Related papers: Entrance laws for coalescing and annihilating Brow…
The paper considers instantly coalescing, or instantly annihilating, systems of one-dimensional Brownian particles on the real line. Under maximal entrance laws, the distribution of the particles at a fixed time is shown to be Pfaffian…
A class of interacting particle systems on $\mathbb{Z}$, involving instantaneously annihilating or coalescing nearest neighbour random walks, are shown to be Pfaffan point processes for all deterministic initial conditions. As diffusion…
We prove that the multi-time particle distributions for annihilating Brownian motions, under the maximal entrance law on the real line, are extended Pfaffian point processes
Two classes of interacting particle systems on $\mathbb{Z}$ are shown to be Pfaffian point processes at fixed times, and for all deterministic initial conditions. The first comprises coalescing and branching random walks, the second…
Consider a system of particles moving independently as Brownian motions until two of them meet, when the colliding pair annihilates instantly. The construction of such a system of annihilating Brownian motions (aBMs) is straightforward as…
Consider a system of Brownian particles on the real line where each pair of particles coalesces at a certain rate according to their intersection local time. Assume that there are infinitely many initial particles in the system. We give a…
We study an interacting system of competing particles on the real line. Two populations of positive and negative particles evolve according to branching Brownian motion. When opposing particles meet, their charges neutralize and the…
Coalescing ballistic annihilation is an interacting particle system intended to model features of certain chemical reactions. Particles are placed with independent and identically distributed spacings on the real line and begin moving with…
When particles on a line collide, they may annihilate - both are destroyed. Computing exact annihilation probabilities has been difficult because collisions reduce the particle count, while determinantal methods require a fixed count…
In this paper, we study branching Brownian motion with absorption, in which particles undergo Brownian motions with drift and are killed upon reaching the origin. We prove that the extremal process of this branching Brownian motion with…
We elaborate on the theorem saying that as permeability coefficients of snapping-out Brownian motions tend to infinity in such a way that their ratio remains constant, these processes converge to a skew Brownian motion. In particular,…
Consider a system of infinitely many Brownian particles on the real line. At any moment, these particles can be ranked from the bottom upward. Each particle moves as a Brownian motion with drift and diffusion coefficients depending on its…
Coalescing particles on a line merge when they meet. As they do, their basins of attraction merge and the walls between basins disappear. If every site is initially occupied, these walls at any positive time form a Pfaffian point process:…
It has been conjectured since the work of Lalley and Sellke (1987) that the branching Brownian motion seen from its tip (e.g. from its rightmost particle) converges to an invariant point process. Very recently, it emerged that this can be…
We study condensation in several particle systems related to the inclusion process. For an asymmetric one-dimensional version with closed boundary conditions and drift to the right, we show that all but a finite number of particles condense…
A well-known result of Arratia shows that one can make rigorous the notion of starting an independent Brownian motion at every point of an arbitrary closed subset of the real line and then building a set-valued process by requiring…
We consider Brownian motions with one-sided collisions, meaning that each particle is reflected at its right neighbour. For a finite number of particles a Sch\"{u}tz-type formula is derived for the transition probability. We investigate an…
We study a system of branching Brownian motions on $\mathbb R$ with annihilation: at each branching time a new particle is created and the leftmost one is deleted. In [7] it has been studied the case of strictly local creations (the new…
We study some limit theorems for the normalized law of integrated Brownian motion perturbed by several examples of functionals: the first passage time, the nth passage time, the last passage time up to a finite horizon and the supremum. We…
In coalescing ballistic annihilation, infinitely many particles move with fixed velocities across the real line and, upon colliding, either mutually annihilate or generate a new particle. We compute the critical density in symmetric…