The Brownian Web as a random $\mathbb R$-tree
Giuseppe Cannizzaro, Martin Hairer

TL;DR
This paper constructs the Brownian Web as a random $ ext{\mathbb R}$-tree within a stronger topology, enabling more continuous analysis and excluding pathological behaviors, and explores its properties and characterizations.
Contribution
It provides a novel construction of the Brownian Web as a random $ ext{\mathbb R}$-tree with a stronger topology, enhancing analytical continuity and understanding.
Findings
Constructed the Brownian Web as a random $ ext{\mathbb R}$-tree.
Introduced a modified topology making the space complete and separable.
Analyzed properties like box-counting dimension, duality, and convergence behaviors.
Abstract
Motivated by [G. Cannizzaro, M. Hairer, Comm. Pure Applied Math., '22], we provide a construction of the Brownian Web (see [T\'oth B., Werner W., Probab. Theory Related Fields, '98] and [L. R. G. Fontes, M. Isopi, C. M. Newman, and K. Ravishankar, Ann. Probab., '04]), i.e. a family of coalescing Brownian motions starting from every point in , as a random variable taking values in the space of (spatial) -trees. This gives a stronger topology than the classical one {(i.e.\ Hausdorff convergence on closed sets of paths)}, thus providing us with more continuous functions of the Brownian Web and ruling out a number of potential pathological behaviours. Along the way, we introduce a modification of the topology of spatial -trees in [T. Duquesne, J.-F. Le Gall, Probab. Theory Related Fields, '05] and [M. T. Barlow, D. A. Croydon, T. Kumagai, Ann. Probab. '17]…
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsStochastic processes and statistical mechanics · Mathematical Dynamics and Fractals · Stochastic processes and financial applications
