Abstract
The Brownian web is a random variable consisting of a Brownian motion starting from each space-time point on the plane. These are independent until they hit each other, at which point they coalesce. Tsirelson mentions this model in (Scaling Limit, Noise, Stability (2004) Springer), along with planar percolation, in suggesting the existence of a two-dimensional black noise. A two-dimensional noise is, roughly speaking, a random object on the plane whose distribution is translation invariant and whose behavior on disjoint subsets is independent. Black means sensitive to the resampling of sets of arbitrarily small total area. Tsirelson implicitly asks: "Is the Brownian web a two-dimensional black noise?." We give a positive answer to this question, providing the second known example of such after the scaling limit of critical planar percolation.
Original language | English |
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Pages (from-to) | 162-172 |
Number of pages | 11 |
Journal | Annales de l'institut Henri Poincare (B) Probability and Statistics |
Volume | 52 |
Issue number | 1 |
DOIs | |
State | Published - Feb 2016 |
Externally published | Yes |
Bibliographical note
Publisher Copyright:© 2016 Association des Publications de l'Institut Henri Poincare.
Keywords
- Black noise
- Brownian web