A Version of the Random Directed Forest and its Convergence to the Brownian Web.

Autor: Valle, Glauco, Zuaznábar, Leonel
Zdroj: Journal of Theoretical Probability; Jun2023, Vol. 36 Issue 2, p948-1002, 55p
Abstrakt: Several authors have studied convergence in distribution to the Brownian web under diffusive scaling of systems of Markovian random walks. In a paper by R. Roy, K. Saha and A. Sarkar, convergence to the Brownian web is proved for a system of coalescing random paths—the random directed forest—which are not Markovian. Paths in the random directed forest do not cross each other before coalescence. Here, we study a variation of the random directed forest where paths can cross each other and prove convergence to the Brownian web. This provides an example of how the techniques to prove convergence to the Brownian web for systems allowing crossings can be applied to non-Markovian systems. [ABSTRACT FROM AUTHOR]
Databáze: Complementary Index
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