Balls-in-boxes duality for coalescing random walks and coalescing Brownian motions

Mathematics – Probability

Scientific paper

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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.

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