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arXiv · 2008.02568

On Conditioning Brownian Particles to Coalesce

Vitalii Konarovskyi·Victor Marx
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Abstract

We introduce the notion of a conditional distribution to a zero-probability event in a given direction of approximation, and prove that the conditional distribution of a family of independent Brownian particles to the event that their paths coalesce after the meeting coincides with the law of a modified massive Arratia flow, defined in [arXiv:1408.0628].

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Vitalii Konarovskyi, Victor Marx. 2020-08-06. On Conditioning Brownian Particles to Coalesce. https://arxiv.org/abs/2008.02568

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