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We consider a model of Branching Brownian Motion in which the usual spatially-homogeneous and catalytic branching at a single point are simultaneously present. We establish the almost sure growth rates of population in certain…

Probability · Mathematics 2018-03-29 Sergey Bocharov , Li Wang

We investigate the large scale structure of certain sojourn sets of one dimensional Brownian motion within two-sided moving boundaries. The macroscopic Hausdorff dimension, upper mass dimension and logarithmic density of these sets are…

Probability · Mathematics 2018-01-30 Stephane Seuret , Xiaochuan Yang

We construct Dyson Brownian motion for $\beta \in (0,\infty]$ by adapting the extrinsic construction of Brownian motion on Riemannian manifolds to the geometry of group orbits within the space of Hermitian matrices. When $\beta$ is…

Probability · Mathematics 2023-05-22 Ching-Peng Huang , Dominik Inauen , Govind Menon

Lower and upper estimates are given for the probability that the epsilon-enlargement of planar Brownian motion to time 1 (the epsilon sausage) contains a unit line segment. The estimates imply that Brownian motion to time 1 itself contains…

Probability · Mathematics 2015-06-26 Robin Pemantle

The Brownian motion of a test particle interacting with a quantum scalar field in the presence of a perfectly reflecting boundary is studied in (1 + 1)-dimensional flat spacetime. Particularly, the expressions for dispersions in velocity…

Quantum Physics · Physics 2014-09-02 V. A. De Lorenci , E. S. Moreira , M. M. Silva

We give a geometric description of the motion of eigenvalues of a Brownian motion with values in some matrix spaces. In the second part we consider a paper by Polya where he introduced a function close to the Riemann zeta function, which…

Probability · Mathematics 2008-11-11 Philippe Biane

We derive P(M,t_m), the joint probability density of the maximum M and the time t_m at which this maximum is achieved for a class of constrained Brownian motions. In particular, we provide explicit results for excursions, meanders and…

Statistical Mechanics · Physics 2008-10-31 Satya. N. Majumdar , Julien Randon-Furling , Michael J. Kearney , Marc Yor

We study the height of the maximal particle at time $t$ of a one dimensional branching Brownian motion with a space-dependent branching rate. The branching rate is set to zero in finitely many intervals (obstacles) of order $t$. We obtain…

Probability · Mathematics 2022-07-08 Lisa Hartung , Michèle Lehnen

We show that the Brownian motion on the complex full flag manifold can be represented by a matrix-valued diffusion obtained from the unitary Brownian motion. This representation actually leads to an explicit formula for the characteristic…

Probability · Mathematics 2025-04-15 Fabrice Baudoin , Nizar Demni , Teije Kuijper , Jing Wang

Brownian motion on a smash line algebra (a smash or braided version of the algebra resulting by tensoring the real line and the generalized paragrassmann line algebras), is constructed by means of its Hopf algebraic structure. Further,…

Quantum Physics · Physics 2015-06-26 Demosthenes Ellinas , Ioannis Tsohantjis

The strong $L^2$-approximation of occupation time functionals is studied with respect to discrete observations of a $d$-dimensional c\`adl\`ag process. Upper bounds on the error are obtained under weak assumptions, generalizing previous…

Probability · Mathematics 2021-02-02 Randolf Altmeyer

A classical model of Brownian motion consists of a heavy molecule submerged into a gas of light atoms in a closed container. In this work we study a 2D version of this model, where the molecule is a heavy disk of mass M and the gas is…

Dynamical Systems · Mathematics 2008-12-02 N. Chernov , D. Dolgopyat

We discuss the escape rate of the Brownian motion on a hyperbolic space. We point out that the escape rate is determined by using the Brownian expression of the radial part and a generalized Kolmogorov's test for the one dimensional…

Probability · Mathematics 2016-09-23 Yuichi Shiozawa

We show that a Brownian motion on $\mathbb{R}_{\ge 0}$ which is allowed to spend a total of $s > 0$ time units outside a bounded interval does not leave the interval at all. This can be seen as an extreme example of entropic repulsion.…

Probability · Mathematics 2024-05-13 Frank Aurzada , Martin Kolb , Dominic T. Schickentanz

This paper studies Brownian motion subject to the occurrence of a minimal length excursion below a given excursion level. The law of this process is determined. The characterization is explicit and shows by a layer construction how the law…

Classical Analysis and ODEs · Mathematics 2013-03-22 Michael Schröder

A multidimensional Brownian motion with partial reflection on a hyperplane $S$ in the direction $qN+\alpha $, where $N$ is the conormal vector to the hyperplane and $q\in [-1,1], \alpha \in S$ are given parametres, is constructed and this…

Probability · Mathematics 2012-10-31 L. L. Zaitseva

We prove the cut-off phenomenon in total variation distance for the Brownian motions traced on the classical symmetric spaces of compact type, that is to say: (1) the classical simple compact Lie groups: special orthogonal groups, special…

Probability · Mathematics 2013-02-06 Pierre-Loïc Méliot

Consider all the possible ways of coupling together two Brownian motions with the same starting position but with different drifts onto the same probability space. It is known that there exist couplings which make these processes agree for…

Probability · Mathematics 2025-07-03 Sebastian Hummel , Adam Quinn Jaffe

Brownian motion of a particle with an arbitrary shape is investigated theoretically. Analytical expressions for the time-dependent cross-correlations of the Brownian translational and rotational displacements are derived from the…

Statistical Mechanics · Physics 2015-02-13 Bodan Cichocki , Maria L. Ekiel-Jezewska , Eligiusz Wajnryb

We condition a Brownian motion on having an atypically small $L_2$-norm on a long time interval. The obtained limiting process is a non-stationary Ornstein-Uhlenbeck process.

Probability · Mathematics 2024-09-04 Frank Aurzada , Mikhail Lifshits , Dominic T. Schickentanz