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arxiv: 1409.6200 · v2 · pith:CCSZBADHnew · submitted 2014-09-22 · 🧮 math.PR

Diffusion limits at small times for coalescents with a Kingman component

classification 🧮 math.PR
keywords coalescentskingmanpartblocksdiffusionlambdalimitnumber
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We consider standard $\La$-coalescents (or coalescents with multiple collisions) with a non-trivial "Kingman part". Equivalently, the driving measure $\Lambda$ has an atom at $0$; $\Lambda(\{0\})=c>0$. It is known that all such coalescents come down from infinity. Moreover, the number of blocks $N_t$ is asymptotic to $v(t) = 2/(ct)$ as $t\to 0$. In the present paper we investigate the second-order asymptotics of $N_t$ 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 $\La$-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.

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