THE FULL BROWNIAN WEB AS SCALING LIMIT OF STOCHASTIC FLOWS

DOI10.1142/S0219493706001724MaRDI QIDQ5483392zbMATH OpenFDO

Authors L. R. Fontes, Charles M. Newman

Publication date 14 August 2006

Published in Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0511029

zbMATH Keywords

coalescing Brownian motions

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Convergence of probability measures (60B10) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Sample path properties (60G17) Diffusion processes (60J60) Brownian motion (60J65)

Abstract: In this paper we construct an object which we call the full Brownian web (FBW) and prove that the collection of all space-time trajectories of a class of one-dimensional stochastic flows converges weakly, under diffusive rescaling, to the FBW. The (forward) paths of the FBW include the coalescing Brownian motions of the ordinary Brownian web along with bifurcating paths. Convergence of rescaled stochastic flows to the FBW follows from general characterization and convergence theorems that we present here combined with earlier results of Piterbarg.

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Cites work

• Coalescing and noncoalescing stochastic flows in \(R_ 1\)
• Coarsening, nucleation, and the marked Brownian web
• Convergence of coalescing nonsimple random walks to the Brownian web
• Expansions and contractions of isotropic stochastic flows of homeomorphisms
• Reflection and coalescence between independent one-dimensional Brownian paths
• The Brownian Web
• The Brownian web: characterization and convergence
• Two-dimensional Poisson trees converge to the Brownian web

Cited in

(10)

• Dynamics for the Brownian web and the erosion flow
• The Brownian web: characterization and convergence
• On the approximations of point measures associated with the Brownian web by means of the fractional step method and discretization of the initial interval
• Weak convergence of the localized disturbance flow to the coalescing Brownian flow
• Stochastic flows in the Brownian web and net
• Scaling limit for a drainage network model
• Convergence to the Brownian web for a generalization of the drainage network model
• Scaling limit of stretched Brownian chains
• Weaves, webs and flows
• Marking \((1, 2)\) points of the Brownian web and applications

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