On conditioning Brownian particles to coalesce (Q6071175)

The Arratia flow or coalescing Brownian particles is the family of one-dimensional Brownian motions with the same diffusion rate starting at every point of the real line and moving independently until their meeting. When two particles collide, they coalesce and move together. Previously, the first author proposed a physical improvement called a modified massive Arratia flow (MMAF), where the diffusion rate of particles depends inversely proportional on their mass. More precisely, every particle carries a mass that obeys the conservation law, i.e., the mass of a new particle that appeared after the coalescing equals the sum of the colliding particles. The main goal of this paper is to show that the MMAF appears by the conditioning of independent Brownian particles (more precisely, a cylindrical Wiener process) to the event that particle paths ``coalesce'' after their meeting. The authors justify that the conditional law of a cylindrical Wiener process in \({L_2}[0,1]\), starting at some non-decreasing function to the event of coalescence is the law of a MMAF. To this end, they introduce and investigate the notion of conditional law to a zero-probability event, allowing to define it only in some directions of approximation.