We study a system of coalescing random walks on the integer lattice $\mathbb{Z}^{d}$ in which the walk is oriented in the $d$-th direction and follows certain specified rules. We first study the geometry of the paths and show that, almost surely, the paths from a graph consisting of just one tree for dimentions $d=2,3$ and infinitely many disjoint trees for dimensions $d\geq 4$. Also, there is no bi-infinite path in the graph almost surely for $d\geq 2$. Subsequently, we prove that for $d=2$ the diffusive scaling of this system converges in distribution to the Brownian web.
We introduce a system of one-dimensional coalescing nonsimple random walks with long range jumps allowing crossing paths and exibiting dependence before coalescence. We show that under diffusive scaling this system converges in distribution to the Brownian Web.
We consider the tributary structure of Howard's drainage model studied by Gangopadhyay et. al. Conditional on the event that the tributary survives up to time $n$, we show that, as a sequence of random metric spaces, scaled tributary converges in distribution to a continuum random tree with respect to Gromov Hausdorff topology. This verifies a prediction made by Aldous for a simpler model (where paths are independent till they coalesce) but for a different conditional set up. The limiting continuum tree is slightly different from what was surmised earlier. Our proof uses the fact that there ex…
Hack [Studies of longitudinal stream profiles in Virginia and Maryland (1957). Report], while studying the drainage system in the Shenandoah valley and the adjacent mountains of Virginia, observed a power law relation $l\sim a^{0.6}$ between the length $l$ of a stream from its source to a divide and the area $a$ of the basin that collects the precipitation contributing to the stream as tributaries. We study the tributary structure of Howard's drainage network model of headward growth and branching studied by Gangopadhyay, Roy and Sarkar [Ann. Appl. Probab. 14 (2004) 1242-1266]. We show that th…
We consider the two dimensional version of a drainage network model introduced by Gangopadhyay, Roy and Sarkar, and show that the appropriately rescaled family of its paths converges in distribution to the Brownian web. We do so by verifying the convergence criteria proposed by Fontes, Isopi, Newman and Ravishankar.
Study of random networks generally requires the nodes to be independently and uniformly distributed such as a Poisson point process. In this work, we venture beyond this standard paradigm and investigate a stochastic forest obtained from a drainage network model constructed on a randomly perturbed subset of $\mathbb{Z}^2$, where both horizontal and vertical perturbations are given by exponentially decaying unbounded discrete random variables and vertical perturbations are allowed in the upward direction only. We show that the resultant stochastic network is a single tree a.s. We further establ…
The Brownian web is a collection of one-dimensional coalescing Brownian motions starting from everywhere in space and time, and the Brownian net is a generalization that also allows branching. They appear in the diffusive scaling limits of many one-dimensional interacting particle systems with branching and coalescence. This article gives an introduction to the Brownian web and net, and how they arise in the scaling limits of various one-dimensional models, focusing mainly on coalescing random walks and random walks in i.i.d. space-time random environments. We will also briefly survey models a…
In this paper we study the convergence of dynamical discrete web (DyDW) to the dynamical Brownian web (DyBW) in the path space topology. We show that almost surely the DyBW has RCLL paths taking values in an appropriate metric space and as a sequence of RCLL paths, the scaled dynamical discrete web converges to the DyBW. This proves weak convergence of the DyDW process to the DyBW process.
The Brownian web is a random object that occurs as the scaling limit of an infinite system of coalescing random walks. Perturbing this system of random walks by, independently at each point in space-time, resampling the random walk increments, leads to some natural dynamics. In this paper we consider the corresponding dynamics for the Brownian web. In particular, pairs of coupled Brownian webs are studied, where the second web is obtained from the first by perturbing according to these dynamics. A stochastic flow of kernels, which we call the erosion flow, is obtained via a filtering construct…
Several authors have studied convergence in distribution to the Brownian web under diffusive scaling 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 generalization of the non-Markovian 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 …
In this paper we construct an object which we call the full Brownian web (FBW) and prove that the collection of all space-time trajectories of a class of one-dimensional stochastic flows converges weakly, under diffusive rescaling, to the FBW. The (forward) paths of the FBW include the coalescing Brownian motions of the ordinary Brownian web along with bifurcating paths. Convergence of rescaled stochastic flows to the FBW follows from general characterization and convergence theorems that we present here combined with earlier results of Piterbarg.
