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We study branching Brownian motion in hyperbolic space. As hyperbolic Brownian motion is transient, the normalised empirical measure of branching Brownian motion converges to a random measure $\mu_\infty$ on the boundary. We show that the…

Probability · Mathematics 2026-05-28 David Geldbach

The Brownian map is a model of random geometry on the sphere and as such an important object in probability theory and physics. It has been linked to Liouville Quantum Gravity and much research has been devoted to it. One open question asks…

Probability · Mathematics 2020-11-30 Sascha Troscheit

Given a general critical or sub-critical branching mechanism and its associated L\'evy continuum random tree, we consider a pruning procedure on this tree using a Poisson snake. It defines a fragmentation process on the tree. We compute the…

Probability · Mathematics 2010-02-25 Guillaume Voisin

Suppose we choose a permutation $\pi$ uniformly at random from $S_n$. Let $\mathsf{runsort}(\pi)$ be the permutation obtained by sorting the ascending runs of $\pi$ into lexicographic order. Alexandersson and Nabawanda recently asked if the…

Combinatorics · Mathematics 2021-06-29 Noga Alon , Colin Defant , Noah Kravitz

We consider the model of the Brownian plane, which is a pointed non-compact random metric space with the topology of the complex plane. The Brownian plane can be obtained as the scaling limit in distribution of the uniform infinite planar…

Probability · Mathematics 2021-05-14 Armand Riera

We construct a Lebesgue measure preserving natural extension of the random beta-transformation. This allows us to give a formula for the density of the absolutely continuous invariant probability measure, answering a question of Dajani and…

Dynamical Systems · Mathematics 2013-03-06 Tom Kempton

We consider the sum of two self-similar centred Gaussian processes with different self-similarity indices. Under non-negativity assumptions of covariance functions and some further minor conditions, we show that the asymptotic behaviour of…

Probability · Mathematics 2022-06-27 Frank Aurzada , Martin Kilian , Ercan Sönmez

This paper focuses on the size-biased permutation of $n$ independent and identically distributed (i.i.d.) positive random variables. This is a finite dimensional analogue of the size-biased permutation of ranked jumps of a subordinator…

Probability · Mathematics 2015-09-30 Jim Pitman , Ngoc M. Tran

We consider a family of free multiplicative Brownian motions $b_{s,\tau}$ parametrized by a real variance parameter $s$ and a complex covariance parameter $\tau.$ We compute the Brown measure $\mu_{s,\tau}$ of $ub_{s,\tau },$ where $u$ is a…

Probability · Mathematics 2023-08-04 Brian C. Hall , Ching-Wei Ho

Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…

Statistical Mechanics · Physics 2018-02-21 Alexander H. O. Wada , Thomas Vojta

We investigate the Brown measures of compressions of $R$-diagonal random variables, extending previous results to include unbounded cases. For random variables with finite variance, we demonstrate that the Brown measures of their…

Probability · Mathematics 2026-04-27 Vladislav Kargin

We present a model of anomalous diffusion consisting of an ensemble of particles undergoing homogeneous Brownian motion except for confinement by randomly placed reflecting boundaries. For power-law distributed compartment sizes, we…

Soft Condensed Matter · Physics 2015-06-09 Gerald John Lapeyre

This paper describes joint work with Oded Schramm and Wendelin Werner establishing the values of the planar Brownian intersection exponents from which one derives the Hausdorff dimension of certain exceptional sets of planar Brownian…

Probability · Mathematics 2007-05-23 Gregory Lawler

A locally uniform random permutation is generated by sampling $n$ points independently from some absolutely continuous distribution $\rho$ on the plane and interpreting them as a permutation by the rule that $i$ maps to $j$ if the $i$th…

Probability · Mathematics 2023-03-07 Jonas Sjöstrand

We completely determine the Brown measure of the sum of a self-adjoint element and an elliptic element, which is the limiting eigenvalue distribution of the random matrix \[Y_N+\sqrt{s-\frac{t}{2}}X_N+i\sqrt{\frac{t}{2}}X_N'\] where $Y_N$…

Operator Algebras · Mathematics 2022-08-24 Ching-Wei Ho

The Bernoulli convolution with parameter $\lambda\in(0,1)$ is the measure on $\bf R$ that is the distribution of the random power series $\sum\pm\lambda^n$, where $\pm$ are independent fair coin-tosses. This paper surveys recent progress on…

Classical Analysis and ODEs · Mathematics 2016-08-16 Péter P. Varjú

This article is a mathematical analysis of the Open Quantum Brownian Motion. This object was introduced by Bernard, Bauer, Benoist and Tilloy as the limit of a family of Open Quantum Random Walks on the discrete line. We prove the…

Mathematical Physics · Physics 2019-10-04 Andreys Simon

The triangular elliptic operators are natural extensions of the elliptic deformation of circular operators. We obtain a Brown measure formula for the sum of a triangular elliptic operator $g_{_{\alpha, \beta, \gamma}}$ with a random…

Operator Algebras · Mathematics 2024-02-16 Serban Belinschi , Zhi Yin , Ping Zhong

Trace monoids and heaps of pieces appear in various contexts in combinatorics. They also constitute a model used in computer science to describe the executions of asynchronous systems. The design of a natural probabilistic layer on top of…

Combinatorics · Mathematics 2015-06-08 Samy Abbes , Jean Mairesse

Recent works have shown that random triangulations decorated by critical ($p=1/2$) Bernoulli site percolation converge in the scaling limit to a $\sqrt{8/3}$-Liouville quantum gravity (LQG) surface (equivalently, a Brownian surface)…

Probability · Mathematics 2021-06-09 Ewain Gwynne , Nina Holden , Xin Sun