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We consider the model of branching Brownian motion with a single catalytic point at the origin and binary branching. We establish some fine results for the asymptotic behaviour of the numbers of particles travelling at different speeds and…

Probability · Mathematics 2019-03-19 Sergey Bocharov

In this paper we study the discrete approximation to Brownian motion with varying dimension (BMVD in abbreviation) introduced in [4] by continuous time random walks on square lattices. The state space of BMVD contains a $2$-dimensional…

Probability · Mathematics 2021-10-26 Shuwen Lou

The asymptotic distance between trajectories $d_{\infty}$, is studied in detail to characterize the occurrence of chaos. We show that this quantity is quite distinct and complementary to the Lyapunov exponents, and it allows for a…

chao-dyn · Physics 2007-05-23 Virgil Baran , Aldo Bonasera

We prove a conjecture of Lalley and Sellke [Ann. Probab. 15 (1987)] asserting that the empirical (time-averaged) distribution function of the maximum of branching Brownian motion converges almost surely to a double exponential, or Gumbel,…

Probability · Mathematics 2012-01-10 Louis-Pierre Arguin , Anton Bovier , Nicola Kistler

We study the large-volume asymptotics of the sum of power-weighted edge lengths $\sum_{e \in E}|e|^\alpha$ in Poisson-based spatial random networks. In the regime $\alpha > d$, we provide a set of sufficient conditions under which the upper…

Probability · Mathematics 2025-01-08 Christian Hirsch , Daniel Willhalm

We provide a rigorous derivation of the brownian motion as the 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 fast…

Analysis of PDEs · Mathematics 2015-03-04 Thierry Bodineau , Isabelle Gallagher , Laure Saint-Raymond

Fisher-KPP equation is proved to be the scaling limit of a system of Brownian particles with local interaction. Particles proliferate and die depending on the local concentration of other particles. Opposite to discrete models, controlling…

Probability · Mathematics 2021-04-13 Franco Flandoli , Ruojun Huang

We study the probability of two Brownian particles to meet before one of them exits a finite interval. We obtain an explicit expression for the probability as a function of the initial distance of the two particles using the Weierstrass…

Mathematical Physics · Physics 2015-05-13 D. holcman , I. Kupka

In this work, we focus on the behavior of a single passive Brownian particle in a suspension of passive particles with short-range repulsive interactions and a larger self-diffusion coefficient. While the forces affecting the…

Statistical Mechanics · Physics 2023-04-26 Deborah Schwarcz , Stanislav Burov

We give new results on the growth of the number of particles in a dyadic branching Brownian motion which follow within a fixed distance of a path $f:[0,\infty)\to \mathbb{R}$. We show that it is possible to count the number of particles…

Probability · Mathematics 2008-11-12 Simon Harris , Matthew Roberts

Statistics of molecular random walks in a fluid is considered with the help of Bogolyubov equation for generating functional of distribution functions. An invariance group of this equation is found. It results in many exact relations…

Statistical Mechanics · Physics 2008-11-05 Yuriy E. Kuzovlev

We consider a branching-selection particle system on $\Z$ with $N \geq 1$ particles. During a branching step, each particle is replaced by two new particles, whose positions are shifted from that of the original particle by independently…

Probability · Mathematics 2008-11-06 Jean Bérard

With $M(t):=\sup_{s\in[0,t]}A(s)-s$ denoting the running maximum of a fractional Brownian motion $A(\cdot)$ with negative drift, this paper studies the rate of convergence of $\mathbb {P}(M(t)>x)$ to $\mathbb{P}(M>x)$. We define two metrics…

Probability · Mathematics 2009-09-01 Michel Mandjes , Ilkka Norros , Peter Glynn

Consider $M_n$ the maximal position at generation $n$ of a supercritical branching random walk. A\"id\'ekon (2013) obtained and described the convergence in law, as time $n$ goes to infinity, of $M_n-m_n$, where $m_n$ is an explicit…

Probability · Mathematics 2026-01-14 Louis Chataignier , Lianghui Luo

Brownian particles in random potentials show an extended regime of subdiffusive dynamics at intermediate times. The asymptotic diffusive behavior is often established at very long times and thus cannot be accessed in experiments or…

Soft Condensed Matter · Physics 2014-05-22 Richard D. L. Hanes , Michael Schmiedeberg , Stefan U. Egelhaaf

In this paper, we establish moderate deviations for the chemical distance in Bernoulli percolation. The chemical distance between two points is the length of the shortest open path between these two points. Thus, we study the size of random…

Probability · Mathematics 2009-07-06 Olivier Garet , Régine Marchand

We consider the motion of a Brownian particle in $\mathbb{R}$, moving between a particle fixed at the origin and another moving deterministically away at slow speed $\epsilon>0$. The middle particle interacts with its neighbours via a…

Probability · Mathematics 2008-07-04 Michael Allman , Volker Betz

Let \(\mathbf B(t)=(B_1(t), \dots,B_d(t))^\top\), \(t\in[0,T]\), \(d\geq 2\) be a \(d\)-dimensional Brownian motion with independent components and let \(\mathbf \eta=(\eta_1,\dots,\eta_d)^\top\) be a random vector independent of \(\mathbf…

Probability · Mathematics 2024-07-24 Goran Popivoda , Timofei Shashkov

It is well known that path probabilities of Brownian motion correspond to the equilibrium configurational probabilities of flexible Gaussian polymers, while those of active Brownian motion correspond to in-extensible semiflexible polymers.…

Statistical Mechanics · Physics 2020-12-14 Amir Shee , Abhishek Dhar , Debasish Chaudhuri

We consider instances of long-range percolation on $\mathbb Z^d$ and $\mathbb R^d$, where points at distance $r$ get connected by an edge with probability proportional to $r^{-s}$, for $s\in (d,2d)$, and study the asymptotic of the…

Probability · Mathematics 2020-01-06 Marek Biskup , Jeffrey Lin