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The Brownian web is a collection of one-dimensional coalescing Brownian motions starting from everywhere in space and time, and the Brownian net is a generalization that also allows branching. They appear in the diffusive scaling limits of…

Probability · Mathematics 2017-01-09 Emmanuel Schertzer , Rongfeng Sun , Jan M. Swart

The Brownian web is a collection of one-dimensional coalescing Brownian motions starting from every point in space and time, while the Brownian net is an extension that also allows branching. We show here that the Brownian net is the…

Probability · Mathematics 2024-01-18 Rongfeng Sun , Jan M. Swart , Jinjiong Yu

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\timesR. We extend the earlier work of Arratia and of Toth and Werner by…

Probability · Mathematics 2007-05-23 L. R. G. Fontes , M. Isopi , C. M. Newman , K. Ravishankar

The Brownian web is a random object that occurs as the scaling limit of an infinite system of coalescing random walks. Perturbing this system of random walks by, independently at each point in space-time, resampling the random walk…

Probability · Mathematics 2007-05-23 Chris Howitt , Jon Warren

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 ${\mathbb R}\times{\mathbb R}$. We extend the earlier work of Arratia and of…

Probability · Mathematics 2007-05-23 L. R. G. Fontes , M. Isopi , C. M. Newman , K. Ravishankar

Arratia, and later T\'oth and Werner, constructed random processes that formally correspond to coalescing one-dimensional Brownian motions starting from every space-time point. We extend their work by constructing and characterizing what we…

Probability · Mathematics 2009-11-07 L. R. G. Fontes , M. Isopi , C. M. Newman , K. Ravishankar

The Brownian web is a random variable consisting of a Brownian motion starting from each space-time point on the plane. These are independent until they hit each other, at which point they coalesce. Tsirelson mentions this model in his…

Probability · Mathematics 2016-08-10 Tom Ellis , Ohad Noy Feldheim

We introduce a system of one-dimensional coalescing nonsimple random walks with long range jumps allowing crossing paths and exibiting dependence before coalescence. We show that under diffusive scaling this system converges in distribution…

Probability · Mathematics 2011-09-19 Cristian Coletti , Glauco Valle

Coalescing simple random walks in the plane form an infinite tree. A natural directed distance on this tree is given by the number of jumps between branches when one is only allowed to move in one direction. The Brownian web distance is the…

Probability · Mathematics 2026-03-31 Bálint Vető , Bálint Virág

The Brownian web is a collection of coalescing Brownian motions started from every space-time point in R2. The Brownian web can be constructed as a scaling limit of coalescing one-dimensional simple random walks started at every point in a…

Probability · Mathematics 2025-10-09 Craig Belair

We obtain the Brownian net of Sun and Swart (2008) as the scaling limit of the paths traced out by a system of continuous (one-dimensional) space and time branching and coalescing random walks. This demonstrates a certain universality of…

Probability · Mathematics 2016-11-17 Alison Etheridge , Nic Freeman , Daniel Straulino

Motivated by [G. Cannizzaro, M. Hairer, Comm. Pure Applied Math., '22], we provide a construction of the Brownian Web (see [T\'oth B., Werner W., Probab. Theory Related Fields, '98] and [L. R. G. Fontes, M. Isopi, C. M. Newman, and K.…

Probability · Mathematics 2023-08-03 Giuseppe Cannizzaro , Martin Hairer

The Drainage Network is a system of coalescing random walks, exhibiting long-range dependence before coalescence, introduced by Gangopadhyay, Roy, and Sarkar. Coletti, Fontes, and Dias proved its convergence to the Brownian Web under…

Probability · Mathematics 2024-07-24 Rafael Santos , Glauco Valle , Leonel Zuaznábar

We consider the backbone of the infinite cluster generated by supercritical oriented site percolation in dimension 1 +1. A directed random walk on this backbone can be seen as an "ancestral line" of an individual sampled in the stationary…

Probability · Mathematics 2019-09-12 Matthias Birkner , Nina Gantert , Sebastian Steiber

We propose a metric space of coalescing pairs of paths on which we are able to prove (more or less) directly convergence of objects such as the persistence probability in the (one dimensional, nearest neighbor, symmetric) voter model or the…

Probability · Mathematics 2018-11-29 Luiz Renato Fontes

The Brownian Web (BW) is a family of coalescing Brownian motions starting from every point in space and time $\R\times\R$. It was first introduced by Arratia, and later analyzed in detail by T\'{o}th and Werner. More recently, Fontes,…

Probability · Mathematics 2007-05-23 Rongfeng Sun

In this article it is shown that the Brownian motion on the continuum random tree is the scaling limit of the simple random walks on any family of discrete $n$-vertex ordered graph trees whose search-depth functions converge to the Brownian…

Probability · Mathematics 2012-10-24 David Croydon

We introduce weaves, which are random sets of non-crossing c\`{a}dl\`{a}g paths that cover space-time $\overline{\mathbb{R}}\times\overline{\mathbb{R}}$. The Brownian web is one example of a weave, but a key feature of our work is that we…

Probability · Mathematics 2025-01-06 Nic Freeman , Jan Swart

Sticky Brownian motion is the simplest example of a diffusion process that can spend finite time both in the interior of a domain and on its boundary. It arises in various applications such as in biology, materials science, and finance.…

Numerical Analysis · Mathematics 2020-07-21 Nawaf Bou-Rabee , Miranda Holmes-Cerfon

Consider a generic triangle in the upper half of the complex plane with one side on the real line. This paper presents a tailored construction of a discrete random walk whose continuum limit is a Brownian motion in the triangle, reflected…

Probability · Mathematics 2007-06-13 Wouter Kager
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