Previously, Sarkar and Sun have shown that for supercritical oriented percolation in dimension $1+1$, the set of rightmost infinite open paths converges to the Brownian web after proper centering and scaling. In this note, we show that a pair of sticky Brownian webs arise naturally if one considers the set of right-most infinite open paths for two coupled percolation configurations with distinct (but close) percolation parameters. This leads to a natural conjecture on the convergence of the dynamical supercritical oriented percolation model to the so-called dynamical Brownian web.
An analog of the Trotter formula for the Arratia flow is presented. Perturbations of the Brownian web by mappings associated with an ordinary differential equation with a smooth right part are considered and proved to be convergent exclusively in the weak sense. The flow obtained as a limit is the Arratia flow with drift.
We propose a metric space of coalescing pairs of paths on which we are able to prove (more or less) directly convergence of objects such as the persistence probability in the (one dimensional, nearest neighbor, symmetric) voter model or the diffusively rescaled weight distribution in a silo model (as well as the equivalent output distribution in a river basin model), interpreted in terms of (dual) diffusively rescaled coalescing random walks, to corresponding objects defined in terms of the Brownian web.
The Brownian Web (BW) is the random network formally consisting of the paths of coalescing one-dimensional Brownian motions starting from every space-time point in ${\mathbb R}\times{\mathbb R}$. We extend the earlier work of Arratia and of Tóth and Werner by providing characterization and convergence results for the BW distribution, including convergence of the system of all coalescing random walkssktop/brownian web/finale/arXiv submits/bweb.tex to the BW under diffusive space-time scaling. We also provide characterization and convergence results for the Double Brownian Web, which combines th…
We prove that, after centering and diffusively rescaling space and time, the collection of rightmost infinite open paths in a supercritical oriented percolation configuration on the space-time lattice Z^2_{even}:={(x,i) in Z^2: x+i is even} converges in distribution to the Brownian web. This proves a conjecture of Wu and Zhang. Our key observation is that each rightmost infinite open path can be approximated by a percolation exploration cluster, and different exploration clusters evolve independently before they intersect.
The Brownian web is a random variable consisting of a Brownian motion starting from each space-time point on the plane. These are independent until they hit each other, at which point they coalesce. Tsirelson mentions this model in his paper "Scaling limit, Noise, Stability", along with planar percolation, in suggesting the existence of a two-dimensional black noise. A two-dimensional noise is, roughly speaking, a random object on the plane whose distribution is translation invariant and whose behavior on disjoint subsets is independent. Black means sensitive to the resampling of sets of arbit…
The Brownian web (BW) is the random network formally consisting of the paths of coalescing one-dimensional Brownian motions starting from every space-time point in R\timesR. We extend the earlier work of Arratia and of Toth and Werner by providing a new characterization which is then used to obtain convergence results for the BW distribution, including convergence of the system of all coalescing random walks to the BW under diffusive space-time scaling.
The two-dimensional directed spanning forest (DSF) introduced by Baccelli and Bordenave is a planar directed forest whose vertex set is given by a homogeneous Poisson point process $\mathcal{N}$ on $\mathbb{R}^2$. If the DSF has direction $-e_y$, the ancestor $h(u)$ of a vertex $u \in \mathcal{N}$ is the nearest Poisson point (in the $L_2$ distance) having strictly larger $y$-coordinate. This construction induces complex geometrical dependencies. In this paper we show that the collection of DSF paths, properly scaled, converges in distribution to the Brownian web (BW). This verifies a conjectu…
Consider the $d$ dimensional lattice $\mathbb{Z}^d$ where each vertex is open or closed with probability $p$ or $1-p$ respectively. An open vertex $\mathbb{u} := (\mathbb{u}(1), \mathbb{u}(2),...,\mathbb{u}(d))$ is connected by an edge to another open vertex which has the minimum $L_1$ distance among all the open vertices with $\mathbb{x}(d)>\mathbb{u}(d)$. It is shown that this random graph is a tree almost surely for $d=2$ and 3 and it is an infinite collection of disjoint trees for $d\geq 4$. In addition for $d=2$, we show that when properly scaled, family of its paths converges in distribu…
The Brownian web (BW) is a collection of coalescing Brownian paths indexed by the plane. It appears in particular as continuous limit of various discrete models of directed forests of coalescing random walks and navigation schemes. Radial counterparts have been considered but global invariance principles are hard to establish. In this paper, we consider cylindrical forests which in some sense interpolate between the directed and radial forests: we keep the topology of the plane while still taking into account the angular component. We define in this way the cylindric Brownian web (CBW), which …
