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 meander Brownian meander In the mathematical theory of probability, Brownian meander formula_1 is a continuous non-homogeneous Markov process defined as follows: Let formula_2 be a standard one-dimensional Brownian motion, and formula_3, i.e. the last time before "t" = 1 when formula_4 visits formula_5. Then the Brownian meander is defined by the following: In words, let formula_7 be the last time before 1 that a standard Brownian motion visits formula_5. (formula_9 almost surely.) We snip off and discard the trajectory of Brownian motion before formula_7, and scale the remaining part so that it spans a time interval of length 1. The scaling