Related papers: The directed landscape from Brownian motion

We consider a restricted Dirichlet-to-Neumann map associated to a wave type operator on a Riemannian manifold with boundary. The restriction corresponds to the case where the Dirichlet traces are supported on one subset of the boundary and…

We generalize the Green-Kubo approach, previously applied to bulk systems of spherically symmetric active particles [J. Chem. Phys. 145, 161101 (2016)], to include spatially inhomogeneous activity. The method is applied to predict the…

Consider $q_n$ a random pointed quadrangulation chosen equally likely among the pointed quadrangulations with $n$ faces. In this paper we show that, when $n$ goes to $+\infty$, $q_n$ suitably normalized converges weakly in a certain sense…

We prove that a stochastic flow of reflected Brownian motions in a smooth multidimensional domain is differentiable with respect to its initial position. The derivative is a linear map represented by a multiplicative functional for…

We establish the scaling limit of a class of boundary random walks to the full spectrum of Brownian-type processes on the half-line. By solving the associated martingale problem and employing weak convergence techniques, we prove that under…

Motivated by applications in queueing theory, we consider a class of singular stochastic control problems whose state space is the d-dimensional positive orthant. The original problem is approximated by a drift control problem, to which we…

Motivated by L\'{e}vy's characterization of Brownian motion on the line, we propose an analogue of Brownian motion that has as its state space an arbitrary closed subset of the line that is unbounded above and below: such a process will be…

Birational toggling on Gelfand-Tsetlin patterns appeared first in the study of geometric crystals and geometric Robinson-Schensted-Knuth correspondence. Based on these birational toggle relations, Einstein and Propp introduced a discrete…

This work contributes a systematic survey and complementary insights of reflecting Brownian motion and its properties. Extension of the Skorohod problem's solution to more general cases is investigated, based on which a discussion is…

We demonstrate two examples of stochastic processes whose lifts to geometric rough paths require a renormalisation procedure to obtain convergence in rough path topologies. Our first example involves a physical Brownian motion subject to a…

Anomalous diffusion is predicted for Brownian particles in inhomogeneous viscosity landscapes by means of scaling arguments, which are substantiated through numerical simulations. Analytical solutions of the related Fokker-Planck equation…

This note establishes a universal directed landscape limit for last passage percolation models in an intermediate scaling regime. We find as a quick consequence the transversal fluctuations for geodesics taken near the axis. We extend the…

Let $D_N$ be the set of points around which a planar Brownian motion winds at least $N$ times. We prove that the random measure on the plane with density $2 \pi N 1_{D_N}$ with respect to the Lebesgue measure converges almost surely weakly,…

In this article we obtain uniform estimates on the absorption of Brownian motion by porous interfaces surrounding a compact set. An important ingredient is the construction of certain resonance sets, which are hard to avoid for Brownian…

A directed network connecting a set A to a set B is a digraph containing an a-b path for each a in A and b in B. Vertices in the directed network not in A or B are called Steiner points. We show that in a finitely compact metric space in…

We introduce a natural measure on bi-infinite random walk trajectories evolving in a time-dependent environment driven by the Langevin dynamics associated to a gradient Gibbs measure with convex potential. We derive an identity relating the…

Is it possible to recover the position of a source from the steady-state fluxes of Brownian particles to small absorbing windows located on the boundary of a domain? To address this question, we develop a numerical procedure to avoid…

We recall the directed graph of _juggling states_, closed walks within which give juggling patterns, as studied by Ron Graham in [w/Chung, w/Butler]. Various random walks in this graph have been studied before by several authors, and their…

We consider the limiting fluctuations of the geodesic in the directed landscape, conditioning on its length going to infinity. It was shown in \cite{Liu22b,Ganguly-Hegde-Zhang23} that when the directed landscape $\mathcal{L}(0,0;0,1) = L$…

We introduce and study the random non-compact metric space called the Brownian plane, which is obtained as the scaling limit of the uniform infinite planar quadrangulation. Alternatively, the Brownian plane is identified as the…