On the coming down from infinity of coalescing brownian motions
ANNALS OF PROBABILITY(2024)
摘要
Consider a system of Brownian particles on the real line where each pair of particles coalesces at a certain rate according to their intersection local time. Assume that there are infinitely many initial particles in the system. We give a necessary and sufficient condition for the number of particles to come down from infinity. We also identify the rate of this coming down from infinity for different initial configurations.
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关键词
Coalescing Brownian motions,coming down from infinity,nonlinear PDE,SPDE,Minkowski dimension,Shiga's duality
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