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We use probabilistic methods to study properties of mean-field models, arising as large-scale limits of certain particle systems with mean-field interaction. The underlying particle system is such that $n$ particles move forward on the real…

Probability · Mathematics 2022-04-19 Alexander Stolyar

We consider a branching-selection particle system on the real line. In this model the total size of the population at time $n$ is limited by $\exp\left(a n^{1/3}\right)$. At each step $n$, every individual dies while reproducing…

Probability · Mathematics 2018-10-02 Bastien Mallein

When a physical system evolves in a thermal bath at a constant temperature, it arrives eventually to an equilibrium state whose properties are independent of the kinetic parameters and of the precise evolution scenario. This is generically…

Statistical Mechanics · Physics 2023-06-21 Alessio Squarcini , Alexandre Solon , Pascal Viot , Gleb Oshanin

We study a model of interacting random walkers that proposes a simple mechanism for the emergence of cooperation in group of individuals. Each individual, represented by a Brownian particle, experiences an interaction produced by the local…

Statistical Mechanics · Physics 2007-05-23 Fabio Cecconi , Giuseppe Gonnella , Gustavo P. Saracco

Brownian motion is the perpetual irregular motion exhibited by small particles immersed in a fluid. Such random motion of the particles is produced by statistical fluctuations in the collisions they suffer with the molecules of the…

Physics Education · Physics 2007-05-23 Kasturi Basu , Kopinjol Baishya

Consider a two-type reducible branching Brownian motion in which particles' diffusion coefficients and branching rates are influenced by their types. Here reducible means that type 1 particles can produce particles of type 1 and type 2, but…

Probability · Mathematics 2024-11-19 Heng Ma , Yan-Xia Ren

The approach to the theory of a relativistic random process is considered by the path integral method as Brownian motion taking into account the boundedness of speed. An attempt was made to build a relativistic analogue of the Wiener…

General Relativity and Quantum Cosmology · Physics 2024-05-30 E. A. Kurianovich , A. I. Mikhailov , I. V. Volovich

In a previous work we considered a two-dimensional lattice of particles and calculated its time evolution by using an interaction law based on the spatial position of the particles themselves. The model reproduced the behaviour of…

Computational Engineering, Finance, and Science · Computer Science 2020-03-27 Ramiro dell'Erba

Throughout physics Brownian dynamics are used to describe the behaviour of molecular systems. When the Brownian particle is confined to a bounded domain, a particularly important question arises around determining how long it takes the…

Optimization and Control · Mathematics 2025-10-24 Jason J. Bramburger

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…

Statistical Mechanics · Physics 2015-04-27 Kabir Ramola , Satya N. Majumdar , Gregory Schehr

Consider branching Brownian motion in which we begin with one particle at the origin, particles independently move according to Brownian motion, and particles split into two at rate one. It is well-known that the right-most particle at time…

Probability · Mathematics 2024-06-10 Julien Berestycki , Jiaqi Liu , Bastien Mallein , Jason Schweinsberg

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…

Probability · Mathematics 2013-06-24 Nayantara Bhatnagar , Nick Crawford , Elchanan Mossel , Arnab Sen

The problem of nonlinear filtering of a random field observed in the presence of a noise, modeled by a persistent fractional Brownian sheet of Hurst index $(H_1,H_2)$ with $0.5<H_1,H_2<1$, is studied and a suitable version of the Bayes'…

Probability · Mathematics 2007-07-27 Anna Amirdjanova , Matthew Linn

The problem of estimating the growth rate of a birth and death processes based on the coalescence times of a sample of $n$ individuals has been considered by several authors (\cite{stadler2009incomplete, williams2022life,…

Methodology · Statistics 2026-02-26 Carola Sophia Heinzel , Jason Schweinsberg

We propose discrete random-field models that are based on random partitions of $\mathbb{N}^2$. The covariance structure of each random field is determined by the underlying random partition. Functional central limit theorems are established…

Probability · Mathematics 2018-02-13 Olivier Durieu , Yizao Wang

Standard Schramm-Loewner evolution (SLE) is driven by a continuous Brownian motion which then produces a trace, a continuous fractal curve connecting the singular points of the motion. If jumps are added to the driving function, the trace…

Statistical Mechanics · Physics 2008-01-24 P. Oikonomou , I. Rushkin , I. A. Gruzberg , L. P. Kadanoff

We study a voting model on a branching Brownian motion process on $\mathbb{R}$ in which the diffusivity of each child particle is increased from that of the parent by a factor of $\gamma>1$. The probability distribution of the overall vote…

Analysis of PDEs · Mathematics 2023-12-29 Alexander Dunlap , Lenya Ryzhik

A new model to calculate the rate of nucleation is formulated. This model is based on the classical nucleation theory but considers also vapor depletion around the formed embryo. The key characteristic which arises in frames of this theory…

Statistical Mechanics · Physics 2013-02-21 Victor Kurasov

We study the long time behavior of a Brownian particle moving in an anomalously diffusing field, the evolution of which depends on the particle position. We prove that the process describing the asymptotic behaviour of the Brownian particle…

Mathematical Physics · Physics 2011-05-06 Michela Ottobre

We consider a system of $N$ particles on the real line that evolves through iteration of the following steps: 1) every particle splits into two, 2) each particle jumps according to a prescribed displacement distribution supported on the…

Probability · Mathematics 2015-03-24 Jean Bérard , Pascal Maillard