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Consider branching Brownian motion in which we begin with one particle at the origin, particles independently move according to Brownian motion, and particles split into two at rate one. It is well-known that the right-most particle at time…

Probability · Mathematics 2024-06-10 Julien Berestycki , Jiaqi Liu , Bastien Mallein , Jason Schweinsberg

We consider certain noncolliding interacting particle systems driven by Brownian noise. A key example is drifted Brownian motions conditioned not to intersect and related models of eigenvalues of Hermitian random matrices. We establish…

Probability · Mathematics 2026-04-14 Mustazee Rahman

We introduce an extension of the frog model to Euclidean space and prove properties for the spread of active particles. Fix $r>0$ and place a particle at each point $x$ of a unit intensity Poisson point process $\mathcal P \subseteq \mathbb…

Probability · Mathematics 2019-01-31 Erin Beckman , Emily Dinan , Rick Durrett , Ran Huo , Matthew Junge

The limiting extremal processes of the branching Brownian motion (BBM), the two-speed BBM, and the branching random walk are known to be randomly shifted decorated Poisson point processes (SDPPP). In the proofs of those results, the Laplace…

Probability · Mathematics 2015-06-19 Eliran Subag , Ofer Zeitouni

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

Occupation time fluctuation limits of particle systems in R^d with independent motions (symmetric stable Levy process, with or without critical branching) have been studied assuming initial distributions given by Poisson random measures…

Probability · Mathematics 2012-03-14 Tomasz Bojdecki , Luis G. Gorostiza , Anna Talarczyk

In this thesis, we study asymptotic properties of the standard branching Brownian motion, with a specific emphasis on the additive martingales at high temperature. We start by presenting classic and fundamental tools for our investigation.…

Probability · Mathematics 2024-07-30 Louis Chataignier

We study the structure of extreme level sets of a standard one dimensional branching Brownian motion, namely the sets of particles whose height is within a fixed distance from the order of the global maximum. It is well known that such…

Probability · Mathematics 2019-02-22 Aser Cortines , Lisa Hartung , Oren Louidor

We study a $d$-dimensional branching Brownian motion (BBM) among Poissonian obstacles, where a random trap field in $\mathbb{R}^d$ is created via a Poisson point process. In the soft obstacle model, the trap field consists of a positive…

Probability · Mathematics 2023-07-18 Mehmet Öz

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

We consider critical branching Brownian motion with absorption, in which there is initially a single particle at $x > 0$, particles move according to independent one-dimensional Brownian motions with the critical drift of $-\sqrt{2}$, and…

Probability · Mathematics 2013-10-01 Julien Berestycki , Nathanael Berestycki , Jason Schweinsberg

We consider an infinite system of Brownian motions which interact through a given Brownian motion being reflected from its left neighbor. Earlier we studied this system for deterministic periodic initial configurations. In this contribution…

Mathematical Physics · Physics 2017-02-14 Patrik L. Ferrari , Herbert Spohn , Thomas Weiss

In this note, we give a new proof of Liggett's theorem on the invariant measures of independent particle systems from [Lig78] in the particular case of independent drifted Brownian motions. This particular case has received a lot of…

Probability · Mathematics 2020-12-08 Xinxin Chen , Christophe Garban , Atul Shekhar

Fractional Brownian motion is a self-affine, non-Markovian and translationally invariant generalization of Brownian motion, depending on the Hurst exponent $H$. Here we investigate fractional Brownian motion where both the starting and the…

Statistical Mechanics · Physics 2016-11-09 Mathieu Delorme , Kay Jörg Wiese

This article contains both a point process and a sequential description of the greatest convex minorant of Brownian motion on a finite interval. We use these descriptions to provide new analysis of various features of the convex minorant…

Probability · Mathematics 2010-11-16 Jim Pitman , Nathan Ross

Brownian motions in the infinite-dimensional group of all unitary operators are studied under strong continuity assumption rather than norm continuity. Every such motion can be described in terms of a countable collection of independent…

Probability · Mathematics 2007-05-23 Boris Tsirelson

We give a proof of a result on the growth of the number of particles along chosen paths in a branching Brownian motion. The work follows the approach of classical large deviations results, in which paths in $C[0,1]$ are rescaled onto…

Probability · Mathematics 2010-04-22 Simon Harris , Matthew Roberts

We complete the analysis of the phase diagram of the complex branching Brownian motion energy model by studying Phases I, III and boundaries between all three phases (I-III) of this model. For the properly rescaled partition function, in…

Probability · Mathematics 2017-04-19 Lisa Hartung , Anton Klimovsky

Aim of this note is to analyse branching Brownian motion within the class of models introduced in the recent paper [4] and called chemical diffusion master equations. These models provide a description for the probabilistic evolution of…

Probability · Mathematics 2024-01-23 Alberto Lanconelli , Berk Tan Perçin

Consider a system of infinitely many Brownian particles on the real line. At any moment, these particles can be ranked from the bottom upward. Each particle moves as a Brownian motion with drift and diffusion coefficients depending on its…

Probability · Mathematics 2016-09-06 Andrey Sarantsev