Related papers: The hard-edge tacnode process for Brownian motion
Randomly-distributed offset charges affect the nonlinear current-voltage property via the fluctuation of the threshold voltage of Coulomb blockade arrays. We analytically derive the distribution of the threshold voltage for a model of…
This article provides a scaling limit for a family of skew interacting Brownian motions in the context of mesoscopic interface models. Let $d\in\mathbb N$, $y_1,\dots,y_M\in\mathbb R$ and $f\in C_b(\mathbb R)$ be fixed. For each…
We consider the limit behavior of a one-dimensional random walk with unit jumps whose transition probabilities are modified every time the walk hits zero. The invariance principle is proved in the scheme of series where the size of…
The main message in this paper is that there are surprisingly many different Brownian bridges, some of them - familiar, some of them - less familiar. Many of these Brownian bridges are very close to Brownian motions. Somewhat loosely…
We study systems of interacting Brownian particles in one dimension constructed as the diffusion scaling limits of Fisher's vicious walk models. We define two types of nonintersecting Brownian motions, in which we impose no condition (resp.…
We consider a discrete bridge from $(0,0)$ to $(2N,0)$ evolving according to the corner growth dynamics, where the jump rates are subject to an upward asymmetry of order $N^{-\alpha}$ with $\alpha \in (0,\infty)$. We provide a…
We propose and test a method to interpolate sparsely sampled signals by a stochastic process with a broad range of spatial and/or temporal scales. To this end, we extend the notion of a fractional Brownian bridge, defined as fractional…
We make a rigorous analysis of the existence and characterization of the free boundary related to the optimal stopping problem that maximizes the mean of an Ornstein--Uhlenbeck bridge. The result includes the Brownian bridge problem as a…
We consider weakly interacting jump processes on time-varying random graphs with dynamically changing multi-color edges. The system consists of a large number of nodes in which the node dynamics depends on the joint empirical distribution…
We analyze a model of dynamically broken topcolor in the limit in which the number of colors is large. We show that the second order nature of the phase transition, necessary for the success of topcolor models, passes the nontrivial check…
Brownian motion near soft surfaces is a situation widely encountered in nanoscale and biological physics. However, a complete theoretical description is lacking to date. Here, we theoretically investigate the dynamics of a two-dimensional…
In this article it is shown that the Brownian motion on the continuum random tree is the scaling limit of the simple random walks on any family of discrete $n$-vertex ordered graph trees whose search-depth functions converge to the Brownian…
Bootstrap percolation provides an emblematic instance of phase behavior characterised by an abrupt transition with diverging critical fluctuations. This unusual hybrid situation generally occurs in particle systems in which the occupation…
The Brownian web is a random object that occurs as the scaling limit of an infinite system of coalescing random walks. Perturbing this system of random walks by, independently at each point in space-time, resampling the random walk…
We present a modified Brownian motion model for random matrices where the eigenvalues (or levels) of a random matrix evolve in "time" in such a way that they never cross each other's path. Also, owing to the exact integrability of the level…
Confined motions in complex environments are ubiquitous in microbiology. These situations invariably involve the intricate coupling between fluid flow, soft boundaries, surface forces and fluctuations. In the present study, such a coupling…
In previous work, a description of the result of applying the Householder tridiagonalization algorithm to a G$\beta$E random matrix is provided by Edelman and Dumitriu. The resulting tridiagonal ensemble makes sense for all $\beta>0$, and…
Brownian motions on star graphs in the sense of It\^o-McKean, that is, Walsh processes admitting a generalized boundary behavior including stickiness and jumps and having an angular distribution with finite support, are examined. Their…
A system manager dynamically controls a diffusion process Z that lives in a finite interval [0,b]. Control takes the form of a negative drift rate \theta that is chosen from a fixed set A of available values. The controlled process evolves…
We study the long-time, large scale transport in a three-parameter family of isotropic, incompressible velocity fields with power-law spectra. Scaling law for transport is characterized by the scaling exponent $q$ and the Hurst exponent…