The Brownian Web

Abstract

Arratia, and later Tóth and Werner, constructed random processes that formally correspond to coalescing one-dimensional Brownian motions starting from every space-time point. We extend their work by constructing and characterizing what we call the {\em Brownian Web} as a random variable taking values in an appropriate (metric) space whose points are (compact) sets of paths. This leads to general convergence criteria and, in particular, to convergence in distribution of coalescing random walks in the scaling limit to the Brownian Web.

A few changes were made in Section 1, including the addition of some comments and a Remark just before and after Theorem 1.1