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Related papers: Notes on hyperbolic branching Brownian motion

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We study a $d$-dimensional branching Brownian motion (BBM) among Poissonian obstacles, where a random trap field in $\mathbb{R}^d$ is created via a Poisson point process. In the soft obstacle model, the trap field consists of a positive…

Probability · Mathematics 2023-07-18 Mehmet Öz

We investigate the large scale structure of certain sojourn sets of one dimensional Brownian motion within two-sided moving boundaries. The macroscopic Hausdorff dimension, upper mass dimension and logarithmic density of these sets are…

Probability · Mathematics 2018-01-30 Stephane Seuret , Xiaochuan Yang

We study a space-time Brownian motion with drift B(t)=(t_0+t,y_0+W(t)+t) killed at the moving boundary of the cone {(t,x):0<x<t}. This article determines the parabolic Martin boundary and all harmonic functions associated with this process.…

Probability · Mathematics 2025-01-31 Sandro Franceschi

This paper gives two results that show that the dynamics of a time-periodic Lagrangian system on a hyperbolic manifold are at least as complicated as the geodesic flow of a hyperbolic metric. Given a hyperbolic geodesic in the Poincar\'e…

Dynamical Systems · Mathematics 2016-09-06 Philip Boyland , Christopher Golé

The Brownian bees model is a branching particle system with spatial selection. It is a system of $N$ particles which move as independent Brownian motions in $\mathbb{R}^d$ and independently branch at rate 1, and, crucially, at each…

Probability · Mathematics 2020-06-12 Julien Berestycki , Eric Brunet , James Nolen , Sarah Penington

Inspired by recent experiments with cold atoms in optical lattices, we consider a St\"uckelberg interferometer for a particle performing Bloch oscillations in a tight-binding model on the honeycomb lattice. The interferometer is made of two…

Mesoscale and Nanoscale Physics · Physics 2015-12-30 Lih-King Lim , Jean-Noël Fuchs , Gilles Montambaux

We present an approximation to the Brunet--Derrida model of supercritical branching Brownian motion on the real line with selection of the $N$ right-most particles, valid when the population size $N$ is large. It consists of introducing a…

Probability · Mathematics 2013-04-05 Pascal Maillard

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…

Probability · Mathematics 2009-09-29 Shankar Bhamidi , Steven N. Evans , Ron Peled , Peter Ralph

We provide a framework to build periodic boundary conditions on the pseudosphere (or hyperbolic plane), the infinite two-dimensional Riemannian space of constant negative curvature. Starting from the common case of periodic boundary…

Statistical Mechanics · Physics 2008-11-26 François Sausset , Gilles Tarjus

Aim of this note is to analyse branching Brownian motion within the class of models introduced in the recent paper [4] and called chemical diffusion master equations. These models provide a description for the probabilistic evolution of…

Probability · Mathematics 2024-01-23 Alberto Lanconelli , Berk Tan Perçin

This dissertation examines the impact of a drift {\mu} on Brownian Bees, which is a type of branching Brownian motion that retains only the N closest particles to the origin. The selection effect in the 0-drift system ensures that it…

Probability · Mathematics 2023-04-28 Donald Flynn

We consider scaled Brownian motion (sBm), a random process described by a diffusion equation with explicitly time-dependent diffusion coefficient $D(t) = D_0 t^{\alpha - 1}$ (Batchelor's equation) which, for $\alpha < 1$, is often used for…

Data Analysis, Statistics and Probability · Physics 2015-06-17 Felix Thiel , Igor M. Sokolov

This paper studies, in dimensions greater than two, stationary diffusion processes in random environment which are small, isotropic perturbations of Brownian motion satisfying a finite range dependence. Such processes were first considered…

Analysis of PDEs · Mathematics 2016-01-26 Benjamin J. Fehrman

The dynamics of a tracer molecule near a fluid membrane is investigated, with particular emphasis given to the interplay between the instantaneous position of the particle and membrane fluctuations. It is found that hydrodynamic…

Soft Condensed Matter · Physics 2009-11-11 Thomas Bickel

We analyze the stationary distribution of regulated Markov modulated Brownian motions (MMBM) modified so that their evolution is slowed down when the process reaches level zero --- level zero is said to be {\em sticky}. To determine the…

Probability · Mathematics 2015-08-06 Guy Latouche , Giang T. Nguyen

Let $\{\eta_i\}_{i\ge 1}$ be a sequence of dependent Bernoulli random variables. While the Poisson approximation for the distribution of $\sum_{i=1}^n\eta_i$ has been extensively studied in the literature, this paper establishes new…

Probability · Mathematics 2025-10-03 Hua-Ming Wang , Shuxiong Zhang

We review the theoretical aspects of determining linear rheology using passive microrheology from simulations under periodic boundary conditions (PBC). It is common to impose periodic boundary conditions when evaluating bulk properties by…

Soft Condensed Matter · Physics 2025-05-13 Yasuya Nakayama

For boundary-driven non-equilibrium Markov models of non-interacting particles in one dimension, either in continuous space with the Fokker-Planck dynamics involving an arbitrary force $F(x)$ and an arbitrary diffusion coefficient $D(x)$,…

Statistical Mechanics · Physics 2023-07-06 Cecile Monthus

We investigate the efficiency of the recently proposed Restricted Boltzmann Machine (RBM) representation of quantum many-body states to study both the static properties and quantum spin dynamics in the two-dimensional Heisenberg model on a…

Strongly Correlated Electrons · Physics 2019-07-10 G. Fabiani , J. H. Mentink

We present an interesting connection between Brownian motion and magnetism. We use this to determine the distribution of areas enclosed by the path of a particle diffusing on a sphere. In addition, we find a bound on the free energy of an…

Statistical Mechanics · Physics 2007-05-23 Supurna Sinha , Joseph Samuel