Home > Research > Publications & Outputs > Weak convergence of the localized disturbance f...

Electronic data

  • AOP845

    Rights statement: © Institute of Mathematical Statistics, 2015

    Final published version, 325 KB, PDF document

Links

Text available via DOI:

View graph of relations

Weak convergence of the localized disturbance flow to the coalescing Brownian flow

Research output: Contribution to Journal/MagazineJournal articlepeer-review

Published
<mark>Journal publication date</mark>5/05/2015
<mark>Journal</mark>Annals of Probability
Issue number3
Volume43
Number of pages36
Pages (from-to)935-970
Publication StatusPublished
<mark>Original language</mark>English

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.

Bibliographic note

© Institute of Mathematical Statistics, 2015