Diffusion limits at small times for coalescents with a Kingman component
Abstract
We consider standard -coalescents (or coalescents with multiple collisions) with a non-trivial "Kingman part". Equivalently, the driving measure has an atom at ; . It is known that all such coalescents come down from infinity. Moreover, the number of blocks is asymptotic to as . In the present paper we investigate the second-order asymptotics of in the functional sense at small times. This complements our earlier results on the fluctuations of the number of blocks for a class of regular -coalescents without the Kingman part. In the present setting it turns out that the Kingman part dominates, and the limit process is a Gaussian diffusion, as opposed to the stable limit in our previous work.
Keywords
Cite
@article{arxiv.1409.6200,
title = {Diffusion limits at small times for coalescents with a Kingman component},
author = {Vlada Limic and Anna Talarczyk},
journal= {arXiv preprint arXiv:1409.6200},
year = {2015}
}
Comments
24 pages, revision of the preprint submitted in version 1, the title of the article has changed but its contents only slightly (most importantly in Section 3.4)