Related papers: Universality of the Pearcey process
In this article we obtain uniform estimates on the absorption of Brownian motion by porous interfaces surrounding a compact set. An important ingredient is the construction of certain resonance sets, which are hard to avoid for Brownian…
For general $\beta \geq 1$, we consider Dyson Brownian motion at equilibrium and prove convergence of the extremal particles to an ensemble of continuous sample paths in the limit $N \to \infty$. For each fixed time, this ensemble is…
In this paper, we study the asymptotic behavior of the number of crossings by a one-dimensional diffusion of a threshold where the process exhibits stickiness. We distinguish three types of crossings and show that to each type corresponds a…
We consider an exclusion process on a periodic one-dimensional lattice where all particles perform simple symmetric exclusion at rate $1$ except for a single tracer particle, which performs partially simple asymmetric exclusion with rate…
Consider a sequence of n bi-infinite and stationary Brownian queues in tandem. Assume that the arrival process entering in the first queue is a zero mean ergodic process. We prove that the departure process from the n-th queue converges in…
Inspired by the recent work of Bertini and Posta, who introduced the boundary driven Brownian gas on $[0,1]$, we study boundary driven systems of independent particles in a general setting, including particles jumping on finite graphs and…
We study here the extreme statistics of Brownian particles escaping from a cusp funnel: the fastest Brownian particles among $n$ follow an ensemble of optimal trajectories located near the shortest path from the source to the target. For…
We study the universal scaling limit of random partitions obeying the Schur measure. Extending our previous analysis [arXiv:2012.06424], we obtain the higher-order Pearcey kernel describing the multi-critical behavior in the cusp scaling…
Barrier crossing is a widespread phenomenon across natural and engineering systems. While an abundant cross-disciplinary literature on the topic has emerged over the years, the stochastic underpinnings of the process are yet to be linked…
By considering a counting-type argument on Brownian sample paths, we prove a result similar to that of Orey and Taylor on the exact Hausdorff dimension of the rapid points of Brownian motion. Because of the nature of the proof we can then…
Consider $a$ particles performing simple, symmetric, non-intersecting random walks, starting at points $2(j-1)$, $1\le j\le a$ at time 0 and ending at $2(j-1)+c-b$ at time $b+c$. This can also be interpreted as a random rhombus tiling of an…
In nanoscale space and pico- to nanoseconds enormous physical, chemical and biological processes take place, while the motions of involved particles/molecules under thermal fluctuations are usually analyzed using the conventional theory of…
We construct a one-parameter family of infinite line ensembles on $[0, \infty)$ that are natural half-space analogues of the Airy line ensemble. Away from the origin these ensembles are locally described by avoiding Brownian bridges, and…
For a broad class of planar Markov processes, viz. L\'evy processes satisfying certain conditions (valid \textit{eg} in the case of Brownian motion and L\'evy flights), we establish an exact, universal formula describing the shape of the…
A well-known result with respect to the one dimensional nearest-neighbor symmetric simple exclusion process is the convergence to fractional Brownian motion with Hurst parameter 1/4, in the sense of finite-dimensional distributions, of the…
We study notions of hyperuniformity for invariant locally square-integrable point processes in regular trees. We show that such point processes are never geometrically hyperuniform, and if the diffraction measure has support in the…
Universality, encompassing critical exponents, scaling functions, and dimensionless quantities, is fundamental to phase transition theory. In finite systems, universal behaviors are also expected to emerge at the pseudocritical point.…
We consider the symmetric inclusion process on a general finite graph. Our main result establishes universal upper and lower bounds for the spectral gap of this interacting particle system in terms of the spectral gap of the random walk on…
The Brownian web is a collection of one-dimensional coalescing Brownian motions starting from every point in space and time, while the Brownian net is an extension that also allows branching. We show here that the Brownian net is the…
Consider a finite system of competing Brownian particles on the real line. Each particle moves as a Brownian motion, with drift and diffusion coefficients depending only on its current rank relative to the other particles. A triple…