English
Related papers

Related papers: The on/off Brownian snake

200 papers

Brownian motions in the infinite-dimensional group of all unitary operators are studied under strong continuity assumption rather than norm continuity. Every such motion can be described in terms of a countable collection of independent…

Probability · Mathematics 2007-05-23 Boris Tsirelson

For refracted skew Brownian motion (skew Brownian motion with two-valued drift), adopting a perturbation approach we find expressions of its potential densities. As applications, we recover its transition density and study its long-time…

Probability · Mathematics 2025-04-08 Zaniar Ahmadi , Xiaowen Zhou

In this work we introduce correlated random walks on $\Z$. When picking suitably at random the coefficient of correlation, and taking the average over a large number of walks, we obtain a discrete Gaussian process, whose scaling limit is…

Probability · Mathematics 2007-05-23 Enriquez Nathanael

The strong $L^2$-approximation of occupation time functionals is studied with respect to discrete observations of a $d$-dimensional c\`adl\`ag process. Upper bounds on the error are obtained under weak assumptions, generalizing previous…

Probability · Mathematics 2021-02-02 Randolf Altmeyer

Brownian motion near soft surfaces is a situation widely encountered in nanoscale and biological physics. However, a complete theoretical description is lacking to date. Here, we theoretically investigate the dynamics of a two-dimensional…

Soft Condensed Matter · Physics 2025-10-01 Yilin Ye , Yacine Amarouchene , Raphaël Sarfati , David S. Dean , Thomas Salez

Bioinspired snake robotics has been a highly active area of research over the years and resulted in many prototypes. Much of these prototypes takes the form of serially jointed-rigid bodies. The emergence of soft robotics contributed to a…

Robotics · Computer Science 2019-08-15 Isuru S. Godage

We present a new proof of the extended arc-sine law related to Walsh's Brownian motion, known also as Brownian spider. The main argument mimics the scaling property used previously, in particular by D. Williams in the 1-dimensional Brownian…

Probability · Mathematics 2013-01-01 Stavros Vakeroudis , Marc Yor

We briefly go through the problem of the quantum description of Brownian motion, concentrating on recent results about the connection between dynamics of the particle and dynamic structure factor of the medium.

Quantum Physics · Physics 2015-06-26 Bassano Vacchini

In this paper we consider the Brownian motion with jump boundary and present a new proof of a recent result of Li, Leung and Rakesh concerning the exact convergence rate in the one-dimensional case. Our methods are different and mainly…

Probability · Mathematics 2011-01-20 Martin Kolb , Achim Wübker

Given a general critical or sub-critical branching mechanism and its associated L\'evy continuum random tree, we consider a pruning procedure on this tree using a Poisson snake. It defines a fragmentation process on the tree. We compute the…

Probability · Mathematics 2010-02-25 Guillaume Voisin

In systems possessing a spatial or dynamical symmetry breaking thermal Brownian motion combined with unbiased, non-equilibrium noise gives rise to a channelling of chance that can be used to exercise control over systems at the micro- and…

Statistical Mechanics · Physics 2009-11-10 P. Hänggi , F. Marchesoni , F. Nori

The conditional density of Brownian motion is considered given the max, B(t|\max), as well as those with additional information: B(t|close, max), B(t|close, max, min) and B(t|max, min) where the close is the final value: B(t=1)=c and t in…

Probability · Mathematics 2020-11-03 Kurt S Riedel

By analyzing matrices involved, we prove that a snapping-out Brownian motion with large permeability coefficients is a good approximation of Walsh's spider process on the star-like graph $K_{1,k}$. Thus, the latter process can be seen as a…

Probability · Mathematics 2024-06-25 Adam Bobrowski , Elżbieta Ratajczyk

In this paper, we study the upper tail large deviation for the one-dimensional frog model. In this model, sleeping and active frogs are assigned to vertices on $\mathbb Z$. While sleeping frogs do not move, the active ones move as…

Probability · Mathematics 2023-12-06 Van Hao Can , Naoki Kubota , Shuta Nakajima

Consider the first exit time of one-dimensional Brownian motion $\{B_s\}_{s\geq 0}$ from a random passageway. We discuss a Brownian motion with two time-dependent random boundaries in quenched sense. Let $\{W_s\}_{s\geq 0}$ be an other…

Probability · Mathematics 2018-09-18 You Lv

For a random walk defined for a doubly infinite sequence of times, we let the time parameter itself be an integer-valued process, and call the orginal process a random walk at random time. We find the scaling limit which generalizes the…

Probability · Mathematics 2013-07-30 Paul Jung , Greg Markowsky

Basic properties of Brownian motion are used to derive two results concerning birth-death chains. First, the probability of extinction is calculated. Second, sufficient conditions on the transition probabilities of a birth-death chain are…

Probability · Mathematics 2011-03-23 Greg Markowsky

A simple symmetric random walk is considered on a spider that is a collection of half lines (we call them legs) joined at the origin. We establish a strong approximation of this random walk by the so-called Brownian spider. Transition…

Probability · Mathematics 2015-07-02 Endre Csáki , Miklós Csörgő , Antonia Földes , Pál Révész

Consider a d-dimensional Brownian motion in a random potential defined by attaching a nonnegative and polynomially decaying potential around Poisson points. We introduce a repulsive interaction between the Brownian path and the Poisson…

Probability · Mathematics 2013-10-04 Ryoki Fukushima

We define bi-monotone independence, prove a bi-monotone central limit theorem and use it to study the distribution of bi-monotone Brownian motion, which is defined as the two-dimensional operator process with monotone and antimonotone…

Operator Algebras · Mathematics 2023-11-15 Malte Gerhold