Weaves, webs and flows

Abstract

We introduce weaves, which are random sets of non-crossing càdlàg paths that cover space-time $\bar{\mathbb{R}}\times \bar{\mathbb{R}}$. The Brownian web is one example of a weave, but a key feature of our work is that we do not assume that the particle motions have any particular distribution. Rather, we present a general theory of the structure, characterization and weak convergence of weaves.

We show that the space of weaves has an appealing geometry, involving a partition into equivalence classes under which each equivalence class contains a pair of distinguished objects known as a web and a flow. Webs are natural generalizations of the Brownian web and the flows provide pathwise representations of stochastic flows. Moreover, there is a natural partial order on the space of weaves, characterizing the efficiency with which paths cover space-time, under which webs are precisely minimal weaves and flows are precisely maximal weaves. This structure is key to establishing weak convergence criteria for general weaves, based on weak convergence of finite collections of particle motions.