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We address diffusion processes in a bounded domain, while focusing on somewhat unexplored affinities between the presence of absorbing and/or inaccessible boundaries. For the Brownian motion (L\'{e}vy-stable cases are briefly mentioned)…

Statistical Mechanics · Physics 2017-10-24 Piotr Garbaczewski

We consider the branching process in random environment $\{Z_n\}_{n\geq 0}$, which is a~population growth process where individuals reproduce independently of each other with the reproduction law randomly picked at each generation. We focus…

Probability · Mathematics 2021-04-14 Dariusz Buraczewski , Ewa Damek

We consider the genealogical tree of a stationary continuous state branching process with immigration. For a sub-critical stable branching mechanism, we consider the genealogical tree of the extant population at some fixed time and prove…

Probability · Mathematics 2020-05-21 Romain Abraham , Jean-François Delmas , Hui He

We investigate the limit behavior of supercritical multitype branching processes in random environments with linear fractional offspring distributions and show that there exists a phase transition in the behavior of local probabilites of…

Probability · Mathematics 2017-10-25 Wenming Hong , Minzhi Liu , Vladimir Vatutin

We consider a subcritical branching process in an i.i.d. random environment, in which one immigrant arrives at each generation. We consider the event $% \mathcal{A}_{i}(n)$ that all individuals alive at time $n$ are offspring of the…

Probability · Mathematics 2020-09-09 E. E. Dyakonova , V. A. Vatutin

In this work we study a branching particle system of diffusion processes on the real line interacting through their rank in the system. Namely, each particle follows an independent Brownian motion, but only K $\ge$ 1 particles on the far…

Analysis of PDEs · Mathematics 2025-05-14 Mete Demircigil , Milica Tomasevic

We consider random networks whose dynamics is described by a rate equation, with transition rates $w_{nm}$ that form a symmetric matrix. The long time evolution of the system is characterized by a diffusion coefficient $D$. In one dimension…

Statistical Mechanics · Physics 2012-12-04 Yaron de Leeuw , Doron Cohen

We study survival properties of inhomogeneous Galton-Watson processes. We determine the so-called branching number (which is the reciprocal of the critical value for percolation) for these random trees (conditioned on being infinite), which…

Probability · Mathematics 2011-12-22 Erik Broman , Ronald Meester

We consider the long-time behavior of a diffusion process on $\mathbb{R}^d$ advected by a stationary random vector field which is assumed to be divergence-free, dihedrally symmetric in law and have a log-correlated potential. A special case…

Probability · Mathematics 2024-09-19 Scott Armstrong , Ahmed Bou-Rabee , Tuomo Kuusi

Given any regularly varying dislocation measure, we identify a natural self-similar fragmentation tree as scaling limit of discrete fragmentation trees with unit edge lengths. As an application, we obtain continuum random tree limits of…

Probability · Mathematics 2009-09-29 Bénédicte Haas , Grégory Miermont , Jim Pitman , Matthias Winkel

We study branching processes in an i.i.d. random environment, where the associated random walk is of the oscillating type. This class of processes generalizes the classical notion of criticality. The main properties of such branching…

Probability · Mathematics 2007-05-23 V. I. Afanasyev , J. Geiger , G. Kersting , V. A. Vatutin

We consider a diffusion on a bounded domain, assuming that the system is irreducible inside the domain and that the diffusion has varying degree of degeneracy on the domain's boundary. The long-term statistical properties of typical…

Probability · Mathematics 2025-08-29 Yuri Bakhtin , Renaud Raquépas , Lai-Sang Young

Driven by diverse applications, several recent models impose randomly switching boundary conditions on either a PDE or SDE. The purpose of this paper is to provide tools for calculating statistics of these models and to establish a…

Probability · Mathematics 2020-03-13 Sean D. Lawley

This paper investigates the long-time behavior of double branching annihilating random walkers with nearest-neighbor dependent rates. The system consists of even number of particles which can execute nearest-neighbor random walk and they…

Probability · Mathematics 2016-05-30 Attila László Nagy

We review and study a one-parameter family of functional transformations, denoted by $(S^{(\beta)})_{\beta\in \R}$, which, in the case $\beta<0$, provides a path realization of bridges associated to the family of diffusion processes…

Probability · Mathematics 2009-04-20 Larbi Alili , Pierre Patie

We study a $d$-dimensional branching Brownian motion inside subdiffusively expanding balls, where the boundary of the ball is deactivating in the sense that once a particle hits the moving boundary, it is instantly deactivated but is…

Probability · Mathematics 2023-12-13 Mehmet Öz , Elif Aydoğan

We consider a branching random walk with an absorbing barrier, where the step of the associated one-dimensional random walk is in the domain of attraction of an $\alpha$-stable law with $1<\alpha<2$. We shall prove that there is a barrier…

Probability · Mathematics 2018-08-13 Jingning Liu , Mei Zhang

By considering a continuous pruning procedure on Aldous's Brownian tree, we construct a random variable $\Theta$ which is distributed, conditionally given the tree, according to the probability law introduced by Janson as the limit…

Probability · Mathematics 2013-05-14 Romain Abraham , Jean-François Delmas

Consider a discrete-time one-dimensional supercritical branching random walk. We study the probability that there exists an infinite ray in the branching random walk that always lies above the line of slope $\gamma-\epsilon$, where $\gamma$…

Probability · Mathematics 2010-02-16 Nina Gantert , Yueyun Hu , Zhan Shi

We show that particle transport in a uniform, quantum multi-baker map, is generically ballistic in the long time limit, for any fixed value of Planck's constant. However, for fixed times, the semi-classical limit leads to diffusion. Random…

Quantum Physics · Physics 2009-11-07 Daniel K. Wojcik , J. R. Dorfman
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