Coalescing flows: a new approach

Stochastic Analysis Seminar Series

Abstract: The coalescing Brownian flow on $\R$ is a process which was introduced by Arratia (1979) and Toth and Werner (1997), and which formally corresponds to starting coalescing Brownian motions from every space-time point. We provide a new state space and topology for this process and obtain an invariance principle for coalescing random walks. The invariance principle holds under a finite variance assumption and is thus optimal. In a series of previous works, this question was studied under a different topology, and a moment of order $3-\eps$ was necessary for the convergence to hold. Our proof relies crucially on recent work of Schramm and Smirnov on scaling limits of critical percolation in the plane. Our approach is sufficiently simple that we can handle substantially more complicated coalescing flows with little extra work -- in particular similar results are obtained in the case of coalescing Brownian motions on the Sierpinski gasket. This is the first such result where the limiting paths do not enjoy the non-crossing property. Joint work with Christophe Garban (Lyon) and Arnab Sen (Minnesota).



Monday, November 4, 2013 - 14:15
to 15:15