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It is well-known that the maximal particle in a branching Brownian motion sits near $\sqrt2 t - \frac{3}{2\sqrt2}\log t$ at time $t$. One may then ask about the paths of particles near the frontier: how close can they stay to this critical…

概率论 · 数学 2014-06-20 Matthew I. Roberts

We consider a standard binary branching Brownian motion on the real line. It is known that the maximal position $M_t$ among all particles alive at time $t$, shifted by $m_t = \sqrt{2} t - \frac{3}{2\sqrt{2}} \log t$ converges in law to a…

概率论 · 数学 2020-07-02 Xinxin Chen , Hui He , Bastien Mallein

We consider Brownian motions with one-sided collisions, meaning that each particle is reflected at its right neighbour. For a finite number of particles a Sch\"{u}tz-type formula is derived for the transition probability. We investigate an…

数学物理 · 物理学 2015-04-23 Patrik L. Ferrari , Herbert Spohn , Thomas Weiss

We consider, through PDE methods, branching Brownian motion with drift and absorption. It is well know that there exists a critical drift which separates those processes which die out almost surely and those which survive with positive…

偏微分方程分析 · 数学 2014-10-08 Christopher Henderson

We study the height of the maximal particle at time $t$ of a one dimensional branching Brownian motion with a space-dependent branching rate. The branching rate is set to zero in finitely many intervals (obstacles) of order $t$. We obtain…

概率论 · 数学 2022-07-08 Lisa Hartung , Michèle Lehnen

We study exclusion processes on the integer lattice in which particles change their velocities due to stickiness. Specifically, whenever two or more particles occupy adjacent sites, they stick together for an extended period of time, and…

概率论 · 数学 2016-08-11 Miklós Z. Rácz , Mykhaylo Shkolnikov

In this article, we consider a Branching Random Walk on the real line. The genealogical structure is assumed to be given through a supercritical branching process in the i.i.d. environment and satisfies the Kesten-Stigum condition. The…

概率论 · 数学 2023-02-02 Ayan Bhattacharya , Zbigniew Palmowski

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…

概率论 · 数学 2021-07-13 Jim Pitman , Wenpin Tang

We consider a branching Brownian motion in $\mathbb{R}^2$ in which particles independently diffuse as standard Brownian motions and branch at an inhomogeneous rate $b(\theta)$ which depends only on the angle $\theta$ of the particle. We…

概率论 · 数学 2026-05-12 Julien Berestycki , David Geldbach , Michel Pain

A branching L\'evy process can be seen as the continuous-time version of a branching random walk. It describes a particle system on the real line in which particles move and reproduce independently in a Poissonian manner. Just as for L\'evy…

概率论 · 数学 2019-05-21 Jean Bertoin , Bastien Mallein

A well-known result with respect to the one dimensional nearest-neighbor symmetric simple exclusion process is the convergence to fractional Brownian motion with Hurst parameter 1/4, in the sense of finite-dimensional distributions, of the…

概率论 · 数学 2007-11-02 Magda Peligrad , Sunder Sethuraman

We consider the precise upper large deviations estimates for the maximal displacement of a branching random walk. In addition, we obtain a description of the extremal process of the branching random walk conditioned on this large deviations…

概率论 · 数学 2025-02-04 Lianghui Luo

Consider a time-varying collection of n points on the positive real axis, modeled as exponentials of n Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. If…

概率论 · 数学 2009-10-06 Sourav Chatterjee , Soumik Pal

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 derive P(M,t_m), the joint probability density of the maximum M and the time t_m at which this maximum is achieved for a class of constrained Brownian motions. In particular, we provide explicit results for excursions, meanders and…

统计力学 · 物理学 2008-10-31 Satya. N. Majumdar , Julien Randon-Furling , Michael J. Kearney , Marc Yor

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 symmetric simple exclusion system on $\mathbb{Z}^d$, $d \ge 2$, starting from a class of ``step'' initial conditions in which particles are constrained within a half-space. One may count the number $N_t$ of particles that…

概率论 · 数学 2025-02-28 Michael Conroy , Sunder Sethuraman

Aiming to understand the distribution of fitness levels of individuals in a large population undergoing selection, we study the particle configurations of branching Brownian motion where each particle independently moves as Brownian motion…

概率论 · 数学 2022-01-25 Jiaqi Liu , Jason Schweinsberg

We consider a system of $N$ particles on the real line that evolves through iteration of the following steps: 1) every particle splits into two, 2) each particle jumps according to a prescribed displacement distribution supported on the…

概率论 · 数学 2015-03-24 Jean Bérard , Pascal Maillard

Consider a critical branching L\'{e}vy process $\{X_t, t\ge 0\}$ with branching rate $\beta>0, $ offspring distribution $\{p_k:k\geq 0\}$ and spatial motion $\{\xi_t, \Pi_x\}$. For any $t\ge 0$, let $N_t$ be the collection of particles…

概率论 · 数学 2023-10-10 Haojie Hou , Yiyang Jiang , Yan-Xia Ren , Renming Song