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JOURNALS // Theory of Stochastic Processes // Archive

Theory Stoch. Process., 2017 Volume 22(38), Issue 2, Pages 8–18 (Mi thsp176)

On some random integral operators generated by an Arratia flow

A. A. Dorogovtsev, Ia. A. Korenovska, E. V. Glinyanaya

Institute of Mathematics, National Academy of Sciences of Ukrainian, Tereshchenkivska Str. 3, Kiev 01601, Ukraine

Abstract: We study some properties of a random integral operator in $L_2( \mathbb{R})$ whose kernel is generated by a stationary point process related to an Arratia flow. To prove that this random operator is not bounded we estimate the rate of growth of the maximal amount of clusters in Arratia flow on intervals of unit length.

Keywords: Arratia flow, strong random operator, point process, stochastic flow.

MSC: 60H25; 60G55; 60K35

Language: English



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