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Rate of growth of the coalescent set in a coalescing stochastic flow

 

作者: R. W. R. Darling,  

 

期刊: Stochastics  (Taylor Available online 1988)
卷期: Volume 23, issue 4  

页码: 465-508

 

ISSN:0090-9491

 

年代: 1988

 

DOI:10.1080/17442508808833505

 

出版商: Gordon and Breach, Science Publishers, Inc

 

关键词: Stochastic flow;coalescence;isotropic covariance;Bessel process;invasion process;coalescent set

 

数据来源: Taylor

 

摘要:

Consider an isotropic stochastic flow in Rd(i.e. a simultaneous random, correlated motion of all points in space), whered=l,2 or 3, such that the joint law of the motion of two particles allows the particles to meet and coalesce in finite time. The coalescent setJtis a random subset of Rdconsisting of the initial positions of particles which have coalesced by timetwith the particle which started at 0. We show that the expected volume ofJtgrows at a rate proportional to whend=1, and at rates close to proportional tot/logt(resp.t) whend= 2 (resp.d=3). We give an example of a coalescing stochastic flow whend= 3. These results are analogous to growth rates of expected population size of a surviving type in the "invasion process" described by Clifford and Sudbury

 

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