Directed, cylindric and radial Brownian webs

DOI10.1214/18-EJP255zbMATH Open1456.60206arXiv1707.08336MaRDI QIDQ2631845FDOQ2631845

Authors: David Coupier, Jean-François Marckert, Viet Chi Tran 

Publication date: 16 May 2019

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: The Brownian web (BW) is a collection of coalescing Brownian paths indexed by the plane. It appears in particular as continuous limit of various discrete models of directed forests of coalescing random walks and navigation schemes. Radial counterparts have been considered but global invariance principles are hard to establish. In this paper, we consider cylindrical forests which in some sense interpolate between the directed and radial forests: we keep the topology of the plane while still taking into account the angular component. We define in this way the cylindric Brownian web (CBW), which is locally similar to the planar BW but has several important macroscopic differences. For example, in the CBW, the coalescence time between two paths admits exponential moments and the CBW as its dual contain each a.s. a unique bi-infinite path. This pair of bi-infinite paths is distributed as a pair of reflected Brownian motions on the cylinder. Projecting the CBW on the radial plane, we obtain a radial Brownian web (RBW), i.e. a family of coalescing paths where under a natural parametrization, the angular coordinate of a trajectory is a Brownian motion. Recasting some of the discrete radial forests of the literature on the cylinder, we propose rescalings of these forests that converge to the CBW, and deduce the global convergence of the corresponding rescaled radial forests to the RBW. In particular, a modification of the radial model proposed in Coletti and Valencia is shown to converge to the CBW.

Full work available at URL: https://arxiv.org/abs/1707.08336

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zbMATH Keywords

Brownian webweak convergence of stochastic processesrandom spanning forestsnavigation algorithm

Mathematics Subject Classification ID

Random graphs (graph-theoretic aspects) (05C80) Geometric probability and stochastic geometry (60D05) Brownian motion (60J65) Discrete-time Markov processes on general state spaces (60J05) Random measures (60G57) Stable stochastic processes (60G52)

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Cited In (5)

• Scaling limit for a family of coalescing radial random paths absorbed at the origin
• The Brownian Castle
• The Brownian Web as a random \(\mathbb{R} \)-tree
• Scaling limit of the radial Poissonian web
• The 2D-directed spanning forest converges to the Brownian web

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