Mathematics – Probability
Scientific paper
2010-09-23
Electronic Journal of Probability, vol. 16, Article 76 (2011)
Mathematics
Probability
26 pages, no figures. Final version: connection between one-dimensional distributions of annihilating Brownian motions and rea
Scientific paper
10.1214/EJP.v16-942
The paper considers instantly coalescing, or instantly annihilating, systems of one-dimensional Brownian particles on the real line. Under maximal entrance laws, the distribution of the particles at a fixed time is shown to be Pfaffian point processes closely related to the Pfaffian point process describing one dimensional distribution of real eigenvalues in the real Ginibre ensemble of random matrices. As an application, an exact large time asymptotic for the n-point density function for coalescing particles is derived.
Tribe Roger
Zaboronski Oleg
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