On Conditioning Brownian Particles to Coalesce
Probability
2023-03-23 v3
Abstract
We introduce the notion of a conditional distribution to a zero-probability event in a given direction of approximation, and prove that the conditional distribution of a family of independent Brownian particles to the event that their paths coalesce after the meeting coincides with the law of a modified massive Arratia flow, defined in [arXiv:1408.0628].
Keywords
Cite
@article{arxiv.2008.02568,
title = {On Conditioning Brownian Particles to Coalesce},
author = {Vitalii Konarovskyi and Victor Marx},
journal= {arXiv preprint arXiv:2008.02568},
year = {2023}
}
Comments
38 pages