Electronic Journal of Probability
- Electron. J. Probab.
- Volume 22 (2017), paper no. 19, 31 pp.
On asymptotic behavior of the modified Arratia flow
We study asymptotic properties of the system of interacting diffusion particles on the real line which transfer a mass . The system is a natural generalization of the coalescing Brownian motions [3, 25]. The main difference is that diffusion particles coalesce summing their mass and changing their diffusion rate inversely proportional to the mass. First we construct the system in the case where the initial mass distribution has the moment of the order greater then two as an $L_2$-valued martingale with a suitable quadratic variation. Then we find the relationship between the asymptotic behavior of the particles and local properties of the mass distribution at the initial time.
Electron. J. Probab., Volume 22 (2017), paper no. 19, 31 pp.
Received: 18 August 2016
Accepted: 30 January 2017
First available in Project Euclid: 18 February 2017
Permanent link to this document
Digital Object Identifier
Mathematical Reviews number (MathSciNet)
Zentralblatt MATH identifier
Primary: 82B21: Continuum models (systems of particles, etc.) 60K35: Interacting random processes; statistical mechanics type models; percolation theory [See also 82B43, 82C43]
Secondary: 60D05: Geometric probability and stochastic geometry [See also 52A22, 53C65]
Konarovskyi, Vitalii. On asymptotic behavior of the modified Arratia flow. Electron. J. Probab. 22 (2017), paper no. 19, 31 pp. doi:10.1214/17-EJP34. https://projecteuclid.org/euclid.ejp/1487386997