On approximations of the point measures associated with the Brownian web by means of the fractional step method and the discretization of the initial interval

A. A. Dorogovtsev, M. B. Vovchanskii

Published 2020-08-07Version 1

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.