The Brownian Conga line

DOI10.1007/S00440-015-0649-1MaRDI QIDQ737323zbMATH OpenOpenAlexFDO

Authors Sayan Banerjee

Publication date 10 August 2016

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1310.5277

zbMATH Keywords

Gaussian random walkparticle chainBrownian Conga line

Mathematics Subject Classification ID

Gaussian processes (60G15) Geometric probability and stochastic geometry (60D05) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Sample path properties (60G17)

Abstract: We introduce a new model called the Brownian Conga Line. It is a random curve evolving in time, generated when a particle performing a two dimensional Gaussian random walk leads a long chain of particles connected to each other by cohesive forces. We approximate the discrete Conga line in some sense by a smooth random curve and subsequently study some properties of this smooth curve. Some such properties include the different scales in which particles show noticeable motion in different regions of the Conga line, distribution of critical points, length, and distribution of loops.

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Cited in

(1)

• The Brownian Fan

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