# Mortal Brownian motion: three short stories

## TL;DR

This paper explores how mortality affects various statistical properties of Brownian motion, including position, area, and winding angle, revealing new singularities and distributions due to the introduction of a natural lifetime limit.

## Contribution

It introduces the concept of mortal Brownian motion and derives new probability distributions for position, area, and winding angle considering mortality effects.

## Key findings

- Distributions exhibit integrable singularities at zero values.
- High mortality introduces a singularity in the winding angle distribution.
- Mortality imposes a natural time scale altering Brownian motion statistics.

## Abstract

Mortality introduces an intrinsic time scale into the scale-invariant Brownian motion. This fact has important consequences for different statistics of Brownian motion. Here we are telling three short stories, where spontaneous death, such as radioactive decay, puts a natural limit to "lifetime achievements" of a Brownian particle. In story 1 we determine the probability distribution of a mortal Brownian particle (MBP) reaching a specified point in space at the time of its death. In story 2 we determine the probability distribution of the area $A=\int_0^{T} x(t) dt$ of a MBP on the line. Story 3 addresses the distribution of the winding angle of a MBP wandering around a reflecting disk in the plane. In stories 1 and 2 the probability distributions exhibit integrable singularities at zero values of the position and the area, respectively. In story 3 a singularity at zero winding angle appears only in the limit of very high mortality. A different integrable singularity appears at a nonzero winding angle. It is inherited from the recently uncovered singularity of the short-time large-deviation function of the winding angle for immortal Brownian motion.