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We prove that the occupation measures of Brownian motions conditioned to have large intersections converge weakly, up to spatial shifts, to the measure whose density is the square of an optimizer of the Gagliardo-Nirenberg inequality. We do…

Probability · Mathematics 2026-05-08 Jiyun Park

Motivated by the study of the directed polymer model with mobile Poissonian traps or catalysts and the stochastic parabolic Anderson model with time dependent potential, we investigate the asymptotic behavior of…

Probability · Mathematics 2014-05-06 Xia Chen , Jie Xiong

If \beta_t is renormalized self-intersection local time for planar Brownian motion, we characterize when Ee^{\gamma\beta_1} is finite or infinite in terms of the best constant of a Gagliardo-Nirenberg inequality. We prove large deviation…

Probability · Mathematics 2007-05-23 Richard F. Bass , Xia Chen

In this paper, we establish the exact Fourier dimensions of all standard sub-critical Gaussian multiplicative chaos on the unit interval, thereby confirming the Garban-Vargas conjecture. The proof relies on a significant improvement of the…

Probability · Mathematics 2025-05-07 Zhaofeng Lin , Yanqi Qiu , Mingjie Tan

We study the directed polymer model in a bounded environment with bond disorder and show that, in the interior of the weak disorder phase, weak disorder continues to hold upon perturbation by a small bias. Using this stability result, we…

Probability · Mathematics 2023-07-11 Stefan Junk

Let $D_N$ be the set of points around which a planar Brownian motion winds at least $N$ times. We prove that the random measure on the plane with density $2 \pi N 1_{D_N}$ with respect to the Lebesgue measure converges almost surely weakly,…

Probability · Mathematics 2021-02-25 Isao Sauzedde

It is shown that a recently conjectured form for the critical scaling function for planar self-avoiding polygons weighted by their perimeter and area also follows from an exact renormalization group flow into the branched polymer problem,…

Statistical Mechanics · Physics 2009-11-07 John Cardy

In this paper, we study univariate and planar random motions with variable propagation speeds. We first consider motions with space-varying velocity, which can be reduced to constant-velocity motions by means of suitable nonlinear…

Probability · Mathematics 2026-01-27 Manfred Marvin Marchione , Enzo Orsingher

We study a nonlocal approximation of the Fokker-Planck equation in which we can estimate the speed of convergence to equilibrium in a way which does not degenerate as we approach the local limit of the equation. This uniform estimate cannot…

Analysis of PDEs · Mathematics 2026-01-21 José A. Cañizo , Niccolò Tassi

We present a new simple method for rounding a semidefinite programming relaxation of a constraint satisfaction problem. We apply it to the problem of approximate angular synchronization. Specifically, we are given directed distances on a…

Data Structures and Algorithms · Computer Science 2018-12-11 Kevin L. Chang , Alantha Newman

For the random walk among random conductances, we prove that the environment viewed by the particle converges to equilibrium polynomially fast in the variance sense, our main hypothesis being that the conductances are bounded away from…

Probability · Mathematics 2010-04-29 Jean-Christophe Mourrat

In this short note, we prove a central limit theorem for a type of replica overlap of the Brownian directed polymer in a Gaussian random environment, in the low temperature regime and in all dimensions. The proof relies on a…

Probability · Mathematics 2022-06-29 Yu Gu , Tomasz Komorowski

We consider the collective motion of finite-sized, overdamped Brownian particles (e.g., motor proteins) in a periodic potential. Simulations of our model have revealed a number of novel cooperative transport phenomena, including (i) the…

Statistical Mechanics · Physics 2009-10-31 Imre Derenyi , Tamas Vicsek

Combining the results of [14] and [10], the trend to equilibrium in large time is studied for a large particle system associated to a Vlasov-Fokker-Planck equation. Under some conditions (that allow non-convex confining potentials) the…

Probability · Mathematics 2021-11-17 Arnaud Guillin , Pierre Monmarché

We study a system of reflected Brownian motions on the positive half-line in which each particle has a drift toward the origin determined by the local times at the origin of all the particles. If this local time drift is too strong, such…

Probability · Mathematics 2026-02-12 Graeme Baker , Ben Hambly , Philipp Jettkant

Barrier crossing is a widespread phenomenon across natural and engineering systems. While an abundant cross-disciplinary literature on the topic has emerged over the years, the stochastic underpinnings of the process are yet to be linked…

Statistical Mechanics · Physics 2024-12-19 Toby Kay , Luca Giuggioli

Accurate time-delay measurement is at the core of many modern technologies. Here, we present a temporal-mode demultiplexing scheme that achieves the ultimate quantum precision for the simultaneous estimation of the temporal centroid, the…

We consider an active Brownian particle moving in a disordered two-dimensional energy or motility landscape. The averaged mean-square-displacement (MSD) of the particle is calculated analytically within a systematic short-time expansion. As…

Soft Condensed Matter · Physics 2021-05-03 Davide Breoni , Michael Schmiedeberg , Hartmut Löwen

We study the directed polymer model in a bounded environment in weak disorder but without $L^2$-boundedness, specifically the speed of homogenization for the field $(W_n^{0,x})_{x\in\mathbb Z^d}$, where $W_n^{0,x}$ denotes the associated…

Probability · Mathematics 2023-07-11 Stefan Junk

We measured the overall motion of Brownian particles suspended in water by a self-mixing thin-slice solid-state laser with extreme optical sensitivity. From the demodulated signal of laser intensity fluctuations through self-mixing…