Brownian web is what we now call the Brownian web. Formally speaking, it is a collection of one-dimensional coalescing Brownian motions starting from every space-time point in formula_1. The fact that the Brownian web consists of an "uncountable" number of Brownian motions is what makes the construction highly non-trivial. Arratia gave a construction but was unable to prove convergence of coalescing random walks to a limiting object and characterize such a limiting object. Tóth and Werner in their study of the true self-repelling motion obtained many detailed properties of this limiting object and its dual but did not prove convergence of coalescing
Brownian excursion Brownian excursion process, formula_1, is a Wiener process (or Brownian motion) conditioned to be positive and to take the value 0 at time 1. Alternatively, it is a Brownian bridge process conditioned to be positive. Another representation of a Brownian excursion formula_1 in terms of a Brownian motion process "W" (due to Paul Lévy and noted by Kiyoshi Itō and Henry P. McKean, Jr.) is in terms of the last time formula_3 that "W" hits zero before time 1 and the first time formula_4 that Brownian motion formula_5 hits zero after time 1: Let formula_7 be the time that a