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The Brownian web (BW) is a collection of coalescing Brownian paths indexed by the plane. It appears in particular as continuous limit of various discrete models of directed forests of coalescing random walks and navigation schemes. Radial…

概率论 · 数学 2017-07-27 David Coupier , Jean-François Marckert , Viet Chi Tran

A simple random walk and a Brownian motion are considered on a spider that is a collection of half lines (we call them legs) joined in the origin. We give a strong approximation of these two objects and their local times. For fixed number…

概率论 · 数学 2017-05-12 Endre Csaki , Miklos Csorgo , Antonia Foldes , Pal Revesz

In this paper we define Brownian local time as the almost sure limit of the local times of a nested sequence of simple, symmetric random walks. The limit is jointly continuous in $(t,x)$. The rate of convergence is $n^{\frac14} (\log…

概率论 · 数学 2010-08-11 Tamas Szabados , Balazs Szekely

In this paper we construct an object which we call the full Brownian web (FBW) and prove that the collection of all space-time trajectories of a class of one-dimensional stochastic flows converges weakly, under diffusive rescaling, to the…

概率论 · 数学 2007-05-23 Luiz Renato Fontes , Charles M. Newman

The Brownian web (BW), which developed from the work of Arratia and then T\'{o}th and Werner, is a random collection of paths (with specified starting points) in one plus one dimensional space-time that arises as the scaling limit of the…

概率论 · 数学 2009-06-29 C. M. Newman , K. Ravishankar , E. Schertzer

We study a system of coalescing random walks on the integer lattice $\mathbb{Z}^{d}$ in which the walk is oriented in the $d$-th direction and follows certain specified rules. We first study the geometry of the paths and show that, almost…

概率论 · 数学 2022-08-23 Azadeh Parvaneh , Afshin Parvardeh , Rahul Roy

Consider a family of random ordered graph trees $(T_n)_{n\geq 1}$, where $T_n$ has $n$ vertices. It has previously been established that if the associated search-depth processes converge to the normalised Brownian excursion when rescaled…

概率论 · 数学 2012-10-24 David A. Croydon

In this paper we present a computation of the mean first-passage times both for a random walk in a discrete bounded lattice, between a starting site and a target site, and for a Brownian motion in a bounded domain, where the target is a…

统计力学 · 物理学 2007-05-23 Sylvain Condamin , Olivier Bénichou , Michel Moreau

A simple symmetric random walk is considered on a spider that is a collection of half lines (we call them legs) joined at the origin. We establish a strong approximation of this random walk by the so-called Brownian spider. Transition…

概率论 · 数学 2015-07-02 Endre Csáki , Miklós Csörgő , Antonia Földes , Pál Révész

Several authors have studied convergence in distribution to the Brownian web under diffusive scaling of Markovian random walks. In a paper by R. Roy, K. Saha and A. Sarkar, convergence to the Brownian web is proved for a system of…

概率论 · 数学 2022-09-13 Glauco Valle , Leonel Zuaznábar

Motivated by its relevance for the study of perturbations of one-dimensional voter models, including stochastic Potts models at low temperature, we consider diffusively rescaled coalescing random walks with branching and killing. Our main…

概率论 · 数学 2013-09-24 Charles M. Newman , K. Ravishankar , Emmanuel Schertzer

We consider the model of the Brownian plane, which is a pointed non-compact random metric space with the topology of the complex plane. The Brownian plane can be obtained as the scaling limit in distribution of the uniform infinite planar…

概率论 · 数学 2021-05-14 Armand Riera

We introduce a system of coalescing random paths with radialbehavior in a subsetof the plane. We call it theDiscrete Radial Poissonian Web. We show that underdiffusive scaling this family converges in distribution toa mapping of a…

概率论 · 数学 2019-09-13 Cristian F. Coletti , Leon A. Valencia

We study the properties of discrete-time random walks on networks formed by randomly interconnected cliques, namely, random networks of cliques. Our purpose is to derive the parameters that define the network structure -- specifically, the…

统计力学 · 物理学 2025-04-24 Albano Nannini , Damián Zanette

The Brownian web can be roughly described as a family of coalescing one-dimensional Brownian motions starting at all times in $\R$ and at all points of $\R$. It was introduced by Arratia; a variant was then studied by Toth and Werner;…

概率论 · 数学 2011-11-10 P. A. Ferrari , L. R. G. Fontes , Xian-Yuan Wu

A Brownian loop is a random walk circuit of infinitely many, suitably infinitesimal, steps. In a plane such a loop may or may not enclose a marked point, the origin, say. If it does so it may wind arbitrarily many times, positive or…

统计力学 · 物理学 2019-10-02 J. H. Hannay

We define a new state-space for the coalescing Brownian flow, also known as the Brownian web, on the circle. The elements of this space are families of order-preserving maps of the circle, depending continuously on two time parameters and…

概率论 · 数学 2015-06-05 James Norris , Amanda Turner

The purpose of this note is to collect in one place a few results about simple random walk and Brownian motion which are often useful. These include standard results such as Beurling estimates, large deviation estimates, and a method for…

概率论 · 数学 2007-05-23 Christian Benes

We establish an invariance principle connecting boundary random walks on $\mathbb N$ with Feller's Brownian motions on $[0,\infty)$. A Feller's Brownian motion is a Feller process on $[0,\infty)$ whose excursions away from the boundary $0$…

概率论 · 数学 2026-01-22 Liping Li , Zhangjie Wang

Brownian motion with darning (BMD in abbreviation) is introduced and studied in [4] and [5, Chapter 7]. Roughly speaking, BMD travels across the "darning area" at infinite speed, while it behaves like a regular BM outside of this area. In…

概率论 · 数学 2022-03-25 Shuwen Lou