Abstract
By continuing the probabilistic approach of Deaconu et al. (2001), we derive a stochastic particle approximation for the Smoluchowski coagulation equations. A convergence result for this model is obtained. Under quite stringent hypothesis we obtain a central limit theorem associated with our convergence. In spite of these restrictive technical assumptions, the rate of convergence result is interesting because it is the first obtained in this direction and seems to hold numerically under weaker hypothesis. This result answers a question closely connected to the Open Problem 16 formulated by Aldous (1999).
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Deaconu, M., Fournier, N. & Tanré, E. Rate of Convergence of a Stochastic Particle System for the Smoluchowski Coagulation Equation. Methodology and Computing in Applied Probability 5, 131–158 (2003). https://doi.org/10.1023/A:1024524500111
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DOI: https://doi.org/10.1023/A:1024524500111