Entrance laws for coalescing and annihilating Brownian motions
Probability
2026-02-19 v1 Statistical Mechanics
Abstract
Systems of instantaneously annihilating or coalescing Brownian motions on the line are considered. The extreme points of the set of entrance laws for this process are shown to be Pfaffian point processes at all times and their kernels are identified.
Cite
@article{arxiv.2602.16509,
title = {Entrance laws for coalescing and annihilating Brownian motions},
author = {Roger Tribe and Oleg Zaboronski},
journal= {arXiv preprint arXiv:2602.16509},
year = {2026}
}