Related papers: The Brownian net

Certain one-dimensional nearest-neighbor random walks in i.i.d. random space-time environments are known to have diffusive scaling limits. In the continuum limit, the random environment is represented by a `stochastic flow of kernels',…

If $C_1$ is the convex hull of the curve of the standard Brownian motion in the complex plane watched from 0 to 1, we consider the convex hulls of $C_1$ and several rotations of it and we compute the mean of the length of their perimeter by…

Previously, Sarkar and Sun have shown that for supercritical oriented percolation in dimension $1+1$, the set of rightmost infinite open paths converges to the Brownian web after proper centering and scaling. In this note, we show that a…

We propose a novel Bayesian methodology which uses random walks for rapid inference of statistical properties of undirected networks with weighted or unweighted edges. Our formalism yields high-accuracy estimates of the probability…

We investigate a class of line ensembles whose local structure is described by independent geometric random walk bridges, which have been conditioned to interlace with each other. The latter arise naturally in the context Schur processes,…

Consider a random walk among random conductances on $\mathbb{Z}^d$ with $d\geq 2$. We study the quenched limit law under the usual diffusive scaling of the random walk conditioned to have its first coordinate positive. We show that the…

Brownian motion is a Gaussian process described by the central limit theorem. However, exponential decays of the positional probability density function $P(X,t)$ of packets of spreading random walkers, were observed in numerous situations…

We identify the distribution of a natural triplet associated with the pseudo-Brownian bridge. In particular, for $B$ a Brownian motion and $T_1$ its first hitting time of the level one, this remarkable law allows us to understand some…

We revise the Levy's construction of Brownian motion as a simple though still rigorous approach to operate with various Gaussian processes. A Brownian path is explicitly constructed as a linear combination of wavelet-based "geometrical…

We study the behavior of the random walk in a continuum independent long-range percolation model, in which two given vertices $x$ and $y$ are connected with probability that asymptotically behaves like $|x-y|^{-\alpha}$ with $\alpha>d$,…

We investigate the typical sizes and shapes of sets of points obtained by irregularly tracking two-dimensional Brownian bridges. The tracking process consists of observing the path location at the arrival times of a non-homogeneous Poisson…

We introduce and study the random non-compact metric space called the Brownian plane, which is obtained as the scaling limit of the uniform infinite planar quadrangulation. Alternatively, the Brownian plane is identified as the…

We derive asymptotics for the probability of the origin to be an extremal point of a random walk in R^n. We show that in order for the probability to be roughly 1/2, the number of steps of the random walk should be between e^{c n / log n}$…

We give the exact solution to the problem of a random walk on the Bethe lattice through a mapping on an asymmetric random walk on the half-line. We also study the continuous limit of this model, and discuss in detail the relation between…

Donsker's theorem shows that random walks behave like Brownian motion in an asymptotic sense. This result can be used to approximate expectations associated with the time and location of a random walk when it first crosses a nonlinear…

Boolean networks are special types of finite state time-discrete dynamical systems. A Boolean network can be described by a function from an n-dimensional vector space over the field of two elements to itself. A fundamental problem in…

We study the first passage time properties of an integrated Brownian curve both in homogeneous and disordered environments. In a disordered medium we relate the scaling properties of this center of mass persistence of a random walker to the…

Continuous-time random walks offer powerful coarse-grained descriptions of transport processes. We here microscopically derive such a model for a Brownian particle diffusing in a deep periodic potential. We determine both the waiting-time…

We can view Brownian sheet as a sequence of interacting Brownian motions or slices. Here we present a number of results about the slices of the sheet. A common feature of our results is that they exhibit phase transition. In addition, a…

We study the joint asymptotic behavior of spacings between particles at the edge of multilevel Dyson Brownian motions, when the number of levels tends to infinity. Despite the global interactions between particles in multilevel Dyson…