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We extend earlier results on conditioning of super-Brownian motion to general branching rules. We obtain representations of the conditioned process, both as an $h$-transform, and as an unconditioned superprocess with immigration along a…

Probability · Mathematics 2011-03-10 Siva R. Athreya , Thomas S. Salisbury

Brownian motion provides a bedrock for the understanding of soft condensed matter and, therefore, of the physical description of the microscopic biological world. Inspired by this domain, and combining softness with hydrodynamic energy…

Soft Condensed Matter · Physics 2025-06-09 Joshua D Mcgraw

We consider the dynamics of a microswimmer and show that they can be approximated by active Brownian motion. The swimmer is modeled by coupled overdamped Langevin equations with periodic driving. We compare the energy dissipation of the…

Statistical Mechanics · Physics 2019-01-16 Jannik Ehrich , Marcel Kahlen

It is known that a full description of Brownian motion in the entire course of time should incorporate both kinetic and hydrodynamic effects, but a formula accounts for both effects has been established only in three dimension and only for…

Statistical Mechanics · Physics 2018-02-13 Hanqing Zhao , Hong Zhao

In this theoretical study, we present an analytical framework to investigate the slithering motion of snakes on flat surfaces. While previous studies have predominantly relied on numerical methods to identify optimal locomotion kinematics,…

Biological Physics · Physics 2024-12-06 Yogesh Phalak , Hodjat Pendar

We construct a fake exponential Brownian motion, a continuous martingale different from classical exponential Brownian motion but with the same marginal distributions, thus extending results of Albin and Oleszkiewicz for fake Brownian…

Probability · Mathematics 2012-10-05 David G Hobson

The main objective of this paper consists in creating a new class of copulae from various joint distributions occurring in connection with certain Brownian motion processes. We focus our attention on the distributions of univariate Brownian…

Statistics Theory · Mathematics 2020-04-23 Michel Adès , Matthieu Dufour , Serge B. Provost , Marie-Claude Vachon

We consider the model of Brownian motion indexed by the Brownian tree, which has appeared in a variety of different contexts in probability, statistical physics and combinatorics. For this model, the total occupation measure is known to…

Probability · Mathematics 2023-06-16 Jean-François Le Gall

We describe a probabilistic model involving iterated Brownian motion for constructing a random chainable continuum. We show that this random continuum is indecomposable.

Probability · Mathematics 2021-09-17 Viktor Kiss , Sławomir Solecki

Unsupervised machine learning applied to the study of phase transitions is an ongoing and interesting research direction. The active contour model, also called the snake model, was initially proposed for target contour extraction in…

Statistical Mechanics · Physics 2023-07-06 Xiaodong Sun , Huijiong Yang , Nan Wu , T. C. Scott , Jie Zhang , Wanzhou Zhang

Approximations of fractional Brownian motion using Poisson processes whose parameter sets have the same dimensions as the approximated processes have been studied in the literature. In this paper, a special approximation to the…

Statistics Theory · Mathematics 2012-01-05 Yuqiang Li , Hongshuai Dai

We show that for all positive beta the semigroups of beta-Dyson Brownian motions of different dimensions are intertwined. The proof relates beta-Dyson Brownian motions directly to Jack symmetric polynomials and omits an approximation of the…

Probability · Mathematics 2016-08-05 Kavita Ramanan , Mykhaylo Shkolnikov

The stochastic trajectories of molecules in living cells, as well as the dynamics in many other complex systems, often exhibit memory in their path over long periods of time. In addition, these systems can show dynamic heterogeneities due…

Statistical Mechanics · Physics 2024-07-10 Michał Balcerek , Agnieszka Wyłomańska , Krzysztof Burnecki , Ralf Metzler , Diego Krapf

We study the precise large deviation probabilities for the sizes of intermediate level sets in branching Brownian motion (BBM). Our conclusions improve a result of A\"{i}dekon, Hu and Shi in [J. Math. Sci. \textbf{238}(2019)]. Additionally,…

Probability · Mathematics 2025-05-07 Xinxin Chen , Heng Ma

We describe generalized Brownian motion related to parabolic equation systems from a logical point of view, i.e., as a generalization of Anderson's random walk. The connection to classical spaces is based on the Loeb measure. It seems that…

Probability · Mathematics 2012-01-09 Joerg Kampen

The $\alpha$-Brownian bridge, or scaled Brownian bridge, is a generalization of the Brownian bridge with a scaling parameter that determines how strong the force that pulls the process back to 0 is. The bias of the maximum likelihood…

Statistics Theory · Mathematics 2015-03-11 Maik Görgens , Måns Thulin

We consider the occupation area of spherical (fractional) Brownian motion, i.e. the area where the process is positive, and show that it is uniformly distributed. For the proof, we introduce a new simple combinatorial view on occupation…

Probability · Mathematics 2024-06-17 Frank Aurzada , Leif Döring , Helmut H. Pitters

We construct a class of one-dimensional diffusion processes on the particles of branching Brownian motion that are symmetric with respect to the limits of random martingale measures. These measures are associated with the extended extremal…

Probability · Mathematics 2018-11-07 Sebastian Andres , Lisa Hartung

We consider branching random walks built on Galton-Watson trees with offspring distribution having a bounded support, conditioned to have $n$ nodes, and their rescaled convergences to the Brownian snake. We exhibit a notion of "globally…

Probability · Mathematics 2007-05-23 Jean-François Marckert

We introduce oscillatory analogues of fractional Brownian motion, sub-fractional Brownian motion and other related long range dependent Gaussian processes, we discuss their properties, and we show how they arise from particle systems with…

Probability · Mathematics 2013-12-16 Tomasz Bojdecki , Luis G. Gorostiza , Anna Talarczyk
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