相关论文: One dimensional annihilating particle systems as e…

The aim of this note is to estimate the tail of the distribution of the number of particles in an interval under determinantal and Pfaffian point processes. The main result of the note is that the square of the number of particles under the…

A superprocess with coalescing spatial motion is constructed in terms of one-dimensional excursions. Based on this construction, it is proved that the superprocess is purely atomic and arises as scaling limit of a special form of the…

In this paper, we are concerned with the large N limit of linear combinations of the entries of a Brownian motion on the group of N by N unitary matrices. We prove that the process of such a linear combination converges to a Gaussian one.…

In [16], under mild conditions, a Wiener-Hopf type factorization is derived for the exponential functional of proper L\'evy processes. In this paper, we extend this factorization by relaxing a finite moment assumption as well as by…

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…

We consider exponential functionals of a multi-dimensional Brownian motion with drift, defined via a collection of linear functionals. We give a characterization of the Laplace transform of their joint law as the unique bounded solution, up…

We use probabilistic methods to study properties of mean-field models, arising as large-scale limits of certain particle systems with mean-field interaction. The underlying particle system is such that $n$ particles move forward on the real…

We consider a particle system with weights and the scaling limits derived from its occupation time. We let the particles perform independent recurrent L\'evy motions and we assume that their initial positions and weights are given by a…

We consider the long time behavior of heterogeneously interacting diffusive particle systems and their large population limit. The interaction is of mean field type with weights characterized by an underlying graphon. The limit is given by…

We study the one-dimensional motion of a Brownian particle inside a confinement described by two reactive boundaries which can partially reflect or absorb the particle. Understanding the effects of such boundaries is important in physics,…

We provide a rigorous derivation of the brownian motion as the limit of a deterministic system of hard-spheres as the number of particles $N$ goes to infinity and their diameter $\varepsilon$ simultaneously goes to $0$, in the fast…

We consider a system of annihilating particles where particles start from the points of a Poisson process on the line, move at constant i.i.d. speeds symmetrically distributed in {-1,0,+1} and annihilate upon collision. We prove that…

In this paper we study the maximal position process of branching Brownian motion in random spatial environment. The random environment is given by a process $\xi = \left(\xi(x)\right)_{x\in\mathbb{R}}$ satisfying certain conditions. We show…

We consider two particles performing continuous-time nearest neighbor random walk on $\mathbb Z$ and interacting with each other when they are at neighboring positions. Typical examples are two particles in the partial exclusion process or…

We consider a Brownian particle performing an overdamped motion in a power-law repulsive potential. If the potential grows with the distance faster than quadratically, the particle escapes to infinity in a finite time. We determine the…

The self-catalytic branching Brownian motions (SBBM) are extensions of the classical one-dimensional branching Brownian motions by incorporating pairwise branchings catalyzed by the intersection local times of the particle pairs. These…

We consider a family of branching-selection particle systems in which particles branch at time dependent rate $r$ and are killed with a probability which is dependent on their rank via some function $\psi$. We show that, under fairly…

We derive a model that describes the motion of a Brownian particle in a system which is dominated by gravitational forces. An example of such a system is a massive black hole immersed in a cluster of stars. We compute the dispersion in the…

Density-dependent diffusion is a widespread phenomenon in nature. We have examined the density-dependent diffusion behavior of some biological processes such as tumor growth and invasion [23]. Here, we extend our previous work by developing…

For an arbitrary diffusion process $X$ with time-homogeneous drift and variance parameters $\mu(x)$ and $\sigma^2(x)$, let $V_\varepsilon$ be $1/\varepsilon$ times the total time $X(t)$ spends in the strip…