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The structural and dynamical properties of suspensions of self-propelled Brownian particles of spherical shape are investigated in three spatial dimensions. Our simulations reveal a phase separation into a dilute and a dense phase, above a…

Soft Condensed Matter · Physics 2015-05-12 Adam Wysocki , Roland G. Winkler , Gerhard Gompper

A Brownian spatial tree is defined to be a pair $(\mathcal{T},\phi)$, where $\mathcal{T}$ is the rooted real tree naturally associated with a Brownian excursion and $\phi$ is a random continuous function from $\mathcal{T}$ into…

Probability · Mathematics 2009-07-27 David A. Croydon

Overdamped Brownian motion of a self-propelled particle is studied by solving the Langevin equation analytically. On top of translational and rotational diffusion, in the context of the presented model, the "active" particle is driven along…

Soft Condensed Matter · Physics 2013-05-15 Borge ten Hagen , Sven van Teeffelen , Hartmut Löwen

Some, but not all processes of the form $M_t=\exp(-\xi_t)$ for a pure-jump subordinator $\xi$ with Laplace exponent $\Phi$ arise as residual mass processes of particle 1 (tagged particle) in Bertoin's partition-valued exchangeable…

Probability · Mathematics 2015-11-18 Jim Pitman , Matthias Winkel

In this work, we introduce a spatial branching process to model the growth of the mycelial network of a filamentous fungus. In this model, each filament is described by the position of its tip, the trajectory of which is solution to a…

Probability · Mathematics 2025-11-26 Lena Kuwata

Can we obtain a Brownian CRT of mass $1/2$ from a CRT of mass $1$ by cutting certain branches? In this paper, we will answer that question in the much more general setting of self-similar Markov trees. Self-similar Markov trees (ssMt) are…

Probability · Mathematics 2025-12-19 Nicolas Curien , William Fleurat , Adrianus Twigt

Evans (1992) described the semi-group of a superprocess with quadratic branching mechanism under a martingale change of measure in terms of the semi-group of an immortal particle and the semigroup of the superprocess prior to the change of…

Probability · Mathematics 2011-06-15 A. E. Kyprianou A. Murillo-Salas

We derive a new representation of the Brownian disk in terms of a forest of labeled trees, where labels correspond to distances from a subset of the boundary. We then use this representation to obtain a spatial Markov property showing that…

Probability · Mathematics 2024-04-30 Jean-François Le Gall , Armand Riera

We present a new class of multifractal process on R, constructed using an embedded branching process. The construction makes use of known results on multitype branching random walks, and along the way constructs cascade measures on the…

Probability · Mathematics 2012-11-29 Geoffrey Decrouez , Owen Dafydd Jones

The self-similar growth-fragmentation equation describes the evolution of a medium in which particles grow and divide as time proceeds, with the growth and splitting of each particle depending only upon its size. The critical case of the…

Probability · Mathematics 2021-01-22 Jean Bertoin , Alexander R. Watson

We start by remarking a one-to-one correspondence between self-similar Markov processes (ssMps) on a Banach space and Markov additive processes (MAPs) that is analogous to the well-known one between positive ssMps and L\'evy processes…

Probability · Mathematics 2025-06-30 Andreas E. Kyprianou , Harry S. Mantelos , Victor Rivero

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…

Probability · Mathematics 2025-04-16 Jean Bertoin , Nicolas Curien , Armand Riera

We give a proof of a result on the growth of the number of particles along chosen paths in a branching Brownian motion. The work follows the approach of classical large deviations results, in which paths in $C[0,1]$ are rescaled onto…

Probability · Mathematics 2010-04-22 Simon Harris , Matthew Roberts

We study the behaviour of a natural measure defined on the leaves of the genealogical tree of some branching processes, namely self-similar growth-fragmentation processes. Each particle, or cell, is attributed a positive mass that evolves…

Probability · Mathematics 2019-08-13 François Gaston Ged

We construct a class of one-dimensional diffusion processes on the particles of branching Brownian motion that are symmetric with respect to the limits of random martingale measures. These measures are associated with the extended extremal…

Probability · Mathematics 2018-11-07 Sebastian Andres , Lisa Hartung

We consider a model of Branching Brownian Motion in which the usual spatially-homogeneous and catalytic branching at a single point are simultaneously present. We establish the almost sure growth rates of population in certain…

Probability · Mathematics 2018-03-29 Sergey Bocharov , Li Wang

We introduce oscillatory analogues of fractional Brownian motion, sub-fractional Brownian motion and other related long range dependent Gaussian processes, we discuss their properties, and we show how they arise from particle systems with…

Probability · Mathematics 2013-12-16 Tomasz Bojdecki , Luis G. Gorostiza , Anna Talarczyk

Comb geometry, constituted of a backbone and fingers, is one of the most simple paradigm of a two dimensional structure, where anomalous diffusion can be realized in the framework of Markov processes. However, the intrinsic properties of…

Statistical Mechanics · Physics 2016-07-25 Trifce Sandev , Alexander Iomin , Vicenç Méndez

In this paper we find a pathwise decomposition of a certain class of Brownian semistationary processes ($\mathcal{BSS}$) in terms of fractional Brownian motions. To do this, we specialize in the case when the kernel of the $\mathcal{BSS}$…

Probability · Mathematics 2017-10-17 Orimar Sauri

Brownian motion is the only random process which is Gaussian, stationary and Markovian. Dropping the Markovian property, i.e. allowing for memory, one obtains a class of processes called fractional Brownian motion, indexed by the Hurst…

Statistical Mechanics · Physics 2016-07-27 Mathieu Delorme , Kay Jörg Wiese