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arXiv · 2602.16509

Entrance laws for coalescing and annihilating Brownian motions

Roger Tribe·Oleg Zaboronski
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Abstract

Systems of instantaneously annihilating or coalescing Brownian motions on the line are considered. The extreme points of the set of entrance laws for this process are shown to be Pfaffian point processes at all times and their kernels are identified.

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Roger Tribe, Oleg Zaboronski. 2026-02-18. Entrance laws for coalescing and annihilating Brownian motions. https://arxiv.org/abs/2602.16509

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