We introduce the multiplicative coalescent with linear deletion, a continuoustime Markov process describing the evolution of a collection of blocks. Any two blocks of sizes x and y merge at rate xy, and any block of size x is deleted with rate λx (where λ ≥ 0 is a fixed parameter). This process arises for example in connection with a variety of random-graph models which exhibit self-organised criticality. We focus on results describing states of the process in terms of collections of excursion lengths of random functions. For the case λ = 0 (the coalescent without deletion) we revisit and generalise previous works by authors including Aldous, Limic, Armendariz, Uribe Bravo, and Broutin and Marckert, in which the coalescence is related to a "tilt" of a random function, which increases with time; for λ > 0 we find a novel representation in which this tilt is complemented by a "shift" mechanism which produces the deletion of blocks. We describe and illustrate other representations which, like the tilt-and-shift representation, are "rigid", in the sense that the coalescent process is constructed as a projection of some process which has all of its randomness in its initial state. We explain some applications of these constructions to models including mean-field forest-fire and frozen-percolation processes.RIGID REPRESENTATIONS OF THE MULTIPLICATIVE COALESCENT WITH DELETION 2 Proposition 1.2 (Aldous). There exists a MC process (m t , t ∈ R) such that for each t, the marginal distribution m t is the same as that of E ↓ (h t ) where h t ∼ BMPD(t).This process is known as the standard multiplicative coalescent. In her PhD thesis, Armendáriz [7,8] showed that in fact the whole process can be constructed as a function of a single realisation of Brownian motion. Proposition 1.3 (Armendáriz). Let h 0 ∼ BMPD(0), and define h t (x) = h 0 (x) + tx for all t ∈ R (so that h t ∼ BMPD(t) for all t). Then the process E ↓ (h t ), t ∈ R is the standard MC.