Related papers: Spatial growth-fragmentations and excursions from …
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…
This short note is motivated by a recently discovered connection between a drift-diffusion process in $n$-dimensional Euclidean space with a divergence-free drift sampled from a stationary and isotropic Gaussian ensemble of critical scaling…
We consider a two-type reducible branching Brownian motion, defined as a particle system on the real line in which particles of two types move according to independent Brownian motion and create offspring at constant rate. Particles of type…
The Mondrian process represents an elegant and powerful approach for space partition modelling. However, as it restricts the partitions to be axis-aligned, its modelling flexibility is limited. In this work, we propose a self-consistent…
We establish a new spatial Markov property of the Brownian half-plane. According to this property, if one removes a hull centered at a boundary point, the remaining space equipped with an intrinsic metric is still a Brownian half-plane,…
We revisit the problem of Brownian diffusion with drift in order to study finite-size effects in the geometric Galton-Watson branching process. This is possible because of an exact mapping between one-dimensional random walks and geometric…
We consider matrix-valued stochastic processes known as isotropic Brownian motions, and show that these can be solved exactly over complex fields. While these processes appear in a variety of questions in mathematical physics, our main…
It is known that after scaling a random Motzkin path converges to a Brownian excursion. We prove that the fluctuations of the counting processes of the ascent steps, the descent steps and the level steps converge jointly to linear…
In this paper we study three self-similar, long-range dependence, Gaussian processes. The first one, with covariance \int_0^{s\wedge t} u^a [(t-u)^b+(s-u)^b]du, parameters a>-1, -1<b\leq 1, |b|\leq 1+a, corresponds to fractional Brownian…
Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…
The Binary Space Partitioning~(BSP)-Tree process is proposed to produce flexible 2-D partition structures which are originally used as a Bayesian nonparametric prior for relational modelling. It can hardly be applied to other learning tasks…
The so-called Hadamard fractional Brownian motion, as defined in Beghin et al. (2025) by means of Hadamard fractional operators, is a Gaussian process which shares some properties with standard Brownian motion (such as the one-dimensional…
We study the asymptotic behaviour of the extremal process of a cascading family of branching Brownian motions. This is a particle system on the real line such that each particle has a type in addition to his position. Particles of type $1$…
Fractional Brownian motion can be represented as an integral of a deterministic kernel w.r.t. an ordinary Brownian motion either on infinite or compact interval. In previous literature fractional L\'evy processes are defined by integrating…
Transport of spherical Brownian particles of finite size possessing radii through narrow channels with varying cross-section area is considered. Applying the so-called Fick-Jacobs approximation, i.e. assuming fast equilibration in…
We study a stochastic Laplacian growth model, where a set $\mathbf{U}\subseteq\mathbb{R}^{\mathrm{d}}$ grows according to a reflecting Brownian motion in $\mathbf{U}$ stopped at level sets of its boundary local time. We derive a scaling…
In this paper, we study one dimensional Markov processes with spatial delay. Since the seminal work of Feller, we know that virtually any one dimensional, strong, homogeneous, continuous Markov process can be uniquely characterized via its…
Recently, there has been much interest in activity-induced phase separations in concentrated suspensions of "active Brownian particles" (ABPs), self-propelled spherical particles whose direction of motion relaxes through thermal rotational…
We model the growth of a cell population by a piecewise deterministic Markov branching tree. Each cell splits into two offsprings at a division rate $B(x)$ that depends on its size $x$. The size of each cell grows exponentially in time, at…
We investigate piecewise-linear stochastic models as with regards to the probability distribution of functionals of the stochastic processes, a question which occurs frequently in large deviation theory. The functionals that we are looking…