The Brownian web: characterization and convergence (Q1769500): Difference between revisions

The paper deals with the problem of characterization of the Brownian web, which is, rougly speaking, the collection of graphs of coalescing one-dimensional Brownian motions (with unit diffusion constant and zero drift) starting from all possible starting points in \(1+1\)-dimensional space-time. The authors consider the Brownian web as a random variable whose values are the collection of all paths from all possible starting points. Then they give a new characterization of the Brownian web in terms of a counting variable \(\eta(t_0,t; a,b)\) which is the number of distinct points in \(\mathbb R\times\{t_0+t\}\) which are touched by paths in the Brownian web which also touch some point in \([a,b]\times \{t_0\}\). Using this characterization the authors obtain a general theorem about the convergence to a Brownian web of a sequence of random variables under suitable conditions. As corollary they obtain, in a diffusive limit, the convergence of coalescing random walks to a Brownian web.