One dimensional annihilating and coalescing particle systems as extended Pfaffian point processes

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Abstract

We prove that the multi-time particle distributions for annihilating or coalescing Brownian motions, under the maximal entrance law on the real line, are extended Pfaffian point processes.

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Tribe, R., Yip, S. K., & Zaboronski, O. (2012). One dimensional annihilating and coalescing particle systems as extended Pfaffian point processes. Electronic Communications in Probability, 17, 1–7. https://doi.org/10.1214/ECP.v17-2133

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