The Brownian web: Characterization and convergence
Fontes, L. R. G. ; Isopi, M. ; Newman, C. M. ; Ravishankar, K.
Ann. Probab., Tome 32 (2004) no. 1A, p. 2857-2883 / Harvested from Project Euclid
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.
Publié le : 2004-10-14
Classification:  Brownian web,  invariance principle,  coalescing random walks,  Brownian networks,  continuum limit,  60K35,  60J65,  60F17,  82B41,  60D05
@article{1107883340,
     author = {Fontes, L. R. G. and Isopi, M. and Newman, C. M. and Ravishankar, K.},
     title = {The Brownian web: Characterization and convergence},
     journal = {Ann. Probab.},
     volume = {32},
     number = {1A},
     year = {2004},
     pages = { 2857-2883},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1107883340}
}
Fontes, L. R. G.; Isopi, M.; Newman, C. M.; Ravishankar, K. The Brownian web: Characterization and convergence. Ann. Probab., Tome 32 (2004) no. 1A, pp.  2857-2883. http://gdmltest.u-ga.fr/item/1107883340/