We study a bi-infinite system of interacting Brownian particles on the real line with singular asymmetric interactions mediated by the collision local times. Particles perform Brownian motions, and when neighboring particles collide, the associated local time is split in proportions $p$ and $q=1-p$. We first develop well-posedness theory for the particle system, proving pathwise uniqueness and strong existence under natural growth assumptions on the initial configuration and local times. We also identify a family of stationary distributions for the infinite-dimensional process of gaps between successive particles: for every $\lambda>0$, the product measure with i.i.d. Exp$(\lambda)$ gaps is invariant. Our main result concerns the equilibrium fluctuations of the associated particle-count (height) function in a weakly asymmetric regime. Taking $p=p_\varepsilon$ so that $p_\varepsilon^{-1}-1=\exp\{\sigma \varepsilon^{1/4}\}$, initializing the interparticle gaps with i.i.d. Exp$(1)$ random variables, and applying a microscopic Hopf-Cole transform to the diffusively rescaled count function, we prove convergence, as $\varepsilon \rightarrow 0$, to the multiplicative stochastic heat equation (SHE) with Brownian exponential initial data. Equivalently, the logarithm of the limit is the Hopf-Cole solution of the KPZ equation with two-sided Brownian initial data. The proof combines localization to finite particle subsystems via chains of collisions, Brownian last-passage percolation estimates, a key local time cancellation property, and a martingale problem for a scale-adapted mollification of the Hopf-Cole field, whose space-time regularity is tuned to match that of the limiting SHE. The resulting fluctuation theorem places these Brownian particle systems with asymmetric singular collision dynamics within the KPZ universality class.
We study infinite-dimensional Dyson Brownian motions obtained as limits of finite systems without rescaling the actual stochastic dynamics. For $\beta=2$, we construct determinantal processes on an extended space of initial data and prove convergence of their finite-dimensional distributions under essentially optimal c...
We consider beta-Dyson Brownian motion, with $\beta>= 1$, started from a deterministic configuration with uniformly bounded support. Let $\mu_t$ be the semicircular free-convolution flow issued from the initial empirical measure, and set $S_t = supp(\mu_t)$. For every fixed $T, \epsilon>0$, with probability at least $1...
We initiate a geometric theory of $p$-Brownian motion, the nonlinear Markov process associated with the $p$-Laplacian introduced by Barbu-Rehmeier-R\"ockner. More precisely, we analyze its radial processes thoroughly, relative to an arbitrary center and in every dimension. On the one hand, we show explicit Tanaka--Meye...
We prove absolute continuity of the running maximum $X^{\ast}_T=\sup_{0\leq s\leq T}X_s$ of one-dimensional time-inhomogeneous L\'evy--It\^o diffusions driven by a Brownian motion and an independent non-truncated pure-jump L\'evy process. Using Bismut's directional Malliavin calculus on the Wiener--Poisson space togeth...
We study Brownian motion in R^d conditioned so that the time average of a continuous confining potential remains below a fixed level. On every fixed initial time interval, we prove that the conditioned process converges in total variation to the ground-state diffusion associated with a suitable Schr\"odinger operator....
We study a penalisation problem for two-dimensional Brownian motion. Starting from the Wiener measure, we consider a family of probability measures obtained by weighting paths by a nonnegative functional $F_t$ depending on $t \geq 0$, $F_t$ being measurable with respect to the $\sigma$-algebra generated by the path up...
Joseph Najnudel, Thammadol Tansrivorarat· 0 citations
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