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We study the shape of the outer envelope of a branching Brownian motion (BBM) in $\mathbb{R}^d$, $d\geq 2$. We focus on the extremal particles: those whose norm is within $O(1)$ of the maximal norm amongst the particles alive at time $t$.…

Probability · Mathematics 2025-06-24 Yujin H. Kim , Ofer Zeitouni

We calculate analytically the probability density $P(t_m)$ of the time $t_m$ at which a continuous-time Brownian motion (with and without drift) attains its maximum before passing through the origin for the first time. We also compute the…

Statistical Mechanics · Physics 2008-02-25 Julien Randon-Furling , Satya N. Majumdar

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

Nonintersecting motion of Brownian particles in one dimension is studied. The system is constructed as the diffusion scaling limit of Fisher's vicious random walk. N particles start from the origin at time t=0 and then undergo mutually…

Statistical Mechanics · Physics 2009-11-07 Taro Nagao , Makoto Katori , Hideki Tanemura

We study the driven Brownian motion of hard rods in a one-dimensional cosine potential with an amplitude large compared to the thermal energy. In a closed system, we find surprising features of the steady-state current in dependence of the…

Statistical Mechanics · Physics 2018-10-24 Dominik Lips , Artem Ryabov , Philipp Maass

We consider a branching-selection system of particles on the real line that evolves according to the following rules: each particle moves according to a Brownian motion during an exponential lifetime and then splits into two new particles…

Probability · Mathematics 2016-04-07 Michel Pain

We discuss joint temporal and contemporaneous aggregation of $N$ independent copies of AR(1) process with random-coefficient $a \in [0,1)$ when $N$ and time scale $n$ increase at different rate. Assuming that $a$ has a density, regularly…

Statistics Theory · Mathematics 2013-10-23 Vytaute Pilipauskaite , Donatas Surgailis

We consider, through PDE methods, branching Brownian motion with drift and absorption. It is well know that there exists a critical drift which separates those processes which die out almost surely and those which survive with positive…

Analysis of PDEs · Mathematics 2014-10-08 Christopher Henderson

We study the phase behavior of polar Active Brownian Particles moving in two-spatial dimensions and interacting through volume exclusion and velocity alignment. We combine particle-based simulations of the microscopic model with a simple…

Soft Condensed Matter · Physics 2018-12-26 Elena Sese-Sansa , Ignacio Pagonabarraga , Demian Levis

Brownian dynamics of a self-propelled particle in linear shear flow is studied analytically by solving the Langevin equation and in simulation. The particle has a constant propagation speed along a fluctuating orientation and is…

Soft Condensed Matter · Physics 2014-01-28 Borge ten Hagen , Raphael Wittkowski , Hartmut Löwen

In this paper, we study the edge behavior of Dyson Brownian motion with general $\beta$. Specifically, we consider the scenario where the averaged initial density near the edge, on the scale $\eta_*$, is lower bounded by a square root…

Probability · Mathematics 2023-08-09 Amol Aggarwal , Jiaoyang Huang

Brownian motion is a foundational physical process characterized by a mean squared displacement that scales linearly in time in thermal equilibrium, known as diffusion. At short times, the mean squared displacement becomes ballistic,…

Statistical Mechanics · Physics 2026-02-10 Jason Boynewicz , Michael C. Thumann , Mark G. Raizen

We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…

Mathematical Physics · Physics 2015-05-14 Jeremy Clark , Christian Maes

We investigate the motility of a growing population of cells in a idealized setting: we consider a system of hard disks in which new particles are added according to prescribed growth kinetics, thereby dynamically changing the number…

Statistical Mechanics · Physics 2022-03-25 Nathaniel V. Mon Père , Pierre de Buyl , Sophie de Buyl

We consider one-dimensional systems of self-gravitating sticky particles with random initial data and describe the process of aggregation in terms of the largest cluster size L_n at any fixed time prior to the critical time. The asymptotic…

Statistical Mechanics · Physics 2007-05-23 Mikhail Lifshits , Zhan Shi

We describe a two-dimensional model for active particles whose self-propulsion speed is not fixed, but varies in time, and whose motion is subject to both translational and rotational diffusion. In the conventional treatment of active…

Soft Condensed Matter · Physics 2025-10-01 Tayeb Jamali

In this paper, we study branching Brownian motion with absorption, in which particles undergo Brownian motions with drift and are killed upon reaching the origin. We prove that the extremal process of this branching Brownian motion with…

Probability · Mathematics 2023-10-10 Fan Yang , Yaping Zhu

We investigate the extreme value statistics of a one-dimensional Brownian motion (with the diffusion constant $D$) during a time interval $\left[0, t \right]$ in the presence of a reflective boundary at the origin, starting from a positive…

Statistical Mechanics · Physics 2024-01-26 Feng Huang , Hanshuang Chen

We consider a stochastic aggregation model on Z^d. Start with particles located at the vertices of the lattice, initially distributed according to the product Bernoulli measure with parameter \mu. In addition, there is an aggregate, which…

Probability · Mathematics 2019-04-22 Vladas Sidoravicius , Alexandre Stauffer

We study the motility-induced phase separation of active particles driven through the interconversion of two chemical species controlled by ideal reservoirs (chemiostats). As a consequence, the propulsion speed is non-constant and depends…

Statistical Mechanics · Physics 2019-09-04 Andreas Fischer , Arkya Chatterjee , Thomas Speck