Sharp asymptotics for $N$-point correlation functions of coalescing heavy-tailed random walk
Jinjiong Yu
TL;DR
This work establishes sharp asymptotics for the $N$-point correlation functions of coalescing heavy-tailed random walks on ${\mathbb Z}$ with jumps in the domain of attraction of an $\alpha$-stable law for $0<\alpha\le 1$. The authors develop refined tools for heavy-tailed walks, including precise transition-probability differences, precise potential-kernel rates, and first-hitting-time tails, and they introduce a rigorous ODE- and time-reversal-based framework to connect the $N$-point function to the one-point density and a non-collision probability. The key contributions are (i) sharp density and transition estimates in the heavy-tailed setting, (ii) a detailed asymptotic for the non-collision probability $p_{\rm NC}(t)$ of $N$ independent walks, (iii) the derivation of sharp asymptotics for the density $\rho_1(t)$, and (iv) complete asymptotics for the $N$-point function $\rho_N({\bf x},t)$ with explicit error terms that depend on $\alpha$ and recurrence behavior. These results extend the understanding of long-range CRW to the heavy-tailed regime and pave the way for potential scaling-limit descriptions and dimension-theoretic interpretations in the $\alpha=1$ barely recurrent setting.
Abstract
We study a system of coalescing continuous-time random walks starting from every site on $\mathbb{Z}$, where the jump increments lie in the domain of attraction of an $α$-stable distribution with $α\in(0,1]$. We establish sharp asymptotics for the $N$-point correlation function of the system. Our analysis relies on two precise tail estimates for the system density, as well as the non-collision probability of $N$ independent random walks with arbitrary fixed initial configurations. In addition, we derive refined estimates for heavy-tailed random walks, which may be of independent interest.
