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It is known from Bramson (1983) that the maximum of branching Brownian motion at time $t$ is asymptotically around an explicit function $m_t$, which involves a first ballistic order and a logarithmic correction. In this paper, we give an…

Probability · Mathematics 2025-11-11 Louis Chataignier

We study the maximum of Branching Brownian motion (BBM) with branching rates that vary in space, via a periodic function of a particle's location. This corresponds to a variant of the F-KPP equation in a periodic medium, extensively studied…

Probability · Mathematics 2020-05-22 Eyal Lubetzky , Chris Thornett , Ofer Zeitouni

We study a system of hard rods of finite size in one space dimension, which move by Brownian noise while avoiding overlap. We consider a scaling in which the number of particles tends to infinity while the volume fraction of the rods…

Mathematical Physics · Physics 2020-05-18 Nir Gavish , Pierre Nyquist , Mark Peletier

Particle approximations for certain nonlinear and nonlocal reaction-diffusion equations are studied using a system of Brownian motions with killing. The system is described by a collection of i.i.d. Brownian particles where each particle is…

Probability · Mathematics 2019-05-01 Amarjit Budhiraja , Wai-Tong Louis Fan , Ruoyu Wu

Herein we develop a dynamical foundation for fractional Brownian Motion. A clear relation is established between the asymptotic behaviour of the correlation function and diffusion in a dynamical system. Then, assuming that scaling is…

chao-dyn · Physics 2008-02-03 R Mannella , P Grigolini , BJ West

We give a probabilistic proof for the emergence of the Stable-$1$ Law for the random fluctuations of the mass of the extremal process of branching Brownian Motion away from its tip. This result was already shown by Mytnik et al. albeit…

Probability · Mathematics 2025-05-01 Lisa Hartung , Oren Louidor , Tianqi Wu

By means of the method of moving Frenet-Serret frame the set of equations of motion is derived for spinning particle in an arbitrary external field, which is determined by potential depending from both position and the state of movement, as…

Classical Physics · Physics 2016-01-08 Alexander N. Tarakanov

Let $n$ particles move in standard Brownian motion in one dimension, with the process terminating if two particles collide. This is a specific case of Brownian motion constrained to stay inside a Weyl chamber; the Weyl group for this…

Representation Theory · Mathematics 2016-09-07 David J. Grabiner

We show that with probability 1, the trace B[0,1] of Brownian motion in space, has positive capacity with respect to exactly the same kernels as the unit square. More precisely, the energy of occupation measure on B[0,1] in the kernel…

Probability · Mathematics 2007-05-23 Robin Pemantle , Yuval Peres , Jonathan W. Shapiro

We describe a novel approach to statistical learning from particles tracked while moving in a random environment. The problem consists in inferring properties of the environment from recorded snapshots. We consider here the case of a fluid…

Information Theory · Computer Science 2008-06-09 Michael Chertkov , Lukas Kroc , Massimo Vergassola

The approach to the theory of a relativistic random process is considered by the path integral method as Brownian motion taking into account the boundedness of speed. An attempt was made to build a relativistic analogue of the Wiener…

General Relativity and Quantum Cosmology · Physics 2024-05-30 E. A. Kurianovich , A. I. Mikhailov , I. V. Volovich

We investigate the nonequilibrium dynamics of spherical active Brownian particles in three spatial dimensions that interact via a pair potential. The investigation is based on a predictive local field theory that is derived by a rigorous…

Soft Condensed Matter · Physics 2020-08-19 Jens Bickmann , Raphael Wittkowski

A particle moves randomly over the integer points of the real line. Jumps of the particle outside the membrane (a fixed "locally perturbating set") are i.i.d., have zero mean and finite variance, whereas jumps of the particle from the…

Probability · Mathematics 2015-04-28 Alexander Iksanov , Andrey Pilipenko

Consider n non-intersecting Brownian motions on $\mathbb{R}$, depending on time $t \in [0,1]$, with $m_i$ particles forced to leave from $a_i$ at time $t=0$, $1\leq i\leq q$, and $n_j$ particles forced to end up at $b_j$ at time $t=1$,…

Probability · Mathematics 2011-04-25 Mark Adler , Pierre van Moerbeke , Didier Vanderstichelen

We study the transport of active Brownian particles (ABPs) in three-dimensional (3D) oscillatory geometries, which are spatially periodic. We establish a generalized Fick-Jacobs approach, which reduces a 3D system to an effective 1D system…

Soft Condensed Matter · Physics 2025-09-16 Rahul Sinha , Ankit Gupta , P. S. Burada

We consider a branching random walk in a random space-time environment of disasters where each particle is killed when meeting a disaster. This extends the model of the "random walk in a disastrous random environment" introduced by [15]. We…

Probability · Mathematics 2017-09-13 Nina Gantert , Stefan Junk

Consider a chaotic dynamical system generating Brownian motion-like diffusion. Consider a second, non-chaotic system in which all particles localize. Let a particle experience a random combination of both systems by sampling between them in…

Chaotic Dynamics · Physics 2019-05-01 Y. Sato , R. Klages

We consider two interacting particles on the circle. The particles are subject to stochastic forcing, which is modeled by white noise. In addition, one of the particles is subject to friction, which models energy dissipation due to the…

Probability · Mathematics 2025-10-29 Dmitry Dolgopyat , Bassam Fayad , Leonid Koralov , Shuo Yan

We study the Brownian motion of ellipsoidal particles lying on an agitated granular bath composed of magnetic particles. We quantify the mobility of different floating ellipsoidal particles using the mean square displacement and the mean…

Soft Condensed Matter · Physics 2020-08-12 C. Tapia-Ignacio , R. E. Moctezuma , F. Donado , Eric R. Weeks

Many growth processes lead to intriguing stochastic patterns and complex fractal structures which exhibit local scale invariance properties. Such structures can often be described effectively by space-time trajectories of interacting…

Statistical Mechanics · Physics 2013-06-07 Adnan Ali , Robin C. Ball , Stefan Grosskinsky , Ellak Somfai
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