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With $M(t):=\sup_{s\in[0,t]}A(s)-s$ denoting the running maximum of a fractional Brownian motion $A(\cdot)$ with negative drift, this paper studies the rate of convergence of $\mathbb {P}(M(t)>x)$ to $\mathbb{P}(M>x)$. We define two metrics…

Probability · Mathematics 2009-09-01 Michel Mandjes , Ilkka Norros , Peter Glynn

Transport phenomena are ubiquitous in nature and known to be important for various scientific domains. Examples can be found in physics, electrochemistry, heterogeneous catalysis, physiology, etc. To obtain new information about diffusive…

Probability · Mathematics 2007-05-23 Denis S. Grebenkov

The self-repelling Brownian polymer model (SRBP) initiated by Durrett and Rogers in [Durrett-Rogers (1992)] is the continuous space-time counterpart of the myopic (or 'true') self-avoiding walk model (MSAW) introduced in the physics…

Probability · Mathematics 2009-12-31 Illes Horvath , Balint Toth , Balint Veto

Community detection seeks to recover mesoscopic structure from network data that may be binary, count-valued, signed, directed, weighted, or multilayer. The stochastic block model (SBM) explains such structure by positing a latent partition…

Statistics Theory · Mathematics 2026-01-07 Marios Papamichalis , Regina Ruane

In attempting to quantify statistically the density structure of the interstellar medium, astronomers have considered a variety of fractal models. Here we argue that, to properly characterise a fractal model, one needs to define precisely…

Astrophysics of Galaxies · Physics 2020-02-14 M. L. Bates , A. P. Whitworth , O. D. Lomax

Let $d\geq 2$. In this paper, we investigate the following stochastic differential equation (SDE) in ${\mathbb R}^d$ driven by Brownian motion $$ {\rm d} X_t=b(t,X_t){\rm d} t+\sqrt{2}{\rm d} W_t, $$ where $b$ belongs to the space ${\mathbb…

Probability · Mathematics 2025-08-05 Zimo Hao , Xicheng Zhang

The ability to compute the exact divergence between two high-dimensional distributions is useful in many applications but doing so naively is intractable. Computing the alpha-beta divergence -- a family of divergences that includes the…

Machine Learning · Computer Science 2023-10-17 Loong Kuan Lee , Geoffrey I. Webb , Daniel F. Schmidt , Nico Piatkowski

The steady state distribution of the position of a Brownian particle diffusing in logarithmic-harmonic potential with stochastic resetting is obtained analytically. We show that there are two critical conditions that determine the behavior…

Statistical Mechanics · Physics 2023-06-16 Özgür Gültekin

The well-posedness is investigated for distribution dependent stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H\in (\ff {\sq 5-1} 2,1)$ and distribution dependent multiplicative noise. To this…

Probability · Mathematics 2024-11-13 Xiliang Fan , Shao-Qin Zhang

The existence of stationary distributions to distribution dependent stochastic differential equations are investigated by using the ergodicity of the associated decoupled equation and the Schauder fixed point theorem. By using Zvonkin's…

Probability · Mathematics 2021-05-14 Shao-Qin Zhang

We introduce a transient reflected Brownian motion in a multidimensional orthant, which is either absorbed at the apex of the cone or escapes to infinity. We address the question of computing the absorption probability, as a function of the…

Probability · Mathematics 2022-08-16 Sandro Franceschi , Kilian Raschel

We define a de Bruijn process with parameters n and L as a certain continuous-time Markov chain on the de Bruijn graph with words of length L over an n-letter alphabet as vertices. We determine explicitly its steady state distribution and…

Probability · Mathematics 2013-10-09 Arvind Ayyer , Volker Strehl

Brownian motion is modelled by a harmonic oscillator (Brownian particle) interacting with a continuous set of uncoupled harmonic oscillators. The interaction is linear in the coordinates and the momenta. The model has an analytical solution…

Quantum Physics · Physics 2019-08-17 Diego G. Arbo , Mario A. Castagnino , Fabian H. Gaioli , Sergio Iguri

A random dense countable set is characterized (in distribution) by independence and stationarity. Two examples are `Brownian local minima' and `unordered infinite sample'. They are identically distributed; the former ad hoc proof of this…

Probability · Mathematics 2007-05-23 Boris Tsirelson

We consider non degenerate Brownian SDEs with H{\"o}lder continuous in space diffusion coefficient and unbounded drift with linear growth. We derive two sided bounds for the associated density and pointwise controls of its derivatives up to…

Analysis of PDEs · Mathematics 2020-06-15 S. Menozzi , A. Pesce , X. Zhang

We study rare event simulations of semimartingale reflecting Brownian motions (SRBMs) in an orthant. The rare event of interest is that a $d$-dimensional positive recurrent SRBM enters the set $B_n = \{z\in\mathbb{R}^d: \sum_{k=1}^d z_k =…

Probability · Mathematics 2019-03-19 Kevin Leder , Xin Liu , Zicheng Wang

\noindent Consider an infinite collection of particles on the real line moving according to independent Brownian motions and such that the $i$-th particle from the left gets the drift $g_{i-1}$. The case where $g_0=1$ and $g_{i}=0$ for all…

Probability · Mathematics 2024-07-09 Sayan Banerjee , Amarjit Budhiraja

A model for anomalous transport of tracer particles diffusing in complex media in two dimensions is proposed. The model takes into account the characteristics of persistent motion that active bath transfer to the tracer, thus the model…

Statistical Mechanics · Physics 2025-07-24 Francisco J. Sevilla , Adriano Valdés-Gómez , Alexis Torres-Carbajal

We show how the approach used in `N. Demni, T. Hmidi. Spectral Distribution of the Free unitary Brownian motion: another approach. Sem. Probab. XLIV. 2012. 191-206.' applies to describe the large-size limit of the marginal distribution of…

Classical Analysis and ODEs · Mathematics 2016-06-09 Nizar Demni , Tarek Hamdi

We analyze the stationary distribution of regulated Markov modulated Brownian motions (MMBM) modified so that their evolution is slowed down when the process reaches level zero --- level zero is said to be {\em sticky}. To determine the…

Probability · Mathematics 2015-08-06 Guy Latouche , Giang T. Nguyen