Mathematics – Probability
Scientific paper
2004-06-17
Mathematics
Probability
13 pages
Scientific paper
We present a duality relation between two systems of coalescing random walks
and an analogous duality relation between two systems of coalescing Brownian
motions. Our results extends previous work in the literature and we apply it to
the study of a system of coalescing Brownian motions with Poisson immigration.
Evans Steven N.
Zhou Xiaowen
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