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We study exclusion processes on the integer lattice in which particles change their velocities due to stickiness. Specifically, whenever two or more particles occupy adjacent sites, they stick together for an extended period of time, and…

Probability · Mathematics 2016-08-11 Miklós Z. Rácz , Mykhaylo Shkolnikov

We are interested in path decompositions of a perturbed reflecting Brownian motion (PRBM) at the hitting times and at the minimum. Our study relies on the loop soups developed by Lawler and Werner [10] and Le Jan [13]-[14], in particular on…

Probability · Mathematics 2021-07-06 Elie Aïdékon , Yueyun Hu , Zhan Shi

We consider a Brownian motion with linear drift that splits at fixed time points into a fixed number of branches, which may depend on the branching point. For this process, which we shall refer to as the Brownian decision tree, we…

Probability · Mathematics 2025-12-08 Krzysztof Dȩbicki , Pavel Ievlev , Nikolai Kriukov

This article is a mathematical analysis of the Open Quantum Brownian Motion. This object was introduced by Bernard, Bauer, Benoist and Tilloy as the limit of a family of Open Quantum Random Walks on the discrete line. We prove the…

Mathematical Physics · Physics 2019-10-04 Andreys Simon

We study time dynamics of 1D disordered Heisenberg spin-1/2 chain focusing on a regime of large system sizes and a long time evolution. This regime is relevant for observation of many-body localization (MBL), a phenomenon that is expected…

Disordered Systems and Neural Networks · Physics 2022-08-02 Piotr Sierant , Jakub Zakrzewski

We revisit a result of Uchiyama (1980): given that a certain integral test is satisfied, the rate of the probability that Brownian motion remains below the moving boundary $f$ is asymptotically the same as for the constant boundary. The…

Probability · Mathematics 2012-03-22 Frank Aurzada , Tanja Kramm

We study the twirling semigroups of (super)operators, namely, certain quantum dynamical semigroups that are associated, in a natural way, with the pairs formed by a projective representation of a locally compact group and a convolution…

Quantum Physics · Physics 2014-11-20 P. Aniello , A. Kossakowski , G. Marmo , F. Ventriglia

We investigate the extreme value statistics of a one-dimensional Brownian motion (with the diffusion constant $D$) during a time interval $\left[0, t \right]$ in the presence of a reflective boundary at the origin, starting from a positive…

Statistical Mechanics · Physics 2024-01-26 Feng Huang , Hanshuang Chen

If $X(t,x)$ is the density of one-dimensional super-Brownian motion, we prove that $\text{dim}(\partial\{x:X(t,x)>0\})=2-2\lambda_0\in(0,1)$ a.s. on $\{X_t\neq 0\}$, where $-\lambda_0\in(-1,-1/2)$ is the lead eigenvalue of a killed…

Probability · Mathematics 2018-02-13 Thomas Hughes , Edwin Perkins

We consider the behaviour of a continuous super-Brownian motion catalysed by a random medium with infinite overall density under the hydrodynamic scaling of mass, time, and space. We show that, in supercritical dimensions, the scaled…

Probability · Mathematics 2007-05-23 Klaus Fleischmann , Peter Moerters , Vitali Wachtel

Billera-Holmes-Vogtmann (BHV) tree space is a geodesic metric space of edge-weighted phylogenetic trees with a fixed leaf set. Constructing parametric distributions on this space is challenging due to its non-Euclidean geometry and the…

Methodology · Statistics 2025-06-30 William M. Woodman , Tom M. W. Nye

In this paper we study the drifted Brownian meander, that is a Brownian motion starting from $ u $ and subject to the condition that $ \min_{ 0\leq z \leq t} B(z)> v $ with $ u > v $. The limiting process for $ u \downarrow v $ is analyzed…

Probability · Mathematics 2019-03-05 Francesco Iafrate , Enzo Orsingher

In this paper, we study branching Brownian motion with absorption, in which particles undergo Brownian motions and are killed upon hitting the absorption barrier. We prove that the empirical distribution function of the maximum of this…

Probability · Mathematics 2026-05-13 Fan Yang

The dynamics of a Brownian particle in a constant magnetic field and time-dependent electric field is studied in the limit of white noise, using a Langevin approach for the classical problem and the path-integral Feynman-Vernon and…

Statistical Mechanics · Physics 2022-06-20 Marco Patriarca , Pasquale Sodano

We study the extremes of variable speed branching Brownian motion (BBM) where the time-dependent "speed functions", which describe the time-inhomogeneous variance, converge to the identity function. We consider general speed functions lying…

Probability · Mathematics 2025-03-03 Alexander Alban , Anton Bovier , Annabell Gros , Lisa Hartung

We introduce an extension of the frog model to Euclidean space and prove properties for the spread of active particles. Fix $r>0$ and place a particle at each point $x$ of a unit intensity Poisson point process $\mathcal P \subseteq \mathbb…

Probability · Mathematics 2019-01-31 Erin Beckman , Emily Dinan , Rick Durrett , Ran Huo , Matthew Junge

We study the long time behavior of a Brownian particle moving in an anomalously diffusing field, the evolution of which depends on the particle position. We prove that the process describing the asymptotic behaviour of the Brownian particle…

Mathematical Physics · Physics 2011-05-06 Michela Ottobre

We study the mixing properties of a Brownian motion whose movements are hindered by semipermeable barriers. Our setting assumes that the process takes values in a smooth planar domain and that the barriers are one-dimensional closed curves.…

Probability · Mathematics 2025-12-03 Alexander Van Werde , Jaron Sanders

At high temperature, the overlap of two particles chosen independently according to the Gibbs measure of the branching Brownian motion converges to zero as time goes to infinity. We investigate the precise decay rate of the probability to…

Probability · Mathematics 2026-03-03 Louis Chataignier , Michel Pain

It is known from Bramson (1983) that the maximum of branching Brownian motion at time $t$ is asymptotically around an explicit function $m_t$, which involves a first ballistic order and a logarithmic correction. In this paper, we give an…

Probability · Mathematics 2025-11-11 Louis Chataignier