“…A particular case of a pure coagulation, when ψ(i; j) = a(i+j)+b, a, b ≥ 0 is known in the literature as the Marcus-Lushnikov stochastic process, while in [1] as well as in some other papers, the name is given to all stochastic CP 's with rates of single coagulations of the form N −1 ψ(i; j), with an arbitrary ψ(i, j). It is important to point out that, in contrast to the latter Marcus-Lushnikov process, the basic assumption of our setting is that the rates of single coagulations do not depend on N. The equilibria of some reversible models with rates of coagulation and fragmentation depending on N were studied in [13], [14].…”