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 motion moment of probability of displacement formula_2, is interpreted as mass diffusivity "D": Then the density of Brownian particles "ρ" at point "x" at time "t" satisfies the diffusion equation: Assuming that "N" particles start from the origin at the initial time "t"=0, the diffusion equation has the solution This expression (which is a normal distribution with the mean formula_12 and variance formula_13 usually called Brownian motion formula_14) allowed Einstein to calculate the moments directly. The first moment is seen to vanish, meaning that the Brownian particle is equally likely to move to the left as it is to move to