Year: 2011
Type: article
Abstract: 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.
DOI: 10.1214/ejp.v16-942
Authors: Roger Tribe, Oleg Zaboronski
Institution: University of Warwick
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: gold
Estimated APC paid: $675
OpenAlex ID: W2132369170