Related papers: Notes on hyperbolic branching Brownian motion
Recently, Murthy et al. [2017] and Escande et al. [2020] adopted the Lattice Boltzmann Method (LBM) to model the linear elastodynamic behaviour of isotropic solids. The LBM is attractive as an elastodynamic solver because it can be…
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 examine the standard model of many-body localization (MBL), i.e., the disordered chain of interacting spinless fermions, by representing it as the network in the many-body (MB) basis of noninteracting localized Anderson states. By…
Fractional Brownian motion (fBm) has been used as a theoretical framework to study real time series appearing in diverse scientific fields. Because its intrinsic non-stationarity and long range dependence, its characterization via the Hurst…
For a one-dimensional super-Brownian motion with density $X(t,x)$, we construct a random measure $L_t$ called the boundary local time which is supported on $\partial \{x:X(t,x) = 0\} =: BZ_t$, thus confirming a conjecture of Mueller, Mytnik…
In one-dimensional systems, the dynamics of a Brownian particle are governed by the force derived from a potential as well as by diffusion properties. In this work, we obtain the first-passage-time statistics of a Brownian particle driven…
This work is a continuation of the manuscript "the structure of extreme level sets in branching Brownian motion", in which the same authors studied the fine structure of the extreme level sets of branching Brownian motion, namely the sets…
We consider the Poisson Boolean model of continuum percolation on a homogeneous Riemannian manifold $M$. Let $lambda$ be intensity of the Poisson process in the model and let $lambda_u$ be the infimum of the set of intensities that a.s.…
We study boundary inference at $H=3/4$ for mixed fractional Brownian motion and mixed fractional Ornstein--Uhlenbeck models under high-frequency observation. This boundary is economically important because it separates the critical and…
In Euclidean space there is a trivial upper bound on the maximum length of a compound "walk" built up of variable-length jumps, and a considerably less trivial lower bound on its minimum length. The existence of this non-trivial lower bound…
We prove that the extremal process of branching Brownian motion, in the limit of large times, converges weakly to a cluster point process. The limiting process is a (randomly shifted) Poisson cluster process, where the positions of the…
We study the geometrical influence on the Brownian motion over curved manifolds. We focus on the following intriguing question: what observables are appropriated to measure Brownian motion in curved manifolds? In particular, for those…
Brownian motion near soft surfaces is a situation widely encountered in nanoscale and biological physics. However, a complete theoretical description is lacking to date. Here, we theoretically investigate the dynamics of a two-dimensional…
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…
We analyze large-scale patterns in three-dimensional turbulent convection in a horizontally extended square convection cell by Lagrangian particle trajectories calculated in direct numerical simulations. A simulation run at a Prandtl number…
The fractional Brownian motion of index $0 < H < 1$, H-FBM, with d-dimensional time is considered on an expanding set TG, where G is a bounded convex domain that contains 0 at its boundary. The main result: if 0 is a point of smoothness of…
Let $X$ be a super-Brownian motion (SBM) defined on a domain $E\subset R^n$ and $(X_D)$ be its exit measures indexed by sub-domains of $E$. The relationship between the equation $1/2 \Delta u=2 u^2$ and Super-Brownian motion (SBM) is…
We study analytically how noninteracting weakly active particles, for which passive Brownian diffusion cannot be neglected and activity can be treated perturbatively, distribute and behave near boundaries in various geometries. In…
We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…
We consider an n-dimensional Brownian Motion trapped inside a bounded convex set by normally-reflecting boundaries. It is well-known that this process is uniformly ergodic. However, the rates of this ergodicity are not well-understood,…