| 2022Anton Bovier and Lisa B. Hartung
The speed of invasion in an advancing population
2022
https://arxiv.org/abs/2204.11072
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| Anton Bovier and Adrien Schertzer
Fluctuations of the free energy in p-spin SK models on two scales
2022
https://arxiv.org/abs/2205.15080
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| 2021Anton Bovier and Lisa B. Hartung
Branching Brownian motion with self repulsion
2021
http://arxiv.org/abs/2102.07128
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| 2019Anton Bovier, Saeda Marello, P. L. Ferrari and Elena Pulvirenti
Metastability for the dilute Curie-Weiss model with Glauber dynamics
2019
https://arxiv.org/abs/1912.10699
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| 2018Kaveh Bashiri and Anton Bovier
Gradient flow approach to local mean-field spin systems
2018
https://arxiv.org/abs/1806.07121
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| Anton Bovier, Loren Coquille and Charline Smadi
Crossing a fitness valley as a metastable transition in a stochastic population model
2018
https://arxiv.org/abs/1801.06473
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| Anton Bovier, Dmitry Ioffe and Patrick Müller
The hydrodynamics limit for local mean-field dynamics with unbounded spins
2018
https://arxiv.org/abs/1805.00641
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| Anton Bovier and Lisa B. Hartung
From $1$ to $6$: a finer analysis of perturbed branching Brownian motion
2018
https://arxiv.org/abs/1808.05445
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| Anna Kraut and Anton Bovier
From adaptive dynamics to adaptive walks
2018
https://arxiv.org/abs/1810.13188
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| 2017Martina Baar and Anton Bovier
The polymorphic evolution sequence for populations with phenotypic plasticity
2017
https://arxiv.org/abs/1708.01528
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| Anton Bovier, Loren Coquille and Rebecca Neukirch
The recovery of a recessive allele in a Mendelian dipoloid model
2017
https://arxiv.org/abs/1703.02459
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| 2015Louis-Pierre Arguin, Anton Bovier and Nicola Kistler
An ergodic theorem for the extremal process of branching Brownian motion
Ann. Inst. Henri Poincaré Probab. Stat., 51(2): 557--569 2015
http://dx.doi.org/10.1214/14-AIHP608
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| Anton Bovier and Martina Baar
From stochastic, individual-based models to the canonical equation of adaptive dynamics -- in one step
2015
http://arxiv.org/abs/1505.02421
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| Anton Bovier and Lisa B. Hartung
Variable speed branching Brownian motion 1. Extremal processes in the weak correlation regime
Lat. Am. J. Probab. Math. Stat., 12(1): 261-291 2015
http://alea.impa.br/articles/v12/12-11.pdf
Abstract: We prove the convergence of the extremal processes for variable speed
branching Brownian motions where the ”speed functions”, that describe the timeinhomogeneous
variance, lie strictly below their concave hull and satisfy a certain
weak regularity condition. These limiting objects are universal in the sense that
they only depend on the slope of the speed function at 0 and the final time t.
The proof is based on previous results for two-speed BBM obtained in Bovier and
Hartung (2014) and uses Gaussian comparison arguments to extend these to the
general case.
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| Anton Bovier and Hannah Mayer
A conditional strong large deviation result and a functional central limit theorem for the rate function
ALEA Lat. Am. J. Probab. Math. Stat., 12(1): 533--550 2015
http://alea.impa.br/articles/v12/12-21.pdf
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| 2014Anton Bovier and Lisa B. Hartung
The extremal process of two-speed branching Brownian motion
Electron. J. Probab., 19(Art. 18): 1-28 2014
http://dx.doi.org/10.1214/EJP.v19-2982
Abstract: We construct and describe the extremal process for variable speed branching Brownian motion, studied recently by Fang and Zeitouni \citeFZ_BM, for the case of piecewise constant speeds; in fact for simplicity we concentrate on the case when the speed is \(\sigma_1\) for \(s\leq bt\) and \(\sigma_2\) when \(bt\leq s\leq t\). In the case \(\sigma_1>\sigma_2\), the process is the concatenation of two BBM extremal processes, as expected. In the case \(\sigma_1<\sigma_2\), a new family of cluster point processes arises, that are similar, but distinctively different from the BBM process. Our proofs follow the strategy of Arguin, Bovier, and Kistler. |
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| Anton Bovier and Lisa B. Hartung
Extended Convergence of the Extremal Process of Branching Brownian Motion
ArXiv e-prints 2014
http://arxiv.org/abs/1412.5975
Abstract: We extend the results of Arguin et al and A\"\i{}d\'ekon et al on the convergence of the extremal process of branching Brownian motion by adding an extra dimension that encodes the "location" of the particle in the underlying Galton-Watson tree. We show that the limit is a cluster point process on R+×R where each cluster is the atom of a Poisson point process on R+×R with a random intensity measure Z(dz)×Ce−2√x, where the random measure is explicitly constructed from the derivative martingale. This work is motivated by an analogous conjecture for the Gaussian free field by Biskup and Louidor. |
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| 0Anton Bovier
From spin glasses to branching Brownian motion---and back?
In Random walks, random fields, and disordered systems, Volume 2144 of Lecture Notes in Math.
page 1--64.
Publisher: Springer, Cham
0
http://dx.doi.org/10.1007/978-3-319-19339-7_1
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