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We investigate a branching random walk where the displacements are independent from the branching mechanism and have a stretched exponential distribution. We describe the positions of the particles in the vicinity of the rightmost particle…

Probability · Mathematics 2024-01-26 Piotr Dyszewski , Nina Gantert

At high temperature, the overlap of two particles chosen independently according to the Gibbs measure of the branching Brownian motion converges to zero as time goes to infinity. We investigate the precise decay rate of the probability to…

Probability · Mathematics 2026-03-03 Louis Chataignier , Michel Pain

We study the lower deviation probability of the position of the rightmost particle in a branching Brownian motion and obtain its large deviation function

Probability · Mathematics 2017-03-01 Bernard Derrida , Zhan Shi

The extreme value statistics of active matter offer significant insight into their unique properties. A phase transition has recently been reported in a model of branching run-and-tumble particles, describing the spatial spreading of an…

Statistical Mechanics · Physics 2020-06-11 Bertrand Lacroix-A-Chez-Toine , Asaf Miron

We study the maximal displacement of a one dimensional subcritical branching random walk initiated by a single particle at the origin. For each $n\in\mathbb{N},$ let $M_{n}$ be the rightmost position reached by the branching random walk up…

Probability · Mathematics 2016-03-11 Eyal Neuman , Xinghua Zheng

We calculate analytically the probability density $P(t_m)$ of the time $t_m$ at which a continuous-time Brownian motion (with and without drift) attains its maximum before passing through the origin for the first time. We also compute the…

Statistical Mechanics · Physics 2008-02-25 Julien Randon-Furling , Satya N. Majumdar

We present an approximation to the Brunet--Derrida model of supercritical branching Brownian motion on the real line with selection of the $N$ right-most particles, valid when the population size $N$ is large. It consists of introducing a…

Probability · Mathematics 2013-04-05 Pascal Maillard

We consider a branching particle system where each particle moves as an independent Brownian motion and breeds at a rate proportional to its distance from the origin raised to the power $p$, for $p\in[0,2)$. The asymptotic behaviour of the…

Probability · Mathematics 2014-02-24 Julien Berestycki , Éric Brunet , John W. Harris , Simon C. Harris , Matthew I. Roberts

We study the statistics of near-extreme events of Brownian motion (BM) on the time interval [0,t]. We focus on the density of states (DOS) near the maximum \rho(r,t) which is the amount of time spent by the process at a distance r from the…

Statistical Mechanics · Physics 2013-12-16 Anthony Perret , Alain Comtet , Satya N. Majumdar , Gregory Schehr

We consider a branching Brownian motion in $\mathbb{R}^d$ with $d \geq 1$ in which the position $X_t^{(u)}\in \mathbb{R}^d$ of a particle $u$ at time $t$ can be encoded by its direction $\theta^{(u)}_t \in \mathbb{S}^{d-1}$ and its distance…

Probability · Mathematics 2023-12-01 Julien Berestycki , Yujin H. Kim , Eyal Lubetzky , Bastien Mallein , Ofer Zeitouni

We study the extreme value statistics of first-passage trajectories generating from a one-dimensional drifted Brownian motion subject to stochastic resetting to the starting point with a constant rate $r$. Each stochastic trajectory starts…

Statistical Mechanics · Physics 2025-06-18 Wusong Guo , Hao Yan , Hanshuang Chen

We study the structure of extreme level sets of a standard one dimensional branching Brownian motion, namely the sets of particles whose height is within a fixed distance from the order of the global maximum. It is well known that such…

Probability · Mathematics 2019-02-22 Aser Cortines , Lisa Hartung , Oren Louidor

We consider Brownian motions with one-sided collisions, meaning that each particle is reflected at its right neighbour. For a finite number of particles a Sch\"{u}tz-type formula is derived for the transition probability. We investigate an…

Mathematical Physics · Physics 2015-04-23 Patrik L. Ferrari , Herbert Spohn , Thomas Weiss

We show that all the time-dependent statistical properties of the rightmost points of a branching Brownian motion can be extracted from the traveling wave solutions of the Fisher-KPP equation. We show that the distribution of all the…

Statistical Mechanics · Physics 2015-05-20 Éric Brunet , Bernard Derrida

Conditioning a branching Brownian motion to have an atypically low maximum leads to a suppression of the branching mechanism. In this note, we consider a branching Brownian motion conditioned to have a maximum below $\sqrt{2}\alpha t$…

Probability · Mathematics 2022-04-05 Yanjia Bai , Lisa Hartung

We study the probability distribution $P(X_N=X,N)$ of the total displacement $X_N$ of an $N$-step run and tumble particle on a line, in presence of a constant nonzero drive $E$. While the central limit theorem predicts a standard Gaussian…

Statistical Mechanics · Physics 2020-05-01 Giacomo Gradenigo , Satya N. Majumdar

Let $Z_t^{(0,\infty)}$ be the point process formed by the positions of all particles alive at time $t$ in a branching Brownian motion with drift and killed upon reaching 0. We study the asymptotic expansions of $Z_t^{(0,\infty)}(A)$ for $A=…

Probability · Mathematics 2023-07-21 Haojie Hou , Yan-Xia Ren , Renming Song

We study interacting systems of linear Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. Our main objective has been to study the long range behavior of the…

Probability · Mathematics 2008-01-22 Soumik Pal , Jim Pitman

We present an exact solution for the probability density function $P(\tau=t_{\min}-t_{\max}|T)$ of the time-difference between the minimum and the maximum of a one-dimensional Brownian motion of duration $T$. We then generalise our results…

Statistical Mechanics · Physics 2020-04-20 Francesco Mori , Satya N. Majumdar , Gregory Schehr

Nonintersecting motion of Brownian particles in one dimension is studied. The system is constructed as the diffusion scaling limit of Fisher's vicious random walk. N particles start from the origin at time t=0 and then undergo mutually…

Statistical Mechanics · Physics 2009-11-07 Taro Nagao , Makoto Katori , Hideki Tanemura