Related papers: Values of Brownian intersection exponents II: Plan…
In this paper we prove a large deviation principle for the empirical drift of a one-dimensional Brownian motion with self-repellence called the Edwards model. Our results extend earlier work in which a law of large numbers, respectively, a…
We examine the non-ergodic properties of scaled Brownian motion, a non-stationary stochastic process with a time dependent diffusivity of the form $D(t)\simeq t^{\alpha-1}$. We compute the ergodicity breaking parameter EB in the entire…
We study the distribution of the supremum of the Airy process with $m$ wanderers minus a parabola, or equivalently the limit of the rescaled maximal height of a system of $N$ non-intersecting Brownian bridges as $N\to\infty$, where the…
This article proposes a new way of deriving mean-field exponents for the weakly self-avoiding walk model in dimensions $d>4$. Among other results, we obtain up-to-constant estimates for the full-space and half-space two-point functions in…
We consider the backbone of the infinite cluster generated by supercritical oriented site percolation in dimension 1 +1. A directed random walk on this backbone can be seen as an "ancestral line" of an individual sampled in the stationary…
We show that the past and future of half-plane Brownian motion at certain cutpoints are independent of each other after a conformal transformation. Like in Ito's excursion theory, the pieces between cutpoints form a Poisson process with…
Consider non-intersecting Brownian motions on the line leaving from the origin and forced to two arbitrary points. Letting the number of Brownian particles tend to infinity, and upon rescaling, there is a point of bifurcation, where the…
We study the scaling limits of looptrees associated with Bienaym\'e--Galton--Watson (BGW) trees, that are obtained by replacing every vertex of the tree by a "cycle" whose size is its degree. First, we consider BGW trees whose offspring…
We first consider the additive Brownian motion process $(X(s_1,s_2),\ (s_1,s_2) \in \mathbb{R}^2)$ defined by $X(s_1,s_2) = Z_1(s_1) - Z_2 (s_2)$, where $Z_1$ and $Z_2 $ are two independent (two-sided) Brownian motions. We show that with…
Consider an $\R^d$-valued branching random walk (BRW) on a supercritical Galton Watson tree. Without any assumption on the distribution of this BRW we compute, almost surely and simultaneously, the Hausdorff and packing dimensions of the…
SLE is a random growth process based on Loewner's equation with driving parameter a one-dimensional Brownian motion running with speed $\kappa$. This process is intimately connected with scaling limits of percolation clusters and with the…
Euclidean branching Brownian motion (BBM) has been intensively studied during many decades by renowned researchers. BBM on hyperbolic space has received less attention. A profound study of Lalley and Sellke (1997) provided insight on the…
We construct an application, which takes as input a simple path and a possibly infinite collection of loops, and outputs a continuous path by adding the loops chronologically to the simple path as the simple path encounters them. By…
This paper is concerned with the limit laws of the extreme order statistics derived from a symmetric Laplace walk. We provide two different descriptions of the point process of the limiting extreme order statistics: a branching…
The study of the Ornstein--Zernike decay of subcritical two-point functions in equilibrium statistical mechanics has a history going back over a century. Despite this, the crossover from Ornstein--Zernike decay to critical power-law decay…
Recently, Takayasu and Tretyakov [Phys. Rev. Lett. {\bf 68}, 3060 (1992)], studied branching annihilating random walks (BAW) with $n=1$-5 offspring. These models exhibit a continuous phase transition to an absorbing state. For odd $n$ the…
We study the asymptotic behavior of estimators of a two-valued, discontinuous diffusion coefficient in a Stochastic Differential Equation, called an Oscillating Brownian Motion. Using the relation of the latter process with the Skew…
We consider the branching random walk on the real line where the underlying motion is of a simple random walk and branching is at least binary and at most decaying exponentially in law. It is well known that the normalized empirical measure…
We consider n one-dimensional Brownian motions, such that n/2 Brownian motions start at time t=0 in the starting point a and end at time t=1 in the endpoint b and the other n/2 Brownian motions start at time t=0 at the point -a and end at…
Within the Kardar-Parisi-Zhang universality class, the space-time Airy sheet is conjectured to be the canonical scaling limit for last passage percolation models. In recent work arXiv:1812.00309 of Dauvergne, Ortmann, and Vir\'ag, this…