5 papers
Perimeter length of the convex hull of Brownian motion in the hyperbolic plane
Chinmoy Bhattacharjee, Rik Versendaal, Andrew Wade
We relate the expected hyperbolic length of the perimeter of the convex hull of the trajectory of Brownian motion in the hyperbolic plane to an expectation of a certain exponential…
Long-range one-dimensional internal diffusion-limited aggregation
Conrado da Costa, Debleena Thacker, Andrew Wade
We study internal diffusion limited aggregation on , where a cluster is grown incrementally by adding, for each random walk dispatched from the origin, the first site i…
Fluctuations for diameter and perimeter of convex hulls of multiple random walks
Wojciech Cygan, Tomislav Kralj, Nikola SandriÄ +3
We study the diameter and perimeter of the convex hull generated by finitely many independent planar random walks whose increments have finite second moments. The large-time fluctu…
Superdiffusive limits for Bessel-driven stochastic kinetics
Miha BreÅ¡ar, Conrado da Costa, Aleksandar MijatoviÄ +1
We prove anomalous-diffusion scaling for a one-dimensional stochastic kinetic dynamics, in which the stochastic drift is driven by an exogenous Bessel noise, and also includes endo…
Central limit theorem for superdiffusive reflected Brownian motion
Aleksandar MijatoviÄ, Isao Sauzedde, Andrew Wade
We study the second-order asymptotics around the superdiffusive strong law~\cite{MMW} of a multidimensional driftless diffusion with oblique reflection from the boundary in a gener…