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Related papers: On scaling limits and Brownian interlacements

200 papers

Recently, Hammond and Sheffield introduced a model of correlated random walks that scale to fractional Brownian motions with long-range dependence. In this paper, we consider a natural generalization of this model to dimension $d\geq 2$. We…

Probability · Mathematics 2015-04-21 Hermine Biermé , Olivier Durieu , Yizao Wang

We consider random interlacements on Z^d, with d bigger or equal to 3, when their vacant set is in a strongly percolative regime. We derive an asymptotic upper bound on the probability that the random interlacements disconnect a box of…

Probability · Mathematics 2017-06-19 Alain-Sol Sznitman

We identify the scaling limits for the sizes of the largest components at criticality for inhomogeneous random graphs when the degree exponent $\tau$ satisfies $\tau>4$. We see that the sizes of the (rescaled) components converge to the…

Probability · Mathematics 2009-09-09 Shankar Bhamidi , Remco van der Hofstad , Johan van Leeuwaarden

In two dimensional isotropic scale invariant theories, the time scaling of the entanglement entropy of a segment is fixed via the conformal symmetry. We consider scale invariance in a more general sense and show that in integrable theories…

High Energy Physics - Theory · Physics 2021-06-29 M. Reza Mohammadi Mozaffar , Ali Mollabashi

The pointwise maximum of two independent and identically distributed isotropic fractional Brownian fields (with Hurst parameter $H<1/2$) is observed in a family of points in the unit square $\mathbf{C}=(-1/2,1/2]^{2}$. We assume that these…

Probability · Mathematics 2025-02-19 Nicolas Chenavier , Christian Y. Robert

We consider dense graph sequences that converge to a connected graphon and prove that the GHP scaling limit of their uniform spanning trees is Aldous' Brownian CRT. Furthermore, we are able to extract the precise scaling constant from the…

Probability · Mathematics 2023-01-03 Eleanor Archer , Matan Shalev

We study systems of interacting Brownian particles in one dimension constructed as the diffusion scaling limits of Fisher's vicious walk models. We define two types of nonintersecting Brownian motions, in which we impose no condition (resp.…

Statistical Mechanics · Physics 2007-05-23 M. Katori , H. Tanemura

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 prove a scaling limit theorem for the simple random walk on critical lattice trees in $\mathbb{Z}^d$, for $d\geq 8$. The scaling limit is the Brownian motion on the Integrated Super-Brownian Excursion (BISE) which is the same one that we…

Probability · Mathematics 2025-03-31 Gérard Ben Arous , Manuel Cabezas , Alexander Fribergh

We study a $(1+1)$-dimensional semi-discrete random variational problem that can be interpreted as the geometrically linearized version of the critical $2$-dimensional random field Ising model. The scaling of the correlation length of the…

Probability · Mathematics 2026-02-17 Felix Otto , Matteo Palmieri , Christian Wagner

We progress finite-size scaling in systems with free boundary conditions above their upper critical dimension, where in the thermodynamic limit critical scaling is described by mean-field theory. Recent works show that the correlation…

Statistical Mechanics · Physics 2024-04-02 Yu. Honchar , B. Berche , Yu. Holovatch , R. Kenna

We find scaling limits for the sizes of the largest components at criticality for rank-1 inhomogeneous random graphs with power-law degrees with power-law exponent \tau. We investigate the case where $\tau\in(3,4)$, so that the degrees have…

Probability · Mathematics 2012-11-26 Shankar Bhamidi , Remco van der Hofstad , Johan S. H. van Leeuwaarden

We study interacting systems of linear Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. Our main objective has been to study the long range behavior of the…

Probability · Mathematics 2008-01-22 Soumik Pal , Jim Pitman

We derive a three-term asymptotic expansion for the expected lifetime of Brownian motion and for the torsional rigidity on thin domains in R^n, and a two-term expansion for the maximum (and corresponding maximizer) of the expected lifetime.…

Analysis of PDEs · Mathematics 2011-04-27 Denis Borisov , Pedro Freitas

We construct Brownian motion on a wide class of metric spaces similar to graphs, and show that its cover time admits an upper bound depending only on the length of the space.

Probability · Mathematics 2014-05-27 Agelos Georgakopoulos , Konrad Kolesko

We investigate random interlacements on Z^d, d bigger or equal to 3. This model recently introduced in arXiv:0704.2560 corresponds to a Poisson cloud on the space of doubly infinite trajectories modulo time-shift tending to infinity at…

Probability · Mathematics 2009-07-06 Vladas Sidoravicius , Alain-Sol Sznitman

We consider a class of non-integrable 2D Ising models obtained by perturbing the nearest-neighbor model via a weak, finite range potential which preserves translation and spin-flip symmetry, and we study its critical theory in the…

Mathematical Physics · Physics 2025-02-13 Giulia Cava , Alessandro Giuliani , Rafael Leon Greenblatt

We are concerned with scaling limits of the solutions to stochastic differential equations with stationary coefficients driven by Poisson random measures and Brownian motions. We state an annealed convergence theorem, in which the limit…

Probability · Mathematics 2008-12-26 Remi Rhodes , Vincent Vargas

We propose a unified scaling theory of entanglement entropy in the confinements of finite bond dimensions, dynamics and system sizes. Within the theory, the finite-entanglement scaling introduced recently is generalized to the dynamics…

Statistical Mechanics · Physics 2018-12-26 Xuanmin Cao , Qijun Hu , Fan Zhong

We consider line ensembles of non-intersecting random walks constrained by a hard wall, each tilted by the area underneath it with geometrically growing pre-factors $\mathfrak{b}^i$ where $\mathfrak{b}>1$. This is a model for the level…

Probability · Mathematics 2023-10-31 Christian Serio