A countable system of linearly interacting diffusions on the interval [0,1], indexed by a hierarchical group is investigated. A particular choice of the interactions guarantees that we are in the diffusive clustering regime, that is spatial clusters of components with values all close to 0 or all close to 1 grow in various different scales. We studied this phenomenon in [FG94]. In the present paper we analyze the evolution of single components and of clusters over time. First we focus on the time picture of a single component and find that components close to 0 or close to 1 at a late time have had this property for a large time of random order of magnitude, which nevertheless is small compared with the age of the system. The asymptotic distribution of the suitably scaled duration a component was close to a boundary point is calculated. Second we study the history of spatial 0- or 1-clusters by means of time scaled block averages and time-space-thinning procedures. The scaled age of a cluster is again of a random order of magnitude. Third, we construct a transformed Fisher-Wright tree, which (in the long-time limit) describes the structure of the space-time process associated with our system. All described phenomena are independent of the diffusion coefficient and occur for a large class of initial configurations (universality).
"Time-Space Analysis of the Cluster-Formation in Interacting Diffusions." Electron. J. Probab. 1 1 - 46, 1996. https://doi.org/10.1214/EJP.v1-6