Related papers: The hard-edge tacnode process for Brownian motion
We consider a stationary fluid queue with fractional Brownian motion input. Conditional on the workload at time zero being greater than a large value $b$, we provide the limiting distribution for the amount of time that the workload process…
The conditional density of Brownian motion is considered given the max, B(t|\max), as well as those with additional information: B(t|close, max), B(t|close, max, min) and B(t|max, min) where the close is the final value: B(t=1)=c and t in…
We prove a fluctuating limit theorem of a sequence of super-Brownian motions over $\mbb{R}$ with a single point catalyst. The weak convergence of the processes on the space of Schwarz distributions is established. The limiting process is an…
Nanoscaled friction is a fundamental tribological phenomenon with complex behavior of its dynamical force. Here, we utilize the Prandtl-Tomlinson framework to investigate systematically the different means of control of the frictional force…
We study the long-range asymptotic behavior for an out-of-equilibrium countable one-dimensional system of Brownian particles interacting through their rank-dependent drifts. Focusing on the semi-infinite case, where only the leftmost…
We investigate the behaviour of a finite chain of Brownian particles, interacting through a pairwise quadratic potential, with one end of the chain fixed and the other end pulled away at slow speed, in the limit of slow speed and small…
Consider $q_n$ a random pointed quadrangulation chosen equally likely among the pointed quadrangulations with $n$ faces. In this paper we show that, when $n$ goes to $+\infty$, $q_n$ suitably normalized converges weakly in a certain sense…
We consider the domino tilings of an Aztec diamond with a cut-off corner of macroscopic square shape and given size, and address the bulk properties of tilings as the size is varied. We observe that the free energy exhibits a third-order…
Stochastic bridges are commonly used to impute missing data with a lower sampling rate to generate data with a higher sampling rate, while preserving key properties of the dynamics involved in an unbiased way. While the generation of…
Let a random geometric graph be defined in the supercritical regime for the existence of a unique infinite connected component in Euclidean space. Consider the first-passage percolation model with independent and identically distributed…
Many natural and technological systems fail to adapt to changing external conditions and move to a different state if the conditions vary too fast. Such "non-adiabatic" processes are ubiquitous, but little understood. We identify these…
Starting from the hyperbolic Brownian motion as a time-changed Brownian motion, we explore a set of probabilistic models--related to the SABR model in mathematical finance--which can be obtained by geometry-preserving transformations, and…
We present an exact solution for one-dimensional overdamped dynamics near a hard wall, allowing us to connect steady-state distributions under confinement with the extreme value statistics of unconfined stochastic processes. This mapping…
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.
We explore baryon-number-violating ($|\Delta B| = 2$) processes beyond the well-known neutron-antineutron ($n - \bar{n}$) oscillations, focusing on the $\Lambda - \bar \Lambda$ system. The presence of a strange quark in the $\Lambda$ baryon…
We study the precise large deviation probabilities for the sizes of intermediate level sets in branching Brownian motion (BBM). Our conclusions improve a result of A\"{i}dekon, Hu and Shi in [J. Math. Sci. \textbf{238}(2019)]. Additionally,…
We prove a boundary Harnack inequality for jump-type Markov processes on metric measure state spaces, under comparability estimates of the jump kernel and Urysohn-type property of the domain of the generator of the process. The result holds…
The boundary condition dependence of the critical behavior for the three dimensional Anderson transition is investigated. A strong dependence of the scaling function and the critical conductance distribution on the boundary conditions is…
We construct a one-parameter family of infinite line ensembles on $[0, \infty)$ that are natural half-space analogues of the Airy line ensemble. Away from the origin these ensembles are locally described by avoiding Brownian bridges, and…
We consider n non-intersecting Brownian motion paths with p prescribed starting positions at time t=0 and q prescribed ending positions at time t=1. The positions of the paths at any intermediate time are a determinantal point process,…