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Consider $a$ particles performing simple, symmetric, non-intersecting random walks, starting at points $2(j-1)$, $1\le j\le a$ at time 0 and ending at $2(j-1)+c-b$ at time $b+c$. This can also be interpreted as a random rhombus tiling of an…

Probability · Mathematics 2007-05-23 Kurt Johansson

We extend generalized isoperimetric-type inequalities to iterated Brownian motion over several domains in $\RR{R}^{n}$. These kinds of inequalities imply in particular that for domains of finite volume, the exit distribution and moments of…

Probability · Mathematics 2008-02-06 Erkan Nane

We consider a Brownian motion forced to stay in the quadrant by an electrostatic oblique repulsion from the sides. We tackle the question of hitting the corner or an edge, and find product-form stationary measures under a certain condition,…

Probability · Mathematics 2016-11-24 Dominique Lepingle

We introduce W-spin structures on a Riemann surface and give a precise definition to the corresponding W-spin equations for any quasi-homogeneous polynomial W. Then, we construct examples of nonzero solutions of spin equations in the…

Differential Geometry · Mathematics 2008-02-23 Huijun Fan , Tyler J. Jarvis , Yongbin Ruan

We extend to the vector-valued situation some earlier work of Ciesielski and Roynette on the Besov regularity of the paths of the classical Brownian motion. We also consider a Brownian motion as a Besov space valued random variable. It…

Probability · Mathematics 2008-01-21 Tuomas Hytonen , Mark Veraar

In this work we study the smoothing effect of rough differential equations driven by a fractional Brownian motion with parameter $H>1/4$. The regularization estimates we obtain generalize to the fractional Brownian motion previous results…

Probability · Mathematics 2013-04-18 Fabrice Baudoin , Cheng Ouyang , Xuejing Zhang

It has been shown that a nonvibrated magnetic granular system, when it is feeded by means an altenating magnetic field, behaves with most of the distinctive physical features of active matter systems. In this work we focus our attention on…

Statistical Mechanics · Physics 2023-03-01 M. Ledesma-Motolinia , J. L. Carrillo-Estrada , A. Escobar , F. Donado , Pavel Castro-Villarreal

Within the rough path framework we prove the continuity of the solution to random differential equations driven by fractional Brownian motion with respect to the Hurst parameter $H$ when $H \in (1/3, 1/2]$.

Probability · Mathematics 2024-08-27 Francesco C. De Vecchi , Luca M. Giordano , Daniela Morale , Stefania Ugolini

We consider the model of Brownian motion indexed by the Brownian tree. For every $r\geq 0$ and every connected component of the set of points where Brownian motion is greater than $r$, we define the boundary size of this component, and we…

Probability · Mathematics 2018-11-08 Jean-François Le Gall , Armand Riera

Locomotion of bacteria by actin polymerization, and in vitro motion of spherical beads coated with a protein catalyzing polymerization, are examples of active motility. Starting from a simple model of forces locally normal to the surface of…

Statistical Mechanics · Physics 2009-11-10 Allen Lee , Ha Youn Lee , Mehran Kardar

We consider the ABC model on a ring in a strongly asymmetric regime. The main result asserts that the particles almost always form three pure domains (one of each species) and that this segregated shape evolves, in a proper time scale, as a…

Probability · Mathematics 2016-05-20 Ricardo Misturini

Let $\rho$ be compactly supported on $D \subset \mathbb R^2$. Endow $\mathbb R^2$ with the metric $e^{\rho}(dx_1^2 + dx_2^2)$. As $\delta \to 0$ the set of Brownian loops centered in $D$ with length at least $\delta$ has measure…

Probability · Mathematics 2023-02-07 Minjae Park , Joshua Pfeffer , Scott Sheffield

We construct a family of processes, from a single Poisson process, that converges in law to a complex Brownian motion. Moreover, we find realizations of these processes that converge almost surely to the complex Brownian motion, uniformly…

Probability · Mathematics 2015-09-25 Xavier Bardina , Giulia Binotto , Carles Rovira

A uniform dimensional result for normally reflected Brownian motion (RBM) in a large class of non-smooth domains is established. Exact Hausdorff dimensions for the boundary occupation time and the boundary trace of RBM are given. Extensions…

Probability · Mathematics 2007-05-23 Itai Benjamini , Zhen-Qing Chen , Steffen Rohde

Geometric Brownian motion (GBM) is a key model for representing self-reproducing entities. Self-reproduction may be considered the definition of life [5], and the dynamics it induces are of interest to those concerned with living systems…

Statistical Mechanics · Physics 2018-02-09 Ole Peters , Alexander Adamou

Four previously known rotational bands in 76Rb have been extended to moderate spins using the Gammasphere and Microball gamma ray and charged particle detector arrays and the 40Ca(40Ca,3pn) reaction at a beam energy of 165 MeV. The…

We prove that for any pair of i.i.d. random variables $X,Y$ with finite moment of order $a \in (0,2]$ it is true that $E |X-Y|^a \leq E |X+Y|^a$. Surprisingly, this inequality turns out to be related with bifractional Brownian motion. We…

Probability · Mathematics 2011-05-24 Mikhail Lifshits , Ilya Tyurin

The indefinite integral of the homogenized Ornstein-Uhlenbeck process is a well-known model for physical Brownian motion, modelling the behaviour of an object subject to random impulses [L. S. Ornstein, G. E. Uhlenbeck: On the theory of…

Probability · Mathematics 2013-02-12 Peter Friz , Paul Gassiat , Terry Lyons

We consider critical branching Brownian motion with absorption, in which there is initially a single particle at $x > 0$, particles move according to independent one-dimensional Brownian motions with the critical drift of $-\sqrt{2}$, and…

Probability · Mathematics 2013-10-01 Julien Berestycki , Nathanael Berestycki , Jason Schweinsberg

Some asymptotic properties of a Brownian motion in multifractal time, also called multifractal random walk, are established. We show the almost sure and $L^1$ convergence of its structure function. This is an issue directly connected to the…

Probability · Mathematics 2009-05-22 Laurent Duvernet
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