Related papers: On scaling limits and Brownian interlacements
Brownian particles in random potentials show an extended regime of subdiffusive dynamics at intermediate times. The asymptotic diffusive behavior is often established at very long times and thus cannot be accessed in experiments or…
Let v be a bounded function with bounded support in R^d, d>=3. Let x,y in R^d. Let Z(t) denote the path integral of v along the path of a Brownian bridge in R^d which runs for time t, starting at x and ending at y. As t->infty, it is…
Two-dimensional layered aperiodic Ising systems are studied in the extreme anisotropic limit where they correspond to quantum Ising chains in a transverse field. The modulation of the couplings follows an aperiodic sequence generated…
We study ferromagnetic Ising models on finite graphs with an inhomogeneous external field, where a subset of vertices is designated as the boundary. We show that the influence of boundary conditions on any given spin is maximised when the…
The isostatic jamming limit of frictionless spherical particles from Edwards' statistical mechanics [Song \emph{et al.}, Nature (London) {\bf 453}, 629 (2008)] is generalized to arbitrary dimension $d$ using a liquid-state description. The…
We investigate an optimal stopping problem for the expected value of a discounted payoff on a regime-switching geometric Brownian motion under two constraints on the possible stopping times: only at exogenous random times and only during a…
Analytic phenomenological scaling is carried out for the random field Ising model in general dimensions using a bar geometry. Domain wall configurations and their decorated profiles and associated wandering and other exponents…
Encounter-based models of diffusion provide a probabilistic framework for analyzing the effects of a partially absorbing reactive surface, in which the probability of absorption depends upon the amount of surface-particle contact time.…
We give alternate constructions of (i) the scaling limit of the uniform connected graphs with given fixed surplus, and (ii) the continuum random unicellular map (CRUM) of a given genus that start with a suitably tilted Brownian continuum…
We show by numerical simulations that the correlation function of the random field Ising model (RFIM) in the critical region in three dimensions has very strong fluctuations and that in a finite volume the correlation length is not…
We study systems of Brownian particles on the real line, which interact by splitting the local times of collisions among themselves in an asymmetric manner. We prove the strong existence and uniqueness of such processes and identify them…
Tied-down renewal processes are generalisations of the Brownian bridge, where an event (or a zero crossing) occurs both at the origin of time and at the final observation time $t$. We give an analytical derivation of the two-time…
We study a scaling limit associated to a model of planar aggregation. The model is obtained by composing certain independent random conformal maps. The evolution of harmonic measure on the boundary of the cluster is shown to converge to the…
We consider an exploration algorithm where at each step, a random number of items become active while related items get explored. Given an initial number of items $N$ growing to infinity and building on a strong homogeneity assumption, we…
Infinite-range interactions are known to facilitate the production of highly entangled states with applications in quantum information and metrology. However, many experimental systems have interactions that decay with distance, and the…
A one-dimensional diagonal tight binding electronic system with correlated disorder is investigated. The correlation of the random potential is exponentially decaying with distance and its correlation length diverges as the concentration of…
We consider a system of interacting Brownian particles in R^d with a pairwise potential, which is radially symmetric, of finite range and attains a unique minimum when the distance of two particles becomes a>0. The asymptotic behavior of…
Consider p independent Brownian motions in R^d, each running up to its first exit time from an open domain B, and their intersection local time l as a measure on B. We give a sharp criterion for the finiteness of exponential moments,…
Let B_1,B_2, ... be independent one-dimensional Brownian motions defined over the whole real line such that B_i(0)=0. We consider the nth iterated Brownian motion W_n(t)= B_n(B_{n-1}(...(B_2(B_1(t)))...)). Although the sequences of…
We study the convergence in rough path topology of a certain class of discrete processes, the hidden Markov walks, to a Brownian motion with an area anomaly. This area anomaly, which is a new object, keeps track of the time-correlation of…