Diffusion limits at small times for coalescents with a Kingman component

Abstract

We consider standard $\La$-coalescents (or coalescents with multiple collisions) with a non-trivial "Kingman part". Equivalently, the driving measure $Λ$ has an atom at $0$; $Λ(\{0\})=c>0$. It is known that all such coalescents come down from infinity. Moreover, the number of blocks $N_t$ is asymptotic to $v(t) = 2/(ct)$ as $t\to 0$. In the present paper we investigate the second-order asymptotics of $N_t$ in the functional sense at small times. This complements our earlier results on the fluctuations of the number of blocks for a class of regular $\La$-coalescents without the Kingman part. In the present setting it turns out that the Kingman part dominates, and the limit process is a Gaussian diffusion, as opposed to the stable limit in our previous work.

24 pages, revision of the preprint submitted in version 1, the title of the article has changed but its contents only slightly (most importantly in Section 3.4)