A simple example of black noise (Q5956294)

The author gives an example of black noise in the sense of Tsirelson, whose proof is more qualitative (no estimates required) and simpler than in previous examples. The noise is based on a coalescing stochastic flow formed of independent particles, each obeying the law of a singular diffusion (that is, with speed measure singular with respect to the Lebesgue measure) before the collision with other particles, and the coalescence takes place at the collision. This noise is proved to be black by proving that its Davis-Varaiya invariant is singular to that of Brownian motion.