From coalescing random walks on a torus to Kingman's coalescent

preprint2018arXivOpen access

Abstract

Let TNd\mathbb{T}^d_N, d≥2d\ge 2, be the discrete dd-dimensional torus with NdN^d points. Place a particle at each site of TNd\mathbb{T}^d_N and let them evolve as independent, nearest-neighbor, symmetric, continuous-time random walks. Each time two particles meet, they coalesce into one. Denote by CNC_N the first time the set of particles is reduced to a singleton. Cox [6] proved the existence of a time-scale θNθ_N for which CN/θNC_N/θ_N converges to the sum of independent exponential random variables. Denote by ZtNZ^N_t the total number of particles at time tt. We prove that the sequence of Markov chains (ZtθNN)t≥0(Z^N_{tθ_N})_{t\ge 0} converges to the total number of partitions in Kingman's coalescent.

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