The Brownian web can be roughly described as a family of coalescing one-dimensional Brownian motions starting at all times in $\R$ and at all points of $\R$. It was introduced by Arratia; a variant was then studied by Toth and Werner; another variant was analyzed recently by Fontes, Isopi, Newman and Ravishankar. The two-dimensional \emph{Poisson tree} is a family of continuous time one-dimensional random walks with uniform jumps in a bounded interval. The walks start at the space-time points of a homogeneous Poisson process in $\R^2$ and are in fact constructed as a function of the point proc…
In a recent work, we proved that under diffusive scaling, the collection of rightmost infinite open paths in a supercritical oriented percolation configuration on the space-time lattice Z^2 converges in distribution to the Brownian web. In that proof, the FKG inequality played an important role in establishing a density bound, which is a part of the convergence criterion for the Brownian web formulated by Fontes et al (2004). In this note, we illustrate how an alternative convergence criterion formulated by Newman et al (2005) can be verified in this case, which involves a dual density bound t…
Coarsening on a one-dimensional lattice is described by the voter model or equivalently by coalescing (or annihilating) random walks representing the evolving boundaries between regions of constant color and by backward (in time) coalescing random walks corresponding to color genealogies. Asympotics for large time and space on the lattice are described via a continuum space-time voter model whose boundary motion is expressed by the {\it Brownian web} (BW) of coalescing forward Brownian motions. In this paper, we study how small noise in the voter model, corresponding to the nucleation of rando…
The Brownian Web (BW) is a family of coalescing Brownian motions starting from every point in space and time $\R\times\R$. It was first introduced by Arratia, and later analyzed in detail by Tóth and Werner. More recently, Fontes, Isopi, Newman and Ravishankar gave a characterization of the BW, and general convergence criteria allowing either crossing or noncrossing paths, which they verified for coalescing simple random walks. Later Ferrari, Fontes, and Wu verified these criteria for a two dimensional Poisson Tree. In both cases, the paths are noncrossing. In this thesis, we formulate new con…
The rate of the weak convergence in the fractional step method for the Arratia flow is established in terms of the Wasserstein distance between the images of the Lebesque measure under the action of the flow. We introduce finite-dimensional densities describing sequences of collisions in the Arratia flow and derive an explicit expression for them. With the initial interval discretized, the convergence of the corresponding approximations of the point measure associated with the Arratia flow is discussed in terms of such densities.
We consider the backbone of the infinite cluster generated by supercritical oriented site percolation in dimension 1 +1. A directed random walk on this backbone can be seen as an "ancestral line" of an individual sampled in the stationary discrete-time contact process. Such ancestral lineages were investigated in [BCDG13] where a central limit theorem for a single walker was proved. Here, we consider infinitely many coalescing walkers on the same backbone starting at each space-time point. We show that, after diffusive rescaling, the collection of paths converges in distribution to the Brownia…
Certain one-dimensional nearest-neighbor random walks in i.i.d. random space-time environments are known to have diffusive scaling limits. In the continuum limit, the random environment is represented by a `stochastic flow of kernels', which is a collection of random kernels that can be loosely interpreted as the transition probabilities of a Markov process in a random environment. The theory of stochastic flows of kernels was introduced by Le Jan and Raimond, who showed that each such flow is characterized by its n-point motions. We focus on a class of stochastic flows of kernels with Brownia…
Convergence of directed forests, spanning on random subsets of lattices or on point processes, towards the Brownian web has made the subject of an abundant literature, a large part of which relies on a criterion proposed by Fontes, Isopi, Newman and Ravishankar (2004). One of their convergence condition, called (B2), states that the probability of the event that there exists three distinct paths for a time interval of length $t(>0)$, all starting within a segment of length $\varepsilon$, is of small order of $\varepsilon$. This condition is often verified by applying an FKG type correlation in…
We consider a variant of the radial spanning tree introduced by Baccelli and Bordenave. Like the original model, our model is a tree rooted at the origin, built on the realization of a planar Poisson point process. Unlike it, the paths of our model have independent jumps. We show that locally our diffusively rescaled tree, seen as the collection of the paths connecting its sites to the root, converges in distribution to the Brownian Bridge Web, which is roughly speaking a collection of coalescing Brownian bridges starting from all the points of a planar strip perpendicular to the time axis, an…
Arratia, and later Tóth and Werner, constructed random processes that formally correspond to coalescing one-dimensional Brownian motions starting from every space-time point. We extend their work by constructing and characterizing what we call the {\em Brownian Web} as a random variable taking values in an appropriate (metric) space whose points are (compact) sets of paths. This leads to general convergence criteria and, in particular, to convergence in distribution of coalescing random walks in the scaling limit to the Brownian Web.
