The Annals of Probability

Coalescing Brownian flows: A new approach

Nathanaël Berestycki, Christophe Garban, and Arnab Sen

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The coalescing Brownian flow on $\mathbb{R}$ is a process which was introduced by Arratia [Coalescing Brownian motions on the line (1979) Univ. Wisconsin, Madison] and Tóth and Werner [Probab. Theory Related Fields 111 (1998) 375–452], 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. This result holds under a finite variance assumption and is thus optimal. In previous works by Fontes et al. [Ann. Probab. 32 (2004) 2857–2883], Newman et al. [Electron. J. Probab. 10 (2005) 21–60], the topology and state-space required a moment of order $3-\varepsilon$ for this convergence to hold. The 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 noncrossing property.

Article information

Ann. Probab., Volume 43, Number 6 (2015), 3177-3215.

Received: November 2013
Revised: July 2014
First available in Project Euclid: 11 December 2015

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Zentralblatt MATH identifier

Primary: 60K35: Interacting random processes; statistical mechanics type models; percolation theory [See also 82B43, 82C43] 82C21: Dynamic continuum models (systems of particles, etc.) 60F17: Functional limit theorems; invariance principles

Coalescing Brownian motions coalescing random walks invariance principle for coalescing random walks Arratia flow Brownian web Schramm–Smirnov space of coalescing flows coalescing flow on Sierpinski gasket non-crossing property


Berestycki, Nathanaël; Garban, Christophe; Sen, Arnab. Coalescing Brownian flows: A new approach. Ann. Probab. 43 (2015), no. 6, 3177--3215. doi:10.1214/14-AOP957.

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