The Brownian Web: Characterization and Convergence
نویسندگان
چکیده
The Brownian web (BW) is the random network formally consisting of the paths of coalescing one-dimensional Brownian motions starting from every space-time point in R × R. We extend the earlier work of Arratia and of Tóth and Werner by providing a new characterization which is then used to obtain convergence results for the BW distribution, including convergence of the system of all coalescing random walks to the BW under diffusive space-time scaling.
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تاریخ انتشار 2003