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For a finite measure $\varLambda$ on $[0,1]$, the $\varLambda$-coalescent is a coalescent process such that, whenever there are $b$ clusters, each $k$-tuple of clusters merges into one at rate…

Probability · Mathematics 2009-09-29 Julien Berestycki , Nathanaël Berestycki , Jason Schweinsberg

For an arbitrary diffusion process $X$ with time-homogeneous drift and variance parameters $\mu(x)$ and $\sigma^2(x)$, let $V_\varepsilon$ be $1/\varepsilon$ times the total time $X(t)$ spends in the strip…

Probability · Mathematics 2026-03-03 Nils Lid Hjort , Rafail Zalmonovich Khasminskii

In this paper, long time and high order moment asymptotics for super-Brownian motions (sBm's) are studied. By using a moment formula for sBm's (e.g. Theorem 3.1, Hu et al. Ann. Appl. Probab. 2023+), precise upper and lower bounds for all…

Probability · Mathematics 2023-03-24 Yaozhong Hu , Xiong Wang , Panqiu Xia , Jiayu Zheng

We present measurements of the critical velocity for vortex shedding in a highly oblate Bose-Einstein condensate with a moving repulsive Gaussian laser beam. As a function of the barrier height $V_0$, the critical velocity $v_c$ shows a dip…

Quantum Gases · Physics 2015-09-10 Woo Jin Kwon , Geol Moon , Sang Won Seo , Yong-il Shin

The linear fractional stable motion generalizes two prominent classes of stochastic processes, namely stable L\'evy processes, and fractional Brownian motion. For this reason it may be regarded as a basic building block for continuous time…

Statistics Theory · Mathematics 2022-08-17 Fabian Mies , Mark Podolskij

Let X_t be a subordinate Brownian motion, and suppose that the Levy measure of the underlying subordinator has completely monotone density. Under very mild conditions, we find integral formulae for the tail distribution P(\tau_x > t) of…

Probability · Mathematics 2017-02-15 Mateusz Kwasnicki , Jacek Malecki , Michal Ryznar

Using Foster-Lyapunov techniques we establish new conditions on non-extinction, non-explosion, coming down from infinity and staying infinite, respectively, for the general continuous-state nonlinear branching processes introduced in Li et…

Probability · Mathematics 2020-11-13 Shaojuan Ma , Xu Yang , Xiaowen Zhou

We construct a stochastic process whose drift is a function of the process's local time at a reflecting barrier. The process arose as a model of the interactions of a Brownian particle and an inert particle in (Knight, 2001). Interesting…

Probability · Mathematics 2007-05-23 David White

The resolution of Brownian motion in simulations of micro-particle suspensions can be crucial to reproducing the correct dynamics of individual particles, as well as providing an accurate characterisation of suspension properties. Including…

Fluid Dynamics · Physics 2015-06-16 Eric E. Keaveny

The transition to dripping in the gravity-driven flow of a liquid film under an inclined plate is investigated at zero Reynolds number. Computations are carried out on a periodic domain assuming either a fixed fluid volume or a fixed flow…

Fluid Dynamics · Physics 2023-06-13 M. G. Blyth , T. -S. Lin , D. Tseluiko

We study the behavior of the pressure function for H\"{o}lder continuous potentials on mixing subshifts of finite type. The classical theory of thermodynamic formalism shows that such pressure functions are convex, analytic and have slant…

Dynamical Systems · Mathematics 2023-03-01 Tamara Kucherenko , Anthony Quas

We investigate a system of Brownian particles weakly bound by attractive parity-symmetric potentials that grow at large distances as $V(x) \sim |x|^\alpha$, with $0 < \alpha < 1$. The probability density function $P(x,t)$ at long times…

Statistical Mechanics · Physics 2024-07-24 Lucianno Defaveri , Eli Barkai , David A. Kessler

We determine the asymptotic behavior of the realized power variations, or more generally of sums of a given test function evaluated at the successive increments of a L\'{e}vy process. One can completely elucidate the first order behavior…

Probability · Mathematics 2007-05-23 Jean Jacod

For every bounded planar domain $D$ with a smooth boundary, we define a `Lyapunov exponent' $\Lambda(D)$ using a fairly explicit formula. We consider two reflected Brownian motions in $D$, driven by the same Brownian motion (i.e., a…

Probability · Mathematics 2007-05-23 Krzysztof Burdzy , Zhen-Qing Chen , Peter Jones

In this work we consider theoretically the problem of a Newtonian droplet moving in an otherwise quiescent infinite viscoelastic fluid under the influence of an externally applied temperature gradient. The outer fluid is modelled by the…

The approach to the theory of a relativistic random process is considered by the path integral method as Brownian motion taking into account the boundedness of speed. An attempt was made to build a relativistic analogue of the Wiener…

General Relativity and Quantum Cosmology · Physics 2024-05-30 E. A. Kurianovich , A. I. Mikhailov , I. V. Volovich

In this paper, the study of the gravitational collapse of cylindrically distributed two perfect fluid system has been carried out. It is assumed that the collapsing speeds of the two fluids are very large. We explore this condition by using…

General Relativity and Quantum Cosmology · Physics 2008-11-26 M. Sharif , Zahid Ahmad

We study a Brownian motion with drift in a wedge of angle $\beta$ which is obliquely reflected on each edge along angles $\varepsilon$ and $\delta$. We assume that the classical parameter $\alpha=\frac{\delta+\varepsilon - \pi}{\beta}$ is…

Probability · Mathematics 2024-09-30 Jules Flin , Sandro Franceschi

A class of Fleming-Viot processes with decaying sampling rates and $\alpha$-stable motions that correspond to distributions with growing populations are introduced and analyzed. Almost sure long-time scaling limits for these processes are…

Probability · Mathematics 2021-10-12 Michael A. Kouritzin , Khoa Lê

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