Related papers: Brownian Bees with Drift: Finding the Criticality
The problem of detecting a change in the drift of a Brownian motion is considered. The change point is assumed to have a modified exponential prior distribution with unknown parameters. A worst-case analysis with respect to these parameters…
Brownian systems are characterized by spatiotemporal disorder, which arises from the erratic motion of particles driven by thermal fluctuations. When light interacts with such systems, it typically produces unpolarized and uncorrelated…
We study the precise large deviation probabilities for the sizes of intermediate level sets in branching Brownian motion (BBM). Our conclusions improve a result of A\"{i}dekon, Hu and Shi in [J. Math. Sci. \textbf{238}(2019)]. Additionally,…
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…
We consider the critical branching processes in correlated random environment which is positively associated and study the probability of survival up to the n-th generation. Moreover, when the environment is given by fractional Brownian…
The transport properties of Brownian ratchet was studied in the presence of stochastic intensity noise (SIN) in both overdamped and underdamped regimes. In the overdamped case, analytical solution using the matrix continued fraction method…
We introduce methods for large scale Brownian Dynamics (BD) simulation of many rigid particles of arbitrary shape suspended in a fluctuating fluid. Our method adds Brownian motion to the rigid multiblob method at a cost comparable to the…
Consider a branching system with particles moving according to an Ornstein-Uhlenbeck process with drift $\mu>0$ and branching according to a law in the domain of attraction of the $(1+\beta)$-stable distribution. The mean of the branching…
For some discretely observed path of oscillating Brownian motion with level of self-organized criticality $\rho_0$, we prove in the infill asymptotics that the MLE is $n$-consistent, where $n$ denotes the sample size, and derive its limit…
We study a spatial branching model, where the underlying motion is $d$-dimensional ($d\ge1$) Brownian motion and the branching rate is affected by a random collection of reproduction suppressing sets dubbed mild obstacles. The main result…
We first study a $d$-dimensional branching Brownian motion (BBM) among mild Poissonian obstacles, where a random trap field in $\mathbb{R}^d$ is created via a Poisson point process. The trap field consists of balls of fixed radius centered…
We study stochastic transport of interacting particles on a disordered network described by the random comb geometry. The model is defined on a one-dimensional backbone from which branches of random lengths emanate, providing a minimal…
We study the position distribution of a single active Brownian particle (ABP) on the plane. We show that this distribution has a compact support, the boundary of which is an expanding circle. We focus on a short-time regime and employ the…
In this paper we resolve an open problem proposed by Lai, Poor, Xin, and Georgiadis (2011, IEEE Transactions on Information Theory). Consider a sequence of Brownian Motions with unknown drift equal to one or zero, which we may be observed…
The motion of a particle in a correlated random potential under the influence of a driving force is investigated in mean field theory. The correlations of the disorder are characterized by a short distance cutoff and a power law decay with…
Many studies on microscopic systems deal with Brownian particles embedded in media whose densities are different from that of the particles, causing them either to sink or float. The proximity to a wall modifies the friction force the…
Transport phenomena in spatially periodic systems far from thermal equilibrium are considered. The main emphasize is put on directed transport in so-called Brownian motors (ratchets), i.e. a dissipative dynamics in the presence of thermal…
The Brownian web is a random object that occurs as the scaling limit of an infinite system of coalescing random walks. Perturbing this system of random walks by, independently at each point in space-time, resampling the random walk…
Let K be a compact subset of ${\mathbb R}^n$. We choose at random with uniform law a point at distance $\epsilon$ of K and start a Brownian motion (BM) from this point. We study the probability that this BM hits K for the first time at a…
We investigate the non-equilibrium evolution of ideal Brownian particles confined between two walls, following simultaneous quenches of the temperature and a constant external force. We compute (analytically and in numeric simulations) the…