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We investigate a branching random walk where the displacements are independent from the branching mechanism and have a stretched exponential distribution. We describe the positions of the particles in the vicinity of the rightmost particle…

Probability · Mathematics 2024-01-26 Piotr Dyszewski , Nina Gantert

Experimental verification of the theoretical predictions made by Albert Einstein in his paper, published in 1905, on the molecular mechanisms of Brownian motion established the existence of atoms. In the last 100 years discoveries of many…

Statistical Mechanics · Physics 2007-05-23 Debashish Chowdhury

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 show that the slopes between h-extrema of the drifted 1D Brownian motion form a stationary alternating marked point process, extending the result of J. Neveu and J. Pitman for the non drifted case. Our analysis covers the results on the…

Probability · Mathematics 2007-08-02 A. Faggionato

Aiming to understand the distribution of fitness levels of individuals in a large population undergoing selection, we study the particle configurations of branching Brownian motion where each particle independently moves as Brownian motion…

Probability · Mathematics 2022-01-25 Jiaqi Liu , Jason Schweinsberg

Consider a population where individuals give birth at constant rate during their lifetimes to i.i.d. copies of themselves. Individuals bear clonally inherited types, but (neutral) mutations may happen at the birth events. The smallest…

Probability · Mathematics 2013-05-29 Cécile Delaporte

It has been proved by Bovier & Hartung [Elect. J. Probab. 19 (2014)] that the maximum of a variable-speed branching Brownian motion (BBM) in the weak correlation regime converges to a randomly shifted Gumbel distribution. The random shift…

Probability · Mathematics 2017-12-13 Constantin Glenz , Nicola Kistler , Marius A. Schmidt

Consider n non-intersecting particles on the real line (Dyson Brownian motions), all starting from the origin at time=0, and forced to return to x=0 at time=1. For large n, the average mean density of particles has its support, for each…

Probability · Mathematics 2008-11-20 Mark Adler , Jonathan Delepine , Pierre van Moerbeke

At fast timescales, the self-similarity of random Brownian motion is expected to break down and be replaced by ballistic motion. So far, an experimental verification of this prediction has been out of reach due to a lack of instrumentation…

Statistical Mechanics · Physics 2010-03-11 Rongxin Huang , Branimir Lukic , Sylvia Jeney , Ernst-Ludwig Florin

Approximations of fractional Brownian motion using Poisson processes whose parameter sets have the same dimensions as the approximated processes have been studied in the literature. In this paper, a special approximation to the…

Statistics Theory · Mathematics 2012-01-05 Yuqiang Li , Hongshuai Dai

We consider the classical problem of existence, uniqueness and asymptotics of monotone solutions to the travelling wave equation associated to the parabolic semi-group equation of a super-Brownian motion with a general branching mechanism.…

Probability · Mathematics 2011-04-06 A. E. Kyprianou , R. -L. Liu , A. Murillo-Salas , Y. -X. Ren

We prove a convergence theorem for a sequence of super-Brownian motions moving among hard Poissonian obstacles, when the intensity of the obstacles grows to infinity but their diameters shrink to zero in an appropriate manner. The…

Probability · Mathematics 2009-06-10 Amandine Veber

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

Systems of instantaneously annihilating or coalescing Brownian motions on the line are considered. The extreme points of the set of entrance laws for this process are shown to be Pfaffian point processes at all times and their kernels are…

Probability · Mathematics 2026-02-19 Roger Tribe , Oleg Zaboronski

It is well-known that the maximal particle in a branching Brownian motion sits near $\sqrt2 t - \frac{3}{2\sqrt2}\log t$ at time $t$. One may then ask about the paths of particles near the frontier: how close can they stay to this critical…

Probability · Mathematics 2014-06-20 Matthew I. Roberts

The logarithmic correction for the order of the maximum of a two-type reducible branching Brownian motion on the real line exhibits a double jump when the parameters (the ratio of the diffusion coefficients of the two types of particles,…

Probability · Mathematics 2024-09-05 Heng Ma , Yan-Xia Ren

The trace of a Markov process is the time changed process of the original process on the support of the Revuz measure used in the time change. In this paper, we will concentrate on the reflecting Brownian motions on certain closed strips.…

Probability · Mathematics 2021-09-08 Liping Li , Wenjie Sun

We consider a two-type reducible branching Brownian motion, defined as a particle system on the real line in which particles of two types move according to independent Brownian motions and create offspring at a constant rate. Particles of…

Probability · Mathematics 2025-04-08 Hui He

We call a point process $Z$ on $\mathbb R$ \emph{exp-1-stable} if for every $\alpha,\beta\in\mathbb R$ with $e^\alpha+e^\beta=1$, $Z$ is equal in law to $T_\alpha Z+T_\beta Z'$, where $Z'$ is an independent copy of $Z$ and $T_x$ is the…

Probability · Mathematics 2013-01-22 Pascal Maillard

We consider a discrete-time branching random walk defined on the real line, which is assumed to be supercritical and in the boundary case. It is known that its leftmost position of the $n$-th generation behaves asymptotically like…

Probability · Mathematics 2013-05-30 Xinxin Chen
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