The central limit theorem for the Smoluchovski coagulation model

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Abstract: The general model of coagulation is considered. For basic classes of unbounded coagulation kernels the central limit theorem (CLT) is obtained for the fluctuations around the dynamic law of large numbers (LLN). A rather precise rate of convergence is given both for LLN and CLT.


This work provides a functional Central Limit Theorem (CLT) for the fluctuations around the dynamic law of large numbers (LLN) described by the Smoluchovski equation for a general model of coagulation. In particular it answers an open problem stated by \textit{D. J. Aldous} [Bernoulli 5, No.~1, 3--48 (1999; Zbl 0930.60096)] on coagulation theory. The work also provides precise estimates of the error terms for both LLN and CLT for a wide class of bounded and unbounded functionals on measures. The method used are partially analytic and partially probabilistic. The main novelty of the work lies in the systematic study of the derivatives of the solutions to kinetic equations with respect to the initial data which is a kind of a perturbation technique. The results are proved for three concrete classes of coagulation kernels all of which satisfy the very basic assumption of an additive upper bound.



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