convergence of the localized disturbance flow to the coalescing Brownian flow." Ann. Probab. 43 (3) 935 - 970, May 2015. https://doi.org/10.1214/13-AOP845

Information

Published: May 2015
First available in Project Euclid: 5 May 2015

zbMATH: 1327.60086
MathSciNet: MR3342655
Digital Object Identifier: 10.1214/13-AOP845

Subjects:
Primary: 60F17

Keywords: Arratia flow , Brownian web , Coalescing Brownian motions , stochastic flow

Rights: Copyright © 2015 Institute of Mathematical Statistics

Vol.43 • No. 3 • May 2015
Back to Top