Related papers: Kingman's coalescent and Brownian motion
Geometrical optics provides an instructive insight into Brownian motion, ``pushed" into a large-deviations regime by imposed constraints. Here we extend geometrical optics of Brownian motion by accounting for diffusion inhomogeneity in…
The nested Kingman coalescent describes the ancestral tree of a population undergoing neutral evolution at the level of individuals and at the level of species, simultaneously. We study the speed at which the number of lineages descends…
Building on our previous work [Phys.Rev.D82,085016(2010)], we show in this paper how a Brownian motion on a short scale can originate a relativistic motion on scales that are larger than particle's Compton wavelength. This can be described…
Brownian motion has served as a pilot of studies in diffusion and other transport phenomena for over a century. The foundation of Brownian motion, laid by Einstein, has generally been accepted to be far from being complete since the late…
It is well known that Brownian motion enjoys several distributional invariances such as the scaling property and the time reversal. In this paper, we prove another invariance of Brownian motion that is compatible with the time reversal. The…
Using the lookdown construction of Donnelly and Kurtz we prove that, at any fixed positive time, the $\Lambda$-Fleming-Viot process with underlying Brownian motion has a compact support provided that the corresponding $\Lambda$-coalescent…
Flip-flop processes refer to a family of stochastic fluid processes which converge to either a standard Brownian motion (SBM) or to a Markov modulated Brownian motion (MMBM). In recent years, it has been shown that complex distributional…
We show that the Plebanski based approach to transformation optics overlooks some subtleties in the electrodynamics of moving dielectrics that restricts its applicability to a certain class of transformations. An alternative, completely…
This paper proves conjectures originating in the physics literature regarding the intersection exponents of Brownian motion in a half-plane. For instance, suppose that B and B' are two independent planar Brownian motions started from…
We construct a family of processes, from a single Poisson process, that converges in law to a complex Brownian motion. Moreover, we find realizations of these processes that converge almost surely to the complex Brownian motion, uniformly…
Consider a d-dimensional Brownian motion in a random potential defined by attaching a nonnegative and polynomially decaying potential around Poisson points. We introduce a repulsive interaction between the Brownian path and the Poisson…
Motivated by [G. Cannizzaro, M. Hairer, Comm. Pure Applied Math., '22], we provide a construction of the Brownian Web (see [T\'oth B., Werner W., Probab. Theory Related Fields, '98] and [L. R. G. Fontes, M. Isopi, C. M. Newman, and K.…
Motivated by the work of Baras-Goldstein (1984), we discuss when expectations of the Feynman-Kac type with singular potentials are divergent. Underlying processes are Brownian motion and $\alpha$-stable process. In connection with the work…
At high temperature, the overlap of two particles chosen independently according to the Gibbs measure of the branching Brownian motion converges to zero as time goes to infinity. We investigate the precise decay rate of the probability to…
We review several results related to the problem of a quantum particle in a random environment. In an introductory part, we recall how several functionals of the Brownian motion arise in the study of electronic transport in weakly…
Motivated by questions about the open-system dynamics of topological quantum matter, we investigated the quantum Brownian motion of an electron in a homogeneous magnetic field. When the Fermi length $l_F=\hbar/(v_Fm_{\text{eff}})$ becomes…
We discuss the calculation of the linear conductance through a Coulomb-blockade quantum dot in the presence of interactions beyond the charging energy. In the limit where the temperature is large compared with a typical tunneling width, we…
Upon almost-every realisation of the Brownian continuum random tree (CRT), it is possible to define a canonical diffusion process or `Brownian motion'. The main result of this article establishes that the cover time of the Brownian motion…
We consider a linear Boltzmann equation that arises in a model for quantum friction. It describes a particle that is slowed down by the emission of bosons. We study the stochastic process generated by this Boltzmann equation and we show…
We provide a rigorous derivation of the brownian motion as the limit of a deterministic system of hard-spheres as the number of particles $N$ goes to infinity and their diameter $\varepsilon$ simultaneously goes to $0$, in the fast…