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The paper considers instantly coalescing, or instantly annihilating, systems of one-dimensional Brownian particles on the real line. Under maximal entrance laws, the distribution of the particles at a fixed time is shown to be Pfaffian…

概率论 · 数学 2012-01-10 Roger Tribe , Oleg Zaboronski

A class of interacting particle systems on $\mathbb{Z}$, involving instantaneously annihilating or coalescing nearest neighbour random walks, are shown to be Pfaffan point processes for all deterministic initial conditions. As diffusion…

概率论 · 数学 2019-03-26 Barnaby Garrod , Mihail Poplavskyi , Roger Tribe , Oleg Zaboronski

We prove that the multi-time particle distributions for annihilating Brownian motions, under the maximal entrance law on the real line, are extended Pfaffian point processes

概率论 · 数学 2015-06-02 Roger Tribe , Siu Kwan Yip , Oleg Zaboronski

Two classes of interacting particle systems on $\mathbb{Z}$ are shown to be Pfaffian point processes at fixed times, and for all deterministic initial conditions. The first comprises coalescing and branching random walks, the second…

概率论 · 数学 2023-05-04 Barnaby Garrod , Roger Tribe , Oleg Zaboronski

Consider a system of particles moving independently as Brownian motions until two of them meet, when the colliding pair annihilates instantly. The construction of such a system of annihilating Brownian motions (aBMs) is straightforward as…

概率论 · 数学 2019-03-07 Matthias Hammer , Marcel Ortgiese , Florian Völlering

Consider a system of Brownian particles on the real line where each pair of particles coalesces at a certain rate according to their intersection local time. Assume that there are infinitely many initial particles in the system. We give a…

概率论 · 数学 2022-11-29 Clayton Barnes , Leonid Mytnik , Zhenyao Sun

We study an interacting system of competing particles on the real line. Two populations of positive and negative particles evolve according to branching Brownian motion. When opposing particles meet, their charges neutralize and the…

概率论 · 数学 2025-11-18 Daniel Ahlberg , Omer Angel , Brett Kolesnik

Coalescing ballistic annihilation is an interacting particle system intended to model features of certain chemical reactions. Particles are placed with independent and identically distributed spacings on the real line and begin moving with…

概率论 · 数学 2022-09-21 Darío Cruzado Padró , Matthew Junge , Lily Reeves

When particles on a line collide, they may annihilate - both are destroyed. Computing exact annihilation probabilities has been difficult because collisions reduce the particle count, while determinantal methods require a fixed count…

概率论 · 数学 2026-03-10 Piotr Śniady

In this paper, we study branching Brownian motion with absorption, in which particles undergo Brownian motions with drift and are killed upon reaching the origin. We prove that the extremal process of this branching Brownian motion with…

概率论 · 数学 2023-10-10 Fan Yang , Yaping Zhu

We elaborate on the theorem saying that as permeability coefficients of snapping-out Brownian motions tend to infinity in such a way that their ratio remains constant, these processes converge to a skew Brownian motion. In particular,…

概率论 · 数学 2024-05-10 Adam Bobrowski , Elżbieta Ratajczyk

Consider a system of infinitely many Brownian particles on the real line. At any moment, these particles can be ranked from the bottom upward. Each particle moves as a Brownian motion with drift and diffusion coefficients depending on its…

概率论 · 数学 2016-09-06 Andrey Sarantsev

Coalescing particles on a line merge when they meet. As they do, their basins of attraction merge and the walls between basins disappear. If every site is initially occupied, these walls at any positive time form a Pfaffian point process:…

概率论 · 数学 2026-03-10 Piotr Śniady

It has been conjectured since the work of Lalley and Sellke (1987) that the branching Brownian motion seen from its tip (e.g. from its rightmost particle) converges to an invariant point process. Very recently, it emerged that this can be…

概率论 · 数学 2012-10-01 E. Aïdékon , J. Berestycki , É. Brunet , Z. Shi

We study condensation in several particle systems related to the inclusion process. For an asymmetric one-dimensional version with closed boundary conditions and drift to the right, we show that all but a finite number of particles condense…

统计力学 · 物理学 2012-01-09 Stefan Grosskinsky , Frank Redig , Kiamars Vafayi

A well-known result of Arratia shows that one can make rigorous the notion of starting an independent Brownian motion at every point of an arbitrary closed subset of the real line and then building a set-valued process by requiring…

概率论 · 数学 2012-03-20 Steven N. Evans , Ben Morris , Arnab Sen

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 study a system of branching Brownian motions on $\mathbb R$ with annihilation: at each branching time a new particle is created and the leftmost one is deleted. In [7] it has been studied the case of strictly local creations (the new…

概率论 · 数学 2017-11-27 A. De Masi , P. A. Ferrari , E. Presutti , N. Soprano-Loto

We study some limit theorems for the normalized law of integrated Brownian motion perturbed by several examples of functionals: the first passage time, the nth passage time, the last passage time up to a finite horizon and the supremum. We…

概率论 · 数学 2013-07-05 Christophe Profeta

In coalescing ballistic annihilation, infinitely many particles move with fixed velocities across the real line and, upon colliding, either mutually annihilate or generate a new particle. We compute the critical density in symmetric…

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