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We introduce a new model called the Brownian Conga Line. It is a random curve evolving in time, generated when a particle performing a two dimensional Gaussian random walk leads a long chain of particles connected to each other by cohesive…

Probability · Mathematics 2015-07-16 Sayan Banerjee

We study three classes of continuous time Markov processes (inclusion process, exclusion process, independent walkers) and a family of interacting diffusions (Brownian energy process). For each model we define a boundary driven process…

Mathematical Physics · Physics 2015-06-12 Gioia Carinci , Cristian Giardina' , Claudio Giberti , Frank Redig

The skew Brownian motion is a strong Markov process which behaves like a Brownian motion until hitting zero and exhibits an asymmetry at zero. We address the following question: what is a natural counterpart of the skew Brownian motion in…

Probability · Mathematics 2021-12-28 Alexander Iksanov , Andrey Pilipenko

We study an inertial Brownian particle moving in a symmetric periodic substrate, driven by a zero-mean biharmonic force and correlated thermal noise. The Brownian motion is described in terms of a Generalized Langevin Equation with an…

Statistical Mechanics · Physics 2010-10-19 Lukasz Machura , Jerzy Luczka

Spatiotemporal disorder has been recently associated to the occurrence of anomalous nonergodic diffusion of molecular components in biological systems, but the underlying microscopic mechanism is still unclear. We introduce a model in which…

Statistical Mechanics · Physics 2017-03-15 C. Charalambous , G. Muñoz-Gil , A. Celi , M. F. Garcia-Parajo , M. Lewenstein , C. Manzo , M. A. García-March

This study aims to construct a stochastic process called "Brownian house-moving," which is a Brownian bridge conditioned to stay between two curves. To construct this process, statements are prepared on the weak convergence of conditioned…

Probability · Mathematics 2024-11-01 Kensuke Ishitani , Daisuke Hatakenaka , Keisuke Suzuki

In this thesis, branching Brownian motion (BBM) is a random particle system where the particles diffuse on the real line according to Brownian motions and branch at constant rate into a random number of particles with expectation greater…

Probability · Mathematics 2013-04-02 Pascal Maillard

We consider an individual-based spatially structured population for Darwinian evolution in an asexual population. The individuals move randomly on a bounded continuous space according to a reflected brownian motion. The dynamics involves…

Probability · Mathematics 2015-09-08 Helene Leman

Since the classical work of L\'evy, it is known that the local time of Brownian motion can be characterized through the limit of level crossings. While subsequent extensions of this characterization have primarily focused on Markovian or…

Probability · Mathematics 2023-08-17 Purba Das , Rafał Łochowski , Toyomu Matsuda , Nicolas Perkowski

Stochastic process models for spatiotemporal data underlying random fields find substantial utility in a range of scientific disciplines. Subsequent to predictive inference on the values of the random field (or spatial surface indexed…

Methodology · Statistics 2024-07-26 Aritra Halder , Didong Li , Sudipto Banerjee

This paper addresses the question of how Brownian-like motion can arise from the solution of a deterministic differential delay equation. To study this we analytically study the bifurcation properties of an apparently simple differential…

Chaotic Dynamics · Physics 2013-09-26 Jinzhi Lei , Michael C. Mackey

A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…

Statistical Mechanics · Physics 2018-11-26 V. Sposini , A. V. Chechkin , F. Seno , G. Pagnini , R. Metzler

In this paper we present a dynamical system to generate Brownian motion based on the Langevin equation without stochastic term and using fractional derivatives, i.e., a deterministic Brownian motion model is proposed. The stochastic process…

Chaotic Dynamics · Physics 2018-05-09 H. E. Gilardi-Velázquez , E. Campos-Cantón

We consider a class of density-dependent branching processes which generalises exponential, logistic and Gompertz growth. A population begins with a single individual, grows exponentially initially, and then growth may slow down as the…

Probability · Mathematics 2022-04-11 David Cheek

In this work, we study a system of passive Brownian (non-self-propelled) particles in two dimensions, interacting only through a social-like force (velocity alignment in this case) that resembles Kuramoto's coupling among phase oscillators.…

Statistical Mechanics · Physics 2015-04-13 Francisco J. Sevilla , Victor Dossetti , Alexandro Heiblum-Robles

We consider an expanding population on the plane. The genealogy of a sample from the population is modelled by coalescing Brownian motion on the circle. We establish a weak law of large numbers for the site frequency spectrum in this model.…

Probability · Mathematics 2023-08-16 Yubo Shuai

We consider a system of particles performing a one-dimensional dyadic branching Brownian motion with space-dependent branching rate, negative drift $-\mu$ and killed upon reaching $0$. More precisely, the particles branch at rate…

Probability · Mathematics 2024-10-21 Emmanuel Schertzer , Julie Tourniaire

Motivated by the goal of understanding the evolution of populations undergoing selection, we consider branching Brownian motion in which particles independently move according to one-dimensional Brownian motion with drift, each particle may…

Probability · Mathematics 2021-02-04 Matthew I. Roberts , Jason Schweinsberg

Biological tissues are active materials whose non-equilibrium dynamics emerge from distinct cellular force-generating mechanisms. Using a two-dimensional active foam model, we compare the effects of traction forces and junctional tension…

Biological Physics · Physics 2026-04-14 Alessandro Rizzi , Sangwoo Kim

For $d\ge1$ and $r>0$, let $X^{(d;r)}(\cdot)$ be a $d$-dimensional Brownian motion with diffusion coefficient $D$, equipped with an exponential clock with rate $r$. When the clock rings, the process jumps to the origin and begins anew. For…

Probability · Mathematics 2023-07-20 Ross G. Pinsky
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