Exact determinant formulas for coalescing particle systems

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Authors: Piotr Śniady, Ákos Urbán
Cited by: 0

Abstract

When particles on a line collide, they may coalesce into one. Such systems arise in the voter model, where boundaries between opinion clusters perform coalescing random walks, and in reaction-diffusion theory, where diffusing particles merge on contact. Computing exact coalescence probabilities has been difficult because collisions reduce the particle count, while classical determinantal methods require a fixed number of particles throughout. We introduce ghost particles: when two particles collide, one survivor continues as usual and one invisible ghost is created alongside it, preserving the total count. This restores the square matrix structure needed for a determinantal formula. We prove that the probability of any specified coalescence pattern - which initial particles merge into which survivors - is given by a determinant whose entries are transition probabilities. Integrating out ghost positions yields a closed-form formula for the surviving particles alone: the coalescence determinant. The only assumptions are the Markov property and nearest-neighbor transitions, so the results apply wherever the classical non-colliding theory does: discrete lattice paths, birth-death chains, and continuous diffusions including Brownian motion.

Fields of Study & Subjects

Stochastic processes and statistical mechanics Random Matrices and Applications Probability and Statistical Research

Publication details

Journal / source
arXiv (Cornell University)
Publication date
11 February 2026
Language
EN
Document type
Preprint