Related papers: Spatial Markov property in Brownian disks
We give an explicit construction of the scaling limit of the minimum spanning tree of the complete graph. The limit object is described using a recursive construction involving the convex minorants of a Brownian motion with parabolic drift…
Random planar maps are considered in the physics literature as the discrete counterpart of random surfaces. It is conjectured that properly rescaled random planar maps, when conditioned to have a large number of faces, should converge to a…
It is possible to represent each of a number of Markov chains as an evolving sequence of connected subsets of a directed acyclic graph that grow in the following way: initially, all vertices of the graph are unoccupied, particles are fed in…
We study reflecting Brownian motion with drift constrained to a wedge in the plane. Our first set of results provide necessary and sufficient conditions for existence and uniqueness of a solution to the corresponding submartingale problem…
We study random bipartite planar maps defined by assigning nonnegative weights to each face of a map. We prove that for certain choices of weights a unique large face, having degree proportional to the total number of edges in the maps,…
We evaluate the spin squeezing dynamics of N independent spin-1/2 particles with exchange symmetry. Each spin interacts with its own reservoir, and the reservoirs are independently and identical. The spin squeezing parameter is analytically…
We consider the problem of strong existence and uniqueness of a Brownian motion forced to stay in the quadrant by an electrostatic repulsion from the sides that works obliquely. The results are reminiscent of the study of a Brownian motion…
In this paper the whole family of fractional Brownian motions is constructed as a single Gaussian field indexed by time and the Hurst index simultaneously. The field has a simple covariance structure and it is related to two generalizations…
We introduce and study Brownian motion on spaces of discrete regular curves in Euclidean space equipped with discrete Sobolev-type metrics. It has been established that these spaces of discrete regular curves are geodesically complete if…
This paper presents a new model of textures, obtained as realizations of a new class of fractional Brownian fields. These fields, called weighted tensorized fractional Brownian fields, are obtained by a relaxation of the tensor-product…
Fractional Brownian motion belongs to a class of long memory Gaussian processes that can be represented as linear functionals of an infinite dimensional Markov process. This representation leads naturally to: - An efficient algorithm to…
We establish an integration by parts formula for the semi-group in time $T > 0$ of the kinetic Brownian motion in the Euclidean plane together with its speed in the circle. The stochastic differential equation of our kinetic Brownian motion…
We prove strong existence and uniqueness for a reflection process $X$ in a smooth, bounded domain $D$ that behaves like obliquely-reflected-Brownian-motion, except that the direction of reflection depends on a (spin) parameter $S$, which…
In the present paper, we are going to show that outside a slim set in the sense of Malliavin (or quasi-surely), the signature path (which consists of iterated path integrals in every degree) of Brownian motion is non-self-intersecting. This…
Starting from the microscopic Smoluchowski equation for interacting Brownian particles under stationary shearing, exact expressions for shear-dependent steady-state averages, correlation and structure functions, and susceptibilities are…
We study the space-time scaling limits of solitons in the box-ball system with random initial distribution. In particular, we show that any recentered tagged soliton converges to a Brownian motion in the diffusive space-time scale, and also…
We describe simple properties of some soups of unoriented Markov loops and of some soups of oriented Markov loops that can be interpreted as a spatial Markov property of these loop-soups. This property of the latter soup is related to…
We study properties of the random metric space called the Brownian map. For every h>0, we consider the connected components of the complement of the open ball of radius h centered at the root, and we let N(h,r) be the number of those…
Self-similar Markov trees constitute a remarkable family of random compact real trees carrying a decoration function that is positive on the skeleton. As the terminology suggests, they are self-similar objects that further satisfy a Markov…
In this paper, we study reflecting Brownian motion with Poissonian resetting. After providing a probabilistic description of the phenomenon using jump diffusions and semigroups, we analyze the time-reversed process starting from the…