Brownian web Brownian web In probability theory, the Brownian web is an uncountable collection of one-dimensional coalescing Brownian motions, starting from every point in space and time. It arises as the diffusive space-time scaling limit of a collection of coalescing random walks, with one walk starting from each point of the integer lattice Z at each time. What is now known as the Brownian web was first conceived by Arratia in his Ph.D. thesis and a subsequent incomplete and unpublished manuscript. Arratia studied the voter model, an interacting particle system that models the evolution of a population's political opinions. The individuals of
Brownian motion "x", 1 ≤ "i" ≤ "m", is given by ½Δ, where Δ is the Laplace–Beltrami operator given in local coordinates by where ["g"] = ["g"] in the sense of the inverse of a square matrix. The narrow escape problem is a ubiquitous problem in biology, biophysics and cellular biology which has the following formulation: a Brownian particle (ion, molecule, or protein) is confined to a bounded domain (a compartment or a cell) by a reflecting boundary, except for a small window through which it can escape. The narrow escape problem is that of calculating the mean escape time. This time