Related papers: Nonintersecting Brownian motions on the unit circl…
This work gives sufficient conditions for uniqueness in law of semimartingale, obliquely reflecting Brownian motion in a nonpolyhedral, piecewise ${\cal C}^2$ cone, with radially constant, Lipschitz continuous direction of reflection on…
We consider percolation on the discrete torus $\mathbb{Z}_n^d$ at $p_c(\mathbb{Z}^d)$, the critical value for percolation on the corresponding infinite lattice $\mathbb{Z}^d$, and within the scaling window around it. We assume that $d$ is a…
We study exclusion processes on the integer lattice in which particles change their velocities due to stickiness. Specifically, whenever two or more particles occupy adjacent sites, they stick together for an extended period of time, and…
We study analytically the asymptotic behaviour of the average probability P(n,t) for the trajectory of a 2D Brownian particle wandering in the presence of randomly distributed traps to wind n times around a given point after a time t. It is…
The model of Brownian Percolation has been introduced as an approximation of discrete last-passage percolation models close to the axis. It allowed to compute some explicit limits and prove fluctuation theorems for these, based on the…
We study percolation on the hierarchical lattice of order $N$ where the probability of connection between two points separated by distance $k$ is of the form $c_k/N^{k(1+\delta)},\; \delta >-1$. Since the distance is an ultrametric, there…
We investigate the Brownian diffusion of particles in one spatial dimension and in the presence of finite regions within which particles can either evaporate or be reset to a given location. For open boundary conditions, we highlight the…
We investigate the extreme value statistics of a one-dimensional Brownian motion (with the diffusion constant $D$) during a time interval $\left[0, t \right]$ in the presence of a reflective boundary at the origin, starting from a positive…
We consider a particle system of the squared Bessel processes with index $\nu > -1$ conditioned never to collide with each other, in which if $-1 < \nu < 0$ the origin is assumed to be reflecting. When the number of particles is finite, we…
We study the dynamics of an overdamped Brownian particle in a repulsive scale-invariant potential $V(x) \sim -x^{n+1}$. For $n > 1$, a particle starting at position $x$ reaches infinity in a finite, randomly distributed time. We focus on…
We consider the hexagonal circle packing with radius 1/2 and perturb it by letting the circles move as independent Brownian motions for time t. It is shown that, for large enough t, if \Pi_t is the point process given by the center of the…
We investigate the behaviour of a finite chain of Brownian particles, interacting through a pairwise potential $U$, with one end of the chain fixed and the other end pulled away, in the limit of slow pulling speed and small Brownian noise.…
We consider interacting systems particle driven by i.i.d. fractional Brownian motions, subject to irregular, possibly distributional, pairwise interactions. We show propagation of chaos and mean field convergence to the law of the…
We study analytically the order and gap statistics of particles at time $t$ for the one dimensional branching Brownian motion, conditioned to have a fixed number of particles at $t$. The dynamics of the process proceeds in continuous time…
We analyze a token-based Brownian circuit in which Brownian particles, coined `tokens,' move randomly by exploiting thermal fluctuations, searching for a path in multi-token state space corresponding to the solution of a given problem. The…
The paper identifies families of quasi-stationary initial conditions for infinite Brownian particle systems within a large class and provides a construction of the particle systems themselves started from such initial conditions. Examples…
We study the structure of a uniformly randomly chosen partial order of width 2 on n elements. We show that under the appropriate scaling, the number of incomparable elements converges to the height of a one dimensional Brownian excursion at…
We prove that the Poisson-Boolean percolation on $\mathbb{R}^d$ undergoes a sharp phase transition in any dimension under the assumption that the radius distribution has a $5d-3$ finite moment (in particular we do not assume that the…
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…
We consider, through PDE methods, branching Brownian motion with drift and absorption. It is well know that there exists a critical drift which separates those processes which die out almost surely and those which survive with positive…