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Related papers: Coalescing Brownian flows: A new approach

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The problem of conditioning on the occupation field was investigated for the Brownian motion in 1998 independently by Aldous [4] and Warren and Yor [34] and recently for the loop soup at intensity $1/2$ by Werner [35], Sabot and Tarr\`es…

Probability · Mathematics 2023-06-23 Elie Aïdékon , Yueyun Hu , Zhan Shi

Since the classical work of L\'evy, it is known that the local time of Brownian motion can be characterized through the limit of level crossings. While subsequent extensions of this characterization have primarily focused on Markovian or…

Probability · Mathematics 2023-08-17 Purba Das , Rafał Łochowski , Toyomu Matsuda , Nicolas Perkowski

For a symmetric random walk in $Z^2$ with $2+\delta$ moments, we represent $|\mathcal{R}(n)|$, the cardinality of the range, in terms of an expansion involving the renormalized intersection local times of a Brownian motion. We show that for…

Probability · Mathematics 2007-05-23 Richard F. Bass , Jay Rosen

Random walks and Lorentz processes serve as fundamental models for Brownian motion. The study of random walks is a favorite object of probability theory, whereas that of Lorentz processes belongs to the theory of hyperbolic dynamical…

Probability · Mathematics 2025-01-03 Domokos Szasz

We study a one-dimensional random walk among random conductances, with unbounded jumps. Assuming the ergodicity of the collection of conductances and a few other technical conditions (uniform ellipticity and polynomial bounds on the tails…

Probability · Mathematics 2012-10-08 Christophe Gallesco , Serguei Popov

We introduce a one-dimensional stochastic system where particles perform independent diffusions and interact through pairwise coagulation events, which occur at a nontrivial rate upon collision. Under appropriate conditions on the diffusion…

Probability · Mathematics 2010-09-30 Inés Armendáriz

In this article we obtain uniform estimates on the absorption of Brownian motion by porous interfaces surrounding a compact set. An important ingredient is the construction of certain resonance sets, which are hard to avoid for Brownian…

Probability · Mathematics 2020-07-08 Maximilian Nitzschner , Alain-Sol Sznitman

We study existence of percolation in the hierarchical group of order $N$, which is an ultrametric space, and transience and recurrence of random walks on the percolation clusters. The connection probability on the hierarchical group for two…

Probability · Mathematics 2016-02-09 D. A. Dawson , L. G. Gorostiza

We focus on the existence and its characterization of limit for a certain critical branching random walks in time-space random environment in 1 dimension which was introduced by Birkner et.al. Each particle performs simple random walk on…

Probability · Mathematics 2013-04-25 Makoto Nakashima

Coalescing simple random walks in the plane form an infinite tree. A natural directed distance on this tree is given by the number of jumps between branches when one is only allowed to move in one direction. The Brownian web distance is the…

Probability · Mathematics 2026-03-31 Bálint Vető , Bálint Virág

When identical particles on a line collide, they merge and continue as one. Exact determinantal formulas have long been available for particles conditioned never to collide, but collisions change the number of particles, and exact…

Probability · Mathematics 2026-03-10 Piotr Śniady

Brownian motion is a foundational physical process characterized by a mean squared displacement that scales linearly in time in thermal equilibrium, known as diffusion. At short times, the mean squared displacement becomes ballistic,…

Statistical Mechanics · Physics 2026-02-10 Jason Boynewicz , Michael C. Thumann , Mark G. Raizen

The one-dimensional Brownian motion starting from the origin at time $t=0$, conditioned to return to the origin at time $t=1$ and to stay positive during time interval $0 < t < 1$, is called the Bessel bridge with duration 1. We consider…

Statistical Mechanics · Physics 2008-11-06 Naoki Kobayashi , Minami Izumi , Makoto Katori

The rate of the weak convergence in the fractional step method for the Arratia flow is established in terms of the Wasserstein distance between the images of the Lebesque measure under the action of the flow. We introduce finite-dimensional…

Probability · Mathematics 2020-08-25 A. A. Dorogovtsev , M. B. Vovchanskii

We study a natural continuous time version of excited random walks, introduced by Norris, Rogers and Williams about twenty years ago. We obtain a necessary and sufficient condition for recurrence and for positive speed. This is analogous to…

Probability · Mathematics 2010-10-19 Olivier Raimond , Bruno Schapira

This work is devoted to long-time properties of the Arratia flow with drift -- a stochastic flow on $\mathbb{R}$ whose one-point motions are weak solutions to a stochastic differential equation $dX(t)=a(X(t))dt+dw(t)$ that move…

Probability · Mathematics 2018-08-21 Andrey A. Dorogovtsev , Georgii V. Riabov , Björn Schmalfuß

In this paper we study the rate of convergence of the iterates of \iid random piecewise constant monotone maps to the time-$1$ transport map for the process of coalescing Brownian motions. We prove that the rate of convergence is given by a…

Probability · Mathematics 2021-10-20 Konstantin Khanin , Liying Li

This paper is a step in the direction of understanding the behavior of non-intersecting Brownian motions on the real line, when the number of particles becomes large. Consider 2k non-intersecting Brownian motions, all starting at the…

Probability · Mathematics 2007-05-23 Mark Adler , Pierre van Moerbeke

A possible mechanism leading to anomalous diffusion is the presence of long-range correlations in time between the displacements of the particles. Fractional Brownian motion, a non-Markovian self-similar Gaussian process with stationary…

Statistical Mechanics · Physics 2019-04-03 Alexander H O Wada , Alex Warhover , Thomas Vojta

The question how the extremal values of a stochastic process achieved on different time intervals are correlated to each other has been discussed within the last few years on examples of the running maximum of a Brownian motion, of a…

Statistical Mechanics · Physics 2019-09-04 Brandon Annesi , Enzo Marinari , Gleb Oshanin