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Given a supercritical branching random walk $\{Z_n\}_{n\geq 0}$ on $\mathbb{R}$, let $Z_n([y,\infty))$ be the number of particles located in $[y,\infty)\subset\mathbb{R}$ at generation $n$. Let $m$ be the mean of the offspring law of…

Probability · Mathematics 2024-02-07 Shuxiong Zhang , Lianghui Luo

A matrix random walk is a stochastic process of the form $B_k = (I+A_1)\cdots(I+A_k)$ where $A_j$ are independent ``step'' matrices in $\mathrm{M}_N(\mathbb{C})$. With the right entry-covariance, a rescaled matrix random walk converges to…

Upon almost-every realisation of the Brownian continuum random tree (CRT), it is possible to define a canonical diffusion process or `Brownian motion'. The main result of this article establishes that the cover time of the Brownian motion…

Probability · Mathematics 2025-09-30 George Andriopoulos , David A. Croydon , Vlad Margarint , Laurent Menard

We give a complete classification of scaling limits of randomly trapped random walks and associated clock processes on $\mathbb Z^d$, $d\ge 2$. Namely, under the hypothesis that the discrete skeleton of the randomly trapped random walk has…

Probability · Mathematics 2014-10-02 Jiří Černý , Tobias Wassmer

We consider the diffusion scaling limit of the vicious walker model that is a system of nonintersecting random walks. We prove a functional central limit theorem for the model and derive two types of nonintersecting Brownian motions, in…

Probability · Mathematics 2007-05-23 Makoto Katori , Hideki Tanemura

We study the infinite-dimensional stochastic differential equations (ISDEs) of infinite-particle systems associated with Coulomb random point fields. The stochastic dynamics described by these ISDEs are referred to as Coulomb interacting…

Probability · Mathematics 2026-04-21 Hirofumi Osada , Shota Osada

We consider inhomogeneous branching diffusions on an infinite domain of $\mathbb{R}^d$. The first aim of this article is to derive a general criterium under which the size process (number of particles) and the genealogy of the particle…

Probability · Mathematics 2024-02-08 Félix Foutel-Rodier , Emmanuel Schertzer , Julie Tourniaire

We prove a sufficient set of conditions for a sequence of finite measures on the space of cadlag measure-valued paths to converge to the canonical measure of super-Brownian motion in the sense of convergence of finite-dimensional…

Probability · Mathematics 2011-11-10 Mark Holmes , Edwin Perkins

We study biased random walk on the infinite connected component of supercritical percolation on the integer lattice $\mathbb{Z}^d$ for $d\geq 2$. For this model, Fribergh and Hammond showed the existence of an exponent $\gamma$ such that:…

Probability · Mathematics 2022-05-10 Adam M. Bowditch , David A. Croydon

The uniform spanning tree (UST) and the loop-erased random walk (LERW) are related probabilistic processes. We consider the limits of these models on a fine grid in the plane, as the mesh goes to zero. Although the existence of scaling…

Probability · Mathematics 2008-11-26 Oded Schramm

We study self-avoiding walks on three-dimensional critical percolation clusters using a new exact enumeration method. It overcomes the exponential increase in computation time by exploiting the clusters' fractal nature. We enumerate walks…

Statistical Mechanics · Physics 2015-06-22 Niklas Fricke , Wolfhard Janke

We study systems of interacting Brownian particles in one dimension constructed as the diffusion scaling limits of Fisher's vicious walk models. We define two types of nonintersecting Brownian motions, in which we impose no condition (resp.…

Statistical Mechanics · Physics 2007-05-23 M. Katori , H. Tanemura

We analyse the scaling of the weights added by invasion percolation on a branching process tree. This process is a paradigm model of self-organised criticality, where criticality is approach without a prespecified parameter. In this paper,…

Probability · Mathematics 2023-11-20 Rowel Gündlach

We consider a family of random trees satisfying a Markov branching property. Roughly, this property says that the subtrees above some given height are independent with a law that depends only on their total size, the latter being either the…

Probability · Mathematics 2012-11-06 Bénédicte Haas , Grégory Miermont

Flip-flop processes refer to a family of stochastic fluid processes which converge to either a standard Brownian motion (SBM) or to a Markov modulated Brownian motion (MMBM). In recent years, it has been shown that complex distributional…

Probability · Mathematics 2021-10-12 Guy Latouche , Giang T. Nguyen , Oscar Peralta

We study the total mass of a d-dimensional super-Brownian motion as it first exits an increasing sequence of balls. The process of the total mass is a time-inhomogeneous continuous-state branching process, where the increasing radii of the…

Probability · Mathematics 2013-08-08 Marion Hesse , Andreas E. Kyprianou

We consider critical multitype Bienaym\'e trees that are either irreducible or possess a critical irreducible component with attached subcritical components. These trees are studied under two distinct conditioning frameworks: first,…

Probability · Mathematics 2025-08-01 Louigi Addario-Berry , Philipp Beltran , Benedikt Stufler , Paul Thévenin

We study branching Brownian motion in hyperbolic space. As hyperbolic Brownian motion is transient, the normalised empirical measure of branching Brownian motion converges to a random measure $\mu_\infty$ on the boundary. We show that the…

Probability · Mathematics 2026-05-28 David Geldbach

We prove that the scaling limit of the weakly self-avoiding walk on a $d$-dimensional discrete torus is Brownian motion on the continuum torus if the length of the rescaled walk is $o(V^{1/2})$ where $V$ is the volume (number of points) of…

Probability · Mathematics 2022-03-16 Emmanuel Michta

Let ${\cal G}$ be the incipient infinite cluster (IIC) for percolation on a homogeneous tree of degree $n_0+1$. We obtain estimates for the transition density of the continuous time simple random walk $Y$ on ${\cal G}$; the process…

Probability · Mathematics 2007-05-23 Martin T. Barlow , Takashi Kumagai