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
Fractional Brownian motion Hypergeometric functions are part of the GNU scientific library. Fractional Brownian motion In probability theory, fractional Brownian motion (fBm), also called a fractal Brownian motion, is a generalization of Brownian motion. Unlike classical Brownian motion, the increments of fBm need not be independent. fBm is a continuous-time Gaussian process "B"("t") on [0, "T"], which starts at zero, has expectation zero for all "t" in [0, "T"], and has the following covariance function: where "H" is a real number in (0, 1), called the Hurst index or Hurst parameter associated with the fractional Brownian motion. The Hurst exponent describes the raggedness