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We prove a convergence theorem for a sequence of super-Brownian motions moving among hard Poissonian obstacles, when the intensity of the obstacles grows to infinity but their diameters shrink to zero in an appropriate manner. The…

概率论 · 数学 2009-06-10 Amandine Veber

We provide asymptotic bounds on the survival probability of a moving polymer in an environment of Poisson traps. Our model for the polymer is the vector-valued solution of a stochastic heat equation driven by additive spacetime white noise;…

概率论 · 数学 2022-12-07 Siva Athreya , Mathew Joseph , Carl Mueller

We study two objects concerning the Wiener sausage among Poissonian obstacles. The first is the asymptotics for the \textit{replica overlap}, which is the intersection of two independent Wiener sausages. We show that it is asymptotically…

概率论 · 数学 2019-07-05 Ryoki Fukushima

We first study a $d$-dimensional branching Brownian motion (BBM) among mild Poissonian obstacles, where a random trap field in $\mathbb{R}^d$ is created via a Poisson point process. The trap field consists of balls of fixed radius centered…

概率论 · 数学 2023-07-18 Mehmet Öz

We derive asymptotics for the quenched probability that a critical branching Brownian motion killed at a small rate in Poissonian obstacles exits a large domain. Results are formulated in terms of the solution to a semilinear partial…

概率论 · 数学 2011-01-18 Jean-Francois Le Gall , Amandine Veber

We consider the Wiener sausage for a Brownian motion up to time $t$ associated with a closed ball in even dimensional cases. We obtain the asymptotic expansion of the expected volume of the Wiener sausage for large $t$. The result says that…

概率论 · 数学 2014-02-05 Yuji Hamana

The branching Brownian sausage in $\mathbb{R}^d$ was defined by Engl\"ander in [Stoch. Proc. Appl. 88 (2000)] similarly to the classical Wiener sausage, as the random subset of $\mathbb{R}^d$ scooped out by moving balls of fixed radius with…

概率论 · 数学 2019-11-26 Mehmet Öz

We study the persistent homology of the offset filtration generated by the range of a planar Brownian motion with constant nonzero drift. The members of this filtration are the Wiener sausages of increasing radius, and the degree-one…

概率论 · 数学 2026-04-06 Tristan Guillaume

We study a $d$-dimensional branching Brownian motion (BBM) among Poissonian obstacles, where a random trap field in $\mathbb{R}^d$ is created via a Poisson point process. In the soft obstacle model, the trap field consists of a positive…

概率论 · 数学 2023-07-18 Mehmet Öz

In this paper we prove that the centered three-dimensional Wiener sausage can be strongly approximated by a one-dimensional Brownian motion running at a suitable time clock. The strong approximation gives all possible laws of iterated…

概率论 · 数学 2007-05-23 Endre Csáki , Yueyun Hu

We consider connectivity properties of the vacant set of (random) ensembles of Wiener sausages in $\mathbb R^d$ in the transient dimensions $d \geq 3$. We prove that the vacant set of Brownian interlacements contains at most one infinite…

概率论 · 数学 2024-12-23 Yingxin Mu , Artem Sapozhnikov

A parallel neighborhood of a path of a Brownian motion is sometimes called the Wiener sausage. We consider almost sure approximations of this random set by a sequence of random polyconvex sets and show that the convergence of the…

概率论 · 数学 2009-10-21 Jan Rataj , Evgeny Spodarev , Daniel Meschenmoser

Let $X_t = B_t + \mu t$, $t \geq 0$, be planar Brownian motion with nonzero drift, and let $K_t^r = \{x \in \mathbb{R}^2 : {\rm dist}(x, X[0,t]) \leq r\}$ be the radius-$r$ Wiener sausage up to time $t$. For a bounded Borel function $\psi$…

概率论 · 数学 2026-04-23 Tristan Guillaume

The Wiener Sausage, the volume traced out by a sphere attached to a Brownian particle, is a classical problem in statistics and mathematical physics. Initially motivated by a range of field-theoretic, technical questions, we present a…

统计力学 · 物理学 2017-09-01 Stefan Nekovar , Gunnar Pruessner

We study a spatial branching model, where the underlying motion is $d$-dimensional ($d\ge1$) Brownian motion and the branching rate is affected by a random collection of reproduction suppressing sets dubbed mild obstacles. The main result…

概率论 · 数学 2008-12-18 János Engländer

We consider the Wiener sausage for a Brownian motion with a constant drift up to time $t$ associated with a closed ball. In the two or more dimensional cases, we obtain the explicit form of the expected volume of the Wiener sausage. The…

概率论 · 数学 2015-12-14 Yuji Hamana , Hiroyuki Matsumoto

Let $(\xi(s))_{s\geq 0}$ be a standard Brownian motion in $d\geq 1$ dimensions and let $(D_s)_{s \geq 0}$ be a collection of open sets in $\R^d$. For each $s$, let $B_s$ be a ball centered at 0 with $\vol(B_s) = \vol(D_s)$. We show that…

概率论 · 数学 2011-04-01 Yuval Peres , Perla Sousi

We consider a Hamiltonian involving the range of the simple random walk and the Wiener sausage so that the walk tends to stretch itself. This Hamiltonian can be easily extended to the multidimensional cases, since the Wiener sausage is…

概率论 · 数学 2015-11-25 Chien-Hao Huang

The survival problem for a diffusing particle moving among random traps is considered. We introduce a simple argument to derive the quenched asymptotics of the survival probability from the Lifshitz tail effect for the associated operator.…

概率论 · 数学 2016-03-17 Ryoki Fukushima

The expected areas of the Wiener sausages swept by a disc attached to the two-dimensional Brownian Bridge joining the origin to a point x over a time interval [0,t] are computed. It is proved that the leading term of the expectation is…

概率论 · 数学 2012-10-26 Kohei Uchiyama
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