Related papers: More on the Brownian force model: avalanche shapes…
In this paper we investigate the Quantum Brownian motion of a point particle induced by quantum vacuum fluctuations of a massless scalar field in (3 + 1)-dimensional Minkowski spacetime with distinct conditions (Dirichlet, Neumann, mixed…
It has been proved by Bovier & Hartung [Elect. J. Probab. 19 (2014)] that the maximum of a variable-speed branching Brownian motion (BBM) in the weak correlation regime converges to a randomly shifted Gumbel distribution. The random shift…
Vortex-force mapping (VFM) links vortical flow structures to aerodynamic forces through compact-domain integrals weighted by geometry-only Laplace potentials, but existing formulations are tied to simple geometries and laminar flows. In…
We consider a large family of branching-selection particle systems. The branching rate of each particle depends on its rank and is given by a function $b$ defined on the unit interval. There is also a killing measure $D$ supported on the…
We consider a directed random walk making either 0 or $+1$ moves and a Brownian bridge, independent of the walk, conditioned to arrive at point $b$ on time $T$. The Hamiltonian is defined as the sum of the square of increments of the bridge…
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…
Many properties of Brownian motion on spaces with varying dimension (BMVD in abbreviation) have been explored in [5]. In this paper, we study Brownian motion with drift on spaces with varying dimension (BMVD with drift in abbreviation).…
Brownian motion with darning (BMD in abbreviation) is introduced and studied in [4] and [5, Chapter 7]. Roughly speaking, BMD travels across the "darning area" at infinite speed, while it behaves like a regular BM outside of this area. In…
Fractional Brownian motion (fBm) is a ubiquitous diffusion process in which the memory effects of the stochastic transport result in the mean squared particle displacement following a power law, $\langle {\Delta r}^2 \rangle \sim…
Stochastic process exhibiting power-law slopes in the frequency domain are frequently well modeled by fractional Brownian motion (fBm). In particular, the spectral slope at high frequencies is associated with the degree of small-scale…
We investigate the breakdown of disordered networks under the action of an increasing external---mechanical or electrical---force. We perform a mean-field analysis and estimate scaling exponents for the approach to the instability. By…
Fractional Brownian motion is a Gaussian stochastic process with long-range correlations in time; it has been shown to be a useful model of anomalous diffusion. Here, we investigate the effects of mutual interactions in an ensemble of…
We explain Barkhausen noise in magnetic systems in terms of avalanches near a plain old critical point in the hysteretic zero-temperature random-field Ising model. The avalanche size distribution has a universal scaling function, making…
We study a recently proposed equation for the avalanche distribution in the Bak-Sneppen model. We demonstrate that this equation indirectly relates $\tau$,the exponent for the power law distribution of avalanche sizes, to $D$, the fractal…
Local shearing box simulations of stratified magneto rotational turbulence invariably exhibit cyclic field patterns which propagate away from the disc midplane. A common explanation for this is magnetic buoyancy. The recent analysis by Shi…
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…
We discuss mean-field theories for self-organized criticality and the connection with the general theory of branching processes. We point out that the nature of the self-organization is not addressed properly by the previously proposed…
The random flux model (defined here as a model of lattice fermions hopping under the influence of maximally random link disorder) is analysed field theoretically. It is shown that the long range physics of the model is described by the…
We study the density of the support of a dyadic $d$-dimensional branching Brownian motion (BBM) in subcritical balls in $\mathbb{R}^d$. Using elementary geometric arguments and an extension of a previous result on the probability of absence…
We consider one-dimensional branching Brownian motion in spatially random branching environment (BBMRE) and show that for almost every realisation of the environment, the distributions of the maximal particle of the BBMRE re-centred around…