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JOURNALS // Theory of Stochastic Processes // Archive

Theory Stoch. Process., 2012 Volume 18(34), Issue 2, Pages 1–7 (Mi thsp24)

This article is cited in 1 paper

Iterated logarithm law for sizes of clusters in Arratia flow

A. A. Dorogovtseva, A. V. Gnedinb, M. B. Vovchanskiia

a Institute of Mathematics of the NAS of Ukraine
b Queen Mary, University of London

Abstract: The asymptotics of sizes of clusters for the Arratia flow is considered, the Arratia flow being a system of coalescing Wiener processes starting from the real axis and independent before they meet. A cluster at time $t$ is defined as a set of particles that have glued together not later than at $t.$ The results obtained are remarked to hold for any Arratia flow with a Lipschitz drift.

Keywords: Arratia flow, cluster, Brownian motion, Gaussian processes, concentration of measure.

MSC: Primary 60J65; Secondary 60D05

Language: English



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