Geodesic
Asymptotics of disordering in the discrete approximation of an Arratia flow
Teoriâ slučajnyh processov, Tome 18 (2012) no. 2, pp. 8-14

Voir la notice de l'article provenant de la source Math-Net.Ru

We propose an approach to study the geometrical properties of stochastic flows with coalescence. We consider the discrete time approximation of a stochastic flow. In contrast to flows with continuous time, the ordering of particles in the discrete-time flows does not hold. The disordering in the approximation scheme can be considered as geometrical properties of a stochastic flow. We establish the rate of decrease to zero of the time which two particles spend in the opposite order.
Keywords: Stochastic flow, numerical approximation. 
@article{THSP_2012_18_2_a1,
     author = {E. V. Glinyanaya},
     title = {Asymptotics of disordering in the discrete approximation of an {Arratia} flow},
     journal = {Teori\^a slu\v{c}ajnyh processov},
     pages = {8--14},
     publisher = {mathdoc},
     volume = {18},
     number = {2},
     year = {2012},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/THSP_2012_18_2_a1/}
}
TY  - JOUR
AU  - E. V. Glinyanaya
TI  - Asymptotics of disordering in the discrete approximation of an Arratia flow
JO  - Teoriâ slučajnyh processov
PY  - 2012
SP  - 8
EP  - 14
VL  - 18
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/THSP_2012_18_2_a1/
LA  - en
ID  - THSP_2012_18_2_a1
ER  - 
%0 Journal Article
%A E. V. Glinyanaya
%T Asymptotics of disordering in the discrete approximation of an Arratia flow
%J Teoriâ slučajnyh processov
%D 2012
%P 8-14
%V 18
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/item/THSP_2012_18_2_a1/
%G en
%F THSP_2012_18_2_a1
E. V. Glinyanaya. Asymptotics of disordering in the discrete approximation of an Arratia flow. Teoriâ slučajnyh processov, Tome 18 (2012) no. 2, pp. 8-14. http://geodesic.mathdoc.fr/item/THSP_2012_18_2_a1/