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We consider the limiting extremal process ${\mathcal X}$ of the particles of the binary branching Brownian motion. We show that after a shift by the logarithm of the derivative martingale $Z$, the rescaled "density" of particles, which are…

Probability · Mathematics 2021-11-03 Leonid Mytnik , Jean-Michel Roquejoffre , Lenya Ryzhik

Consider a one-dimensional branching Brownian motion, and rescale the coordinate and time so that the rates of branching and diffusion are both equal to $1$. If $X_1(t)$ is the position of the rightmost particle of the branching Brownian…

Statistical Mechanics · Physics 2016-09-29 Bernard Derrida , Baruch Meerson , Pavel V. Sasorov

We study the limiting distribution of particles at the frontier of a branching random walk. The positions of these particles can be viewed as the lowest energies of a directed polymer in a random medium in the mean-field case. We show that…

Disordered Systems and Neural Networks · Physics 2015-05-13 Eric Brunet , Bernard Derrida

Branching Brownian Motion describes a system of particles which diffuse in space and split into offsprings according to a certain random mechanism. In virtue of the groundbreaking work by M. Bramson on the convergence of solutions of the…

Probability · Mathematics 2011-06-28 Louis-Pierre Arguin , Anton Bovier , Nicola Kistler

Using one-dimensional branching Brownian motion in a periodic environment, we give probabilistic proofs of the asymptotics and uniqueness of pulsating travelling waves of the F-KPP equation in a periodic environment. This paper is a sequel…

Probability · Mathematics 2022-02-24 Yan-Xia Ren , Renming Song , Fan Yang

We consider one-dimensional branching Brownian motion in spatially random branching environment (BBMRE) and show that for almost every realisation of the environment, the distributions of the maximal particle of the BBMRE re-centred around…

Probability · Mathematics 2024-06-25 Jiří Černý , Alexander Drewitz , Pascal Oswald

We study the distance between the two rightmost particles in branching Brownian motion. Derrida and the second author have shown that the long-time limit $d_{12}$ of this random variable can be expressed in terms of PDEs related to the…

Analysis of PDEs · Mathematics 2020-10-21 Julien Berestycki , Éric Brunet , Cole Graham , Leonid Mytnik , Jean-Michel Roquejoffre , Lenya Ryzhik

We study the limits of the additive and derivative martingales of one-dimensional branching Brownian motion in a periodic environment. Then we prove the existence of pulsating travelling wave solutions of the corresponding F-KPP equation in…

Probability · Mathematics 2022-02-24 Yan-Xia Ren , Renming Song , Fan Yang

We consider a one-dimensional Brownian motion of fixed duration $T$. Using a path-integral technique, we compute exactly the probability distribution of the difference $\tau=t_{\min}-t_{\max}$ between the time $t_{\min}$ of the global…

Statistical Mechanics · Physics 2020-05-13 Francesco Mori , Satya N. Majumdar , Gregory Schehr

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 extend the ideas of (Barbour 1990) and use Stein's method to obtain a bound on the distance between a scaled time-changed random walk and a time-changed Brownian Motion. We then apply this result to bound the distance between a…

Probability · Mathematics 2017-10-05 Mikolaj J. Kasprzak

We consider a Fisher-KPP equation with nonlinear selection driven by a Poisson random measure. We prove that the equation admits a unique wave speed $ \mathfrak{s}> 0 $ given by $\frac{\mathfrak{s}^{2}}{2} = \int_{[0, 1]}\frac{ \log{(1 +…

Probability · Mathematics 2023-04-18 Tommaso Rosati , András Tóbiás

We study the long-time behavior of a triangular system of Fisher--KPP type with $k$ interacting components, associated with a reducible multitype branching Brownian motion with $k$ types of particles. For this cascading system, we prove…

Analysis of PDEs · Mathematics 2026-05-28 Alexandra Stavrianidi

We consider a Brownian motion with linear drift that splits at fixed time points into a fixed number of branches, which may depend on the branching point. For this process, which we shall refer to as the Brownian decision tree, we…

Probability · Mathematics 2025-12-08 Krzysztof Dȩbicki , Pavel Ievlev , Nikolai Kriukov

The asymptotic wave speed for FKPP type reaction-diffusion equations on a class of infinite random metric trees are considered. We show that a travelling wavefront emerges, provided that the reaction rate is large enough. The wavefront…

Probability · Mathematics 2021-04-06 Wai-Tong Louis Fan , Wenqing Hu , Grigory Terlov

In this paper we present a computation of the mean first-passage times both for a random walk in a discrete bounded lattice, between a starting site and a target site, and for a Brownian motion in a bounded domain, where the target is a…

Statistical Mechanics · Physics 2007-05-23 Sylvain Condamin , Olivier Bénichou , Michel Moreau

Consider the first exit time of one-dimensional Brownian motion $\{B_s\}_{s\geq 0}$ from a random passageway. We discuss a Brownian motion with two time-dependent random boundaries in quenched sense. Let $\{W_s\}_{s\geq 0}$ be an other…

Probability · Mathematics 2018-09-18 You Lv

We consider a two-speed branching random walk, which consists of two macroscopic stages with different reproduction laws. We prove that the centered maximum converges in law to a Gumbel variable with a random shift and the extremal process…

Probability · Mathematics 2025-03-11 Lianghui Luo

We consider discrete-time branching random walks with a radially symmetric distribution. Independently of each other individuals generate offspring whose relative locations are given by a copy of a radially symmetric point process…

Probability · Mathematics 2025-08-11 Viktor Bezborodov , Nina Gantert

We derive P(M,t_m), the joint probability density of the maximum M and the time t_m at which this maximum is achieved for a class of constrained Brownian motions. In particular, we provide explicit results for excursions, meanders and…

Statistical Mechanics · Physics 2008-10-31 Satya. N. Majumdar , Julien Randon-Furling , Michael J. Kearney , Marc Yor
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