Open Access
November 2015 Coalescing Brownian flows: A new approach
Nathanaël Berestycki, Christophe Garban, Arnab Sen
Ann. Probab. 43(6): 3177-3215 (November 2015). DOI: 10.1214/14-AOP957


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.


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Nathanaël Berestycki. Christophe Garban. Arnab Sen. "Coalescing Brownian flows: A new approach." Ann. Probab. 43 (6) 3177 - 3215, November 2015.


Received: 1 November 2013; Revised: 1 July 2014; Published: November 2015
First available in Project Euclid: 11 December 2015

zbMATH: 1345.60111
MathSciNet: MR3433579
Digital Object Identifier: 10.1214/14-AOP957

Primary: 60F17 , 60K35 , 82C21

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

Rights: Copyright © 2015 Institute of Mathematical Statistics

Vol.43 • No. 6 • November 2015
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