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ЖУРНАЛЫ // Theory of Stochastic Processes // Архив

Theory Stoch. Process., 2012, том 18(34), выпуск 2, страницы 1–7 (Mi thsp24)

Эта публикация цитируется в 1 статье

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

Аннотация: 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.

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

MSC: Primary 60J65; Secondary 60D05

Язык публикации: английский



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