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We study the longtime behavior of a continuous state Symbiotic Branching Model (SBM). SBM can be seen as a unified model generalizing the Stepping Stone Model, Mutually Catalytic Branching Processes, and the Parabolic Anderson Model. It was…

Probability · Mathematics 2022-09-21 Patric Karl Glöde , Leonid Mytnik

Three-dimensional Monte Carlo simulations provide a striking confirmation to a recent theoretical prediction: the Brownian non-Gaussian diffusion of critical self-avoiding walks. Although the mean square displacement of the polymer center…

Statistical Mechanics · Physics 2022-09-21 Boris Marcone , Sankaran Nampoothiri , Enzo Orlandini , Flavio Seno , Fulvio Baldovin

We establish the discrete approximation to Brownian motion with varying dimension (BMVD in abbreviation) by random walks. The setting is very similar to that in [11], but here we use a different method allowing us to get rid the…

Probability · Mathematics 2021-11-16 Shuwen Lou

We consider a one-dimensional Brownian motion of fixed duration $T$. Using a path-integral technique, we compute exactly the probability distribution of the difference $\tau=t_{\min}-t_{\max}$ between the time $t_{\min}$ of the global…

Statistical Mechanics · Physics 2020-05-13 Francesco Mori , Satya N. Majumdar , Gregory Schehr

Random walkers characterized by random positions and random velocities lead to normal diffusion. A random walk was originally proposed by Einstein to model Brownian motion and to demonstrate the existence of atoms and molecules. Such a…

Statistical Mechanics · Physics 2018-08-01 Daniel Escaff , Raul Toral , Christian Van den Broeck , Katja Lindenberg

We introduce and construct on/off super-Brownian motion (on/off SBM) as a measure-valued scaling limit of critical on/off branching Brownian motions. The distinguishing feature of this process is that its infinitesimal particles can switch…

Probability · Mathematics 2023-07-21 Jochen Blath , Dave Jacobi

Consider a family of random ordered graph trees $(T_n)_{n\geq 1}$, where $T_n$ has $n$ vertices. It has previously been established that if the associated search-depth processes converge to the normalised Brownian excursion when rescaled…

Probability · Mathematics 2012-10-24 David A. Croydon

The L\'evy walk model is a stochastic framework of enhanced diffusion with many applications in physics and biology. Here we investigate the time averaged mean squared displacement $\bar{\delta^2}$ often used to analyze single particle…

Statistical Mechanics · Physics 2014-06-03 Daniela Froemberg , Eli Barkai

We consider a 1-dimensional Brownian motion whose diffusion coefficient varies when it crosses the origin. We study the long time behavior and we establish different regimes, depending on the variations of the diffusion coefficient:…

Probability · Mathematics 2016-11-28 Nicolas Meunier , Clément Mouhot , Raphaël Roux

We consider classical particles coupled to the quantized electromagnetic field in the background of a spatially flat Robertson-Walker universe. We find that these particles typically undergo Brownian motion and acquire a non-zero mean…

General Relativity and Quantum Cosmology · Physics 2011-07-19 Carlos H. G. Bessa , Valdir B. Bezerra , L. H. Ford

Semimartingale reflecting Brownian motions (SRBMs) are diffusion processes with state space the d-dimensional nonnegative orthant, in the interior of which the processes evolve according to a Brownian motion, and that reflect against the…

Probability · Mathematics 2010-11-13 Maury Bramson

A solvable model is proposed and analyzed to reveal the mechanism underlying the diffusion enhancement recently reported for a model of molecular motors and predicted to be observed in the biological rotary motor $\rm F_1$-ATPase. It turns…

Statistical Mechanics · Physics 2018-12-12 Ryo Kanada , Ryota Shinagawa , Kazuo Sasaki

We derive an expression for the mean square displacement of a particle whose motion is governed by a uniform, periodic, quantum multi-baker map. The expression is a function of both time, $t$, and Planck's constant, $\hbar$, and allows a…

Chaotic Dynamics · Physics 2007-05-23 Daniel K. Wojcik , J. Robert Dorfman

In this article we address the problem of the nonlinear interaction of subdiffusive particles. We introduce the random walk model in which statistical characteristics of a random walker such as escape rate and jump distribution depend on…

Statistical Mechanics · Physics 2015-06-15 Sergei Fedotov

Upon almost-every realisation of the Brownian continuum random tree (CRT), it is possible to define a canonical diffusion process or `Brownian motion'. The main result of this article establishes that the cover time of the Brownian motion…

Probability · Mathematics 2025-09-30 George Andriopoulos , David A. Croydon , Vlad Margarint , Laurent Menard

It is classical to approximate the distribution of fractional Brownian motion by a renormalized sum $ S_n $ of dependent Gaussian random variables. In this paper we consider such a walk $ Z_n $ that collects random rewards $ \xi_j $ for $ j…

Probability · Mathematics 2008-12-18 Serge Cohen , Clément Dombry

We consider in this paper subdiffusion in a system with a thin membrane. The subdiffusion parameters are the same in both parts of the system separated by the membrane. Using the random walk model with discrete time and space variables the…

Statistical Mechanics · Physics 2015-06-23 Tadeusz Kosztolowicz

We present a random walk model that exhibits asymptotic subdiffusive, diffusive, and superdiffusive behavior in different parameter regimes. This appears to be the first instance of a single random walk model leading to all three forms of…

Mathematical Physics · Physics 2015-05-19 Niraj Kumar , Upendra Harbola , Katja Lindenberg

We present a modelling approach for diffusion in a complex medium characterized by a random length scale. The resulting stochastic process shows subdiffusion with a behavior in qualitative agreement with single particle tracking experiments…

Statistical Mechanics · Physics 2016-12-14 Daniel Molina-García , Tuan Minh Pham , Paolo Paradisi , Carlo Manzo , Gianni Pagnini

For $0<\alpha \leq 2$ and $0<H<1$, an $\alpha$-time fractional Brownian motion is an iterated process $Z = \{Z(t)=W(Y(t)), t \ge 0\}$ obtained by taking a fractional Brownian motion $\{W(t), t\in \RR{R} \}$ with Hurst index $0<H<1$ and…

Probability · Mathematics 2011-02-11 Erkan Nane , Dongsheng Wu , Yimin Xiao
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