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Let $n$ particles move in standard Brownian motion in one dimension, with the process terminating if two particles collide. This is a specific case of Brownian motion constrained to stay inside a Weyl chamber; the Weyl group for this…

Representation Theory · Mathematics 2016-09-07 David J. Grabiner

We investigate a diffusive motion of a system of interacting Brownian particles in quasi-one-dimensional micropores. In particular, we consider a semi-infinite 1D geometry with a partially absorbing boundary and the hard-core inter-particle…

Statistical Mechanics · Physics 2012-03-06 Artem Ryabov , Petr Chvosta

Consider branching Brownian motion in which we begin with one particle at the origin, particles independently move according to Brownian motion, and particles split into two at rate one. It is well-known that the right-most particle at time…

Probability · Mathematics 2024-06-10 Julien Berestycki , Jiaqi Liu , Bastien Mallein , Jason Schweinsberg

We prove an invariance principle for Brownian motion in Gaussian or Poissonian random scenery by the method of characteristic functions. Annealed asymptotic limits are derived in all dimensions, with a focus on the case of dimension $d=2$,…

Probability · Mathematics 2014-01-03 Yu Gu , Guillaume Bal

We consider a (one-dimensional) branching Brownian motion process with a general offspring distribution having at least two moments, and in which all particles have a drift towards the origin where they are immediately absorbed. It is…

Probability · Mathematics 2018-09-13 Oren Louidor , Santiago Saglietti

Brownian motion is the perpetual irregular motion exhibited by small particles immersed in a fluid. Such random motion of the particles is produced by statistical fluctuations in the collisions they suffer with the molecules of the…

Physics Education · Physics 2007-05-23 Kasturi Basu , Kopinjol Baishya

We study a system of branching Brownian motions on $\mathbb R$ with annihilation: at each branching time a new particle is created and the leftmost one is deleted. In [7] it has been studied the case of strictly local creations (the new…

Probability · Mathematics 2017-11-27 A. De Masi , P. A. Ferrari , E. Presutti , N. Soprano-Loto

We show that the longitudinal position $x(t)$ of a particle in a $(d+1)$-dimensional layered random velocity field (the Matheron-de Marsily model) can be identified as a fractional Brownian motion (fBm) characterized by a variable Hurst…

Statistical Mechanics · Physics 2009-11-10 Satya N. Majumdar

We consider a system of particles performing a one-dimensional dyadic branching Brownian motion with space-dependent branching rate, negative drift $-\mu$ and killed upon reaching $0$, starting with $N$ particles. More precisely, particles…

Probability · Mathematics 2024-06-04 Julie Tourniaire

Aiming to understand the distribution of fitness levels of individuals in a large population undergoing selection, we study the particle configurations of branching Brownian motion where each particle independently moves as Brownian motion…

Probability · Mathematics 2022-01-25 Jiaqi Liu , Jason Schweinsberg

We study exclusion processes on the integer lattice in which particles change their velocities due to stickiness. Specifically, whenever two or more particles occupy adjacent sites, they stick together for an extended period of time, and…

Probability · Mathematics 2016-08-11 Miklós Z. Rácz , Mykhaylo Shkolnikov

We study stationary fluctuations in two models involving $N$ Brownian particles undergoing stochastic resetting to the origin in 1d. We start with the basic reset model where the particles reset independently (model A). Then we introduce…

Statistical Mechanics · Physics 2022-08-31 Ohad Vilk , Michael Assaf , Baruch Meerson

We prove the existence of solutions to a non-linear, non-local, degenerate equation which was previously derived as the formal hydrodynamic limit of an active Brownian particle system, where the particles are endowed with a position and an…

Analysis of PDEs · Mathematics 2023-10-02 Martin Burger , Simon Schulz

We consider a branching Brownian motion in which binary fission takes place only when particles are at the origin at a rate \beta > 0 on the local time scale. We obtain results regarding the asymptotic behaviour of the number of particles…

Probability · Mathematics 2013-02-19 Sergey Bocharov , Simon C. Harris

Consider a massive (inert) particle impinged from above by N Brownian particles that are instantaneously reflected upon collision with the inert particle. The velocity of the inert particle increases due to the influence of an external…

Probability · Mathematics 2022-12-28 Sayan Banerjee , Amarjit Budhiraja , Benjamin Estevez

We consider the system of sticky-reflected Brownian particles on the real line proposed in [arXiv:1711.03011]. The model is a modification of the Howitt-Warren flow but now the diffusion rate of particles is inversely proportional to the…

Probability · Mathematics 2021-04-30 Vitalii Konarovskyi

We consider a branching-selection system in $\mathbb {R}$ with $N$ particles which give birth independently at rate 1 and where after each birth the leftmost particle is erased, keeping the number of particles constant. We show that, as…

Probability · Mathematics 2023-04-19 Rick Durrett , Daniel Remenik

We provide a rigorous derivation of the brownian motion as the hydrodynamic limit of a deterministic system of hard-spheres as the number of particles $N$ goes to infinity and their diameter $\varepsilon$ simultaneously goes to $0,$ in the…

Analysis of PDEs · Mathematics 2015-02-25 Thierry Bodineau , Isabelle Gallagher , Laure Saint-Raymond

We consider a branching particle model in which particles move inside a Euclidean domain according to the following rules. The particles move as independent Brownian motions until one of them hits the boundary. This particle is killed but…

Probability · Mathematics 2009-05-14 Mariusz Bieniek , Krzysztof Burdzy , Sam Finch

We consider a random model of diffusion and coagulation. A large number of small particles are randomly scattered at an initial time. Each particle has some integer mass and moves in a Brownian motion whose diffusion rate is determined by…

Probability · Mathematics 2012-08-21 Alan Hammond , Fraydoun Rezakhanlou