Deterministic and stochastic models for coalescence (aggregation and coagulation): A review of the mean-field theory for probabilists

Consider N particles, which merge into clusters according to the following rule: a cluster of size x and a cluster of size y merge at (stochastic) rate K(x, y)/N, were AT is a specified rate kernel. This Marcus-Lushnikov model of stochastic coalescence and the underlying deterministic approximation given by the Smoluchowski coagulation equations have an extensive scientific literature. Some mathematical literature (Kingman's coalescent in population genetics; component sizes in random graphs) implicitly studies the special cases K(x, y) = 1 and K(x, y) = xy. We attempt a wide-ranging survey. General kernels are only now starting to be studied rigorously; so many interesting open problems appear. © 1999 ISI/BS