Related papers: Thermodynamic restrictions on statistics of molecu…
The theory of probability shows that, as the fraction $X_n/Y\to 0$, the conditional probability for $X_n$, given $X_n+Y \in h_{\delta}:=[h, h+\delta]$, has a limit law $f_{X_n}(x)e^{-\psi_n(h_\delta)x}$, where $\psi_n(h_\delta) $ equals to…
Even though the Bohmian trajectories given by integral curves of the conserved Klein-