Limit theorems for the number of clusters of the Arratia flow
Teoriâ slučajnyh processov, Tome 23 (2018) no. 2, pp. 33-40.

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

In this paper we prove the central limit theorem for the number of clusters formed by the particles of the Arratia flow starting from the interval $[0;n]$ as $n\to\infty$, obtain an estimate of the Berry–Esseen type for the rate of this convergence, and prove the corresponding functional law of the iterated logarithm.
Keywords: Central limit theorem, Berry–Esseen inequality, functional law of the iterated logarithm, coalescing Brownian motions, Arratia flow, clusters.
@article{THSP_2018_23_2_a3,
     author = {E. V. Glinyanaya and V. V. Fomichov},
     title = {Limit theorems for the number of clusters of the {Arratia} flow},
     journal = {Teori\^a slu\v{c}ajnyh processov},
     pages = {33--40},
     publisher = {mathdoc},
     volume = {23},
     number = {2},
     year = {2018},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/THSP_2018_23_2_a3/}
}
TY  - JOUR
AU  - E. V. Glinyanaya
AU  - V. V. Fomichov
TI  - Limit theorems for the number of clusters of the Arratia flow
JO  - Teoriâ slučajnyh processov
PY  - 2018
SP  - 33
EP  - 40
VL  - 23
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/THSP_2018_23_2_a3/
LA  - en
ID  - THSP_2018_23_2_a3
ER  - 
%0 Journal Article
%A E. V. Glinyanaya
%A V. V. Fomichov
%T Limit theorems for the number of clusters of the Arratia flow
%J Teoriâ slučajnyh processov
%D 2018
%P 33-40
%V 23
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/item/THSP_2018_23_2_a3/
%G en
%F THSP_2018_23_2_a3
E. V. Glinyanaya; V. V. Fomichov. Limit theorems for the number of clusters of the Arratia flow. Teoriâ slučajnyh processov, Tome 23 (2018) no. 2, pp. 33-40. http://geodesic.mathdoc.fr/item/THSP_2018_23_2_a3/

[1] R. A. Arratia, Coalescing Brownian motions on the line, (PhD thesis) PhD dissertation, University of Wisconsin, Madison, 1979, 128 pp. | MR

[2] A. A. Dorogovtsev, Measure-valued processes and stochastic flows, Institute of Mathematics of the National Academy of Sciences of Ukraine, Kiev, Ukraine, 2007 (in Russian) | MR | Zbl

[3] A. A. Dorogovtsev, Stochastic flows, CRC Press (to appear)

[4] A. A. Dorogovtsev, A. V. Gnedin, M. B. Vovchanskii, “Iterated logarithm law for sizes of clusters in Arratia flow”, Theory of Stochastic Processes, 18(34):2 (2012), 1–7 | MR | Zbl

[5] A. A. Dorogovtsev, O. V. Ostapenko, “Large deviations for flows of interacting Brownian motions”, Stochastics and Dynamics, 10:3 (2010), 315–339 | DOI | MR | Zbl

[6] V. V. Fomichov, “The distribution of the number of clusters in the Arratia flow”, Communications on Stochastic Analysis, 10:3 (2016), 257–270 | DOI | MR

[7] E. V. Glinyanaya, “Spatial ergodicity of the Harris flows”, Communications on Stochastic Analysis, 11:2 (2017), 223–231 | DOI | MR

[8] T. E. Harris, “Coalescing and noncoalescing stochastic flows in $R_1$”, Stochastic Processes and their Applications, 17 (1984), 187–210 | DOI | MR | Zbl

[9] I. A. Ibragimov, Yu. V. Linnik, Independent and stationary sequences of random variables, Wolters-Noordhoff Publishing, Groningen, The Netherlands, 1971, 443 pp. | MR | Zbl

[10] V. Kargin, “On Pfaffian random point fields”, Journal of Statistical Physics, 154:3 (2014), 681–704 | DOI | MR | Zbl

[11] H. Matsumoto, “Coalescing stochastic flows on the real line”, Osaka Journal of Mathematics, 26:1 (1989), 139–158 | MR | Zbl

[12] H. Oodaira, K. I. Yoshihara, “The law of the iterated logarithm for stationary processes satisfying mixing conditions”, Kodai Math. Sem. Rep., 23 (1971), 311–334 | DOI | MR | Zbl

[13] E. Rio, “The functional law of the iterated logarithm for stationary strongly mixing sequences”, The Annals of Probability, 23:3 (1995), 1188–1203 | DOI | MR | Zbl

[14] A. N. Tikhomirov, “On the convergence rate in the central limit theorem for weakly dependent random variables”, Theory of Probability and its Applications, 25:4 (1980), 790–809 | DOI | MR

[15] B. Tóth, W. Werner, “The true self-repelling motion”, Probability Theory and Related Fields, 111:3 (1998), 375–452 | DOI | MR | Zbl

[16] R. Tribe, O. Zaboronski, “Pfaffian formulae for one dimensional coalescing and annihilating systems”, Electronic Journal of Probability, 16:76 (2011), 2080–2103 | DOI | MR | Zbl