The (standard) Brownian web is a collection of coalescing one- dimensional Brownian motions, starting from each point in space and time. It arises as the diffusive scaling limit of a collection of coalescing random walks. We show that it is possible to obtain a nontrivial limiting object if the random walks in addition branch with a small probability. We call the limiting object the Brownian net, and study some of its elementary properties.
Stochastic networks based on random point sets as nodes have attracted considerable interest in many applications, particularly in communication networks, including wireless sensor networks, peer-to-peer networks and so on. The study of such networks generally requires the nodes to be independently and uniformly distributed as a Poisson point process. In this work, we venture beyond this standard paradigm and investigate the stochastic geometry of networks obtained from \textit{directed spanning forests} (DSF) based on randomly perturbed lattices, which have desirable statistical properties as…
National University of Singapore（新加坡国立大学）；The Czech Academy of Sciences, Institute of Information Theory and Automation（捷克科学院信息与自动化研究所）；East China Normal University（华东师范大学）
We introduce a system of coalescing random paths with radialbehavior in a subsetof the plane. We call it theDiscrete Radial Poissonian Web. We show that underdiffusive scaling this family converges in distribution toa mapping of a restrictionof the Brownian Web.
The Brownian web (BW), which developed from the work of Arratia and then Tóth and Werner, is a random collection of paths (with specified starting points) in one plus one dimensional space-time that arises as the scaling limit of the discrete web (DW) of coalescing simple random walks. Two recently introduced extensions of the BW, the Brownian net (BN) constructed by Sun and Swart, and the dynamical Brownian web (DyBW) proposed by Howitt and Warren, are (or should be) scaling limits of corresponding discrete extensions of the DW -- the discrete net (DN) and the dynamical discrete web (DyDW). T…
We define a new state-space for the coalescing Brownian flow, also known as the Brownian web, on the circle. The elements of this space are families of order-preserving maps of the circle, depending continuously on two time parameters and having a certain weak flow property. The space is equipped with a complete separable metric. A larger state-space, allowing jumps in time, is also introduced, and equipped with a Skorokhod-type metric, also complete and separable. We prove that the coalescing Brownian flow is the weak limit in this larger space of a family of flows which evolve by jumps, each…
We generalize the coalescing Brownian flow, aka the Brownian web, considered as a weak flow to allow varying drift and diffusivity in the constituent diffusion processes and call these flows coalescing diffusive flows. We then identify the time-reversal of each coalescing diffusive flow and provide two distinct proofs of this identification. One of which is direct and the other proceeds by generalizing the concept of a localized disturbance flow to allow varying size and shape of disturbances, we show these new flows converge weakly under appropriate conditions to a coalescing diffusive flow a…
The dynamical discrete web (DyDW),introduced in recent work of Howitt and Warren, is a system of coalescing simple symmetric one-dimensional random walks which evolve in an extra continuous dynamical time parameter τ. The evolution is by independent updating of the underlying Bernoulli variables indexed by discrete space-time that define the discrete web at any fixed τ. In this paper, we study the existence of exceptional (random) values of τwhere the paths of the web do not behave like usual random walks and the Hausdorff dimension of the set of exceptional such τ. Our results are motivated b…
The dynamical discrete web (DDW), introduced in recent work of Howitt and Warren, is a system of coalescing simple symmetric one-dimensional random walks which evolve in an extra continuous dynamical parameter s. The evolution is by independent updating of the underlying Bernoulli variables indexed by discrete space-time that define the discrete web at any fixed s. In this paper, we study the existence of exceptional (random) values of s where the paths of the web do not behave like usual random walks and the Hausdorff dimension of the set of such exceptional s. Our results are motivated by th…
