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In this thesis, branching Brownian motion (BBM) is a random particle system where the particles diffuse on the real line according to Brownian motions and branch at constant rate into a random number of particles with expectation greater…

Probability · Mathematics 2013-04-02 Pascal Maillard

Brownian motion on manifolds with non-trivial diffusion coefficient can be constructed by stochastic development of Euclidean Brownian motions using the fiber bundle of linear frames. We provide a comprehensive study of paths for such…

Probability · Mathematics 2022-08-31 Erlend Grong , Stefan Sommer

We present a formalization of the spine change of measure approach for branching diffusions that improves on the scheme laid out for branching Brownian motion in Kyprianou (2004) ["Travelling wave solutions to the KPP equation, Ann. Inst.…

Probability · Mathematics 2007-05-23 Robert Hardy , Simon C. Harris

We consider branching Brownian motion on the real line with the following selection mechanism: Every time the number of particles exceeds a (large) given number $N$, only the $N$ right-most particles are kept and the others killed. After…

Probability · Mathematics 2018-06-20 Pascal Maillard

We consider a two-type reducible branching Brownian motion, defined as a particle system on the real line in which particles of two types move according to independent Brownian motion and create offspring at constant rate. Particles of type…

Probability · Mathematics 2021-04-08 Mohamed Ali Belloum , Bastien Mallein

It is well-known that the maximal particle in a branching Brownian motion sits near $\sqrt2 t - \frac{3}{2\sqrt2}\log t$ at time $t$. One may then ask about the paths of particles near the frontier: how close can they stay to this critical…

Probability · Mathematics 2014-06-20 Matthew I. Roberts

We consider a branching Brownian motion with linear drift in which particles are killed on exiting the interval (0,K) and study the evolution of the process on the event of survival as the width of the interval shrinks to the critical value…

Probability · Mathematics 2012-12-07 Simon Harris , Marion Hesse , Andreas E. Kyprianou

We consider a (one-dimensional) branching Brownian motion process with a general offspring distribution having at least two moments, and in which all particles have a drift towards the origin where they are immediately absorbed. It is…

Probability · Mathematics 2018-09-13 Oren Louidor , Santiago Saglietti

As a first step toward a characterization of the limiting extremal process of branching Brownian motion, we proved in a recent work [Comm. Pure Appl. Math. 64 (2011) 1647-1676] that, in the limit of large time $t$, extremal particles…

Probability · Mathematics 2012-09-25 Louis-Pierre Arguin , Anton Bovier , Nicola Kistler

We consider a branching Brownian motion evolving in $\mathbb{R}^d$. We prove that the asymptotic behaviour of the maximal displacement is given by a first ballistic order, plus a logarithmic correction that increases with the dimension $d$.…

Probability · Mathematics 2015-10-27 Bastien Mallein

Basing on main principles of statistical mechanics only, an exact virial expansion for path probability distribution of molecular Brownian particle in a fluid is derived which connects response of the distribution to perturbations of the…

Statistical Mechanics · Physics 2008-02-05 Yuriy E. Kuzovlev

We consider a slightly subcritical branching Brownian motion with absorption, where particles move as Brownian motions with drift $-\sqrt{2+2\varepsilon}$, undergo dyadic fission at rate $1$, and are killed when they reach the origin. We…

Probability · Mathematics 2022-01-25 Jiaqi Liu

We consider a Brownian particle moving on a ring. We study the probability distributions of the total number of turns and the net number of counter-clockwise turns the particle makes till time t. Using a method based on the renewal…

Statistical Mechanics · Physics 2014-11-03 Anupam Kundu , Alain Comtet , Satya N. Majumdar

We study the asymptotic behaviour of the extremal process of a cascading family of branching Brownian motions. This is a particle system on the real line such that each particle has a type in addition to his position. Particles of type $1$…

Probability · Mathematics 2022-02-04 Mohamed Ali Belloum

We introduce a model of self-propelled particles carrying out a Brownian motion with a diffusion coefficient which depends on the local density of particles within a certain finite radius. Numerical simulations show that in a range of…

Statistical Mechanics · Physics 2009-11-11 Cristobal Lopez

Brownian motion is the perpetual irregular motion exhibited by small particles immersed in a fluid. Such random motion of the particles is produced by statistical fluctuations in the collisions they suffer with the molecules of the…

Physics Education · Physics 2007-05-23 Kasturi Basu , Kopinjol Baishya

Transport of spherical Brownian particles of finite size possessing radii through narrow channels with varying cross-section area is considered. Applying the so-called Fick-Jacobs approximation, i.e. assuming fast equilibration in…

Mesoscale and Nanoscale Physics · Physics 2015-05-19 Wolfgang Riefler , Gerhard Schmid , P Sekhar Burada , Peter Hanggi

Let $Z_t^{(0,\infty)}$ be the point process formed by the positions of all particles alive at time $t$ in a branching Brownian motion with drift and killed upon reaching 0. We study the asymptotic expansions of $Z_t^{(0,\infty)}(A)$ for $A=…

Probability · Mathematics 2023-07-21 Haojie Hou , Yan-Xia Ren , Renming Song

Brownian particles that are replicated and annihilated at equal rate have strongly correlated positions, forming a few compact clusters separated by large gaps. We characterize the distribution of the particles at a given time, using a…

Statistical Mechanics · Physics 2023-02-23 Benoît Ferté , Pierre Le Doussal , Alberto Rosso , Xiangyu Cao

We revisit the problem of Brownian diffusion with drift in order to study finite-size effects in the geometric Galton-Watson branching process. This is possible because of an exact mapping between one-dimensional random walks and geometric…

Statistical Mechanics · Physics 2018-07-04 Alvaro Corral , Rosalba Garcia-Millan , Nicholas R. Moloney , Francesc Font-Clos