The Brownian web is a two-dimensional black noise

DOI10.1214/14-AIHP636zbMATH Open1335.60153arXiv1203.3585MaRDI QIDQ5963214FDOQ5963214

Authors: Tom Ellis, Ohad Noy Feldheim 

Publication date: 4 March 2016

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Abstract: 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 paper "Scaling limit, Noise, Stability", along with planar percolation, in suggesting the existence of a two-dimensional black noise. A two-dimensional noise is, roughly speaking, a random object on the plane whose distribution is translation invariant and whose behavior on disjoint subsets is independent. Black means sensitive to the resampling of sets of arbitrarily small total area. Tsirelson implicitly asks: "Is the Brownian web a two-dimensional black noise?". We give a positive answer to this question, providing the second known example of such after the scaling limit of critical planar percolation.

Full work available at URL: https://arxiv.org/abs/1203.3585

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zbMATH Keywords

Brownian webblack noise

Mathematics Subject Classification ID

Random fields (60G60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Brownian motion (60J65) Generalized stochastic processes (60G20)

Cited In (7)

• Noise as a Boolean algebra of \(\sigma\)-fields
• KPZ equation limit of sticky Brownian motion
• Special points of the Brownian net
• Simulation example of a black noise
• Fock structure of complete Boolean algebras of type I factors and of unital factorizations
• A simple example of black noise
• The Brownian cocycle of degree two as white noise on the straight lines of the space.

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