The Brownian web: Characterization and convergence
概率论
2007-05-23 v2
摘要
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 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.
关键词
引用
@article{arxiv.math/0311254,
title = {The Brownian web: Characterization and convergence},
author = {L. R. G. Fontes and M. Isopi and C. M. Newman and K. Ravishankar},
journal= {arXiv preprint arXiv:math/0311254},
year = {2007}
}
备注
Published at http://dx.doi.org/10.1214/009117904000000568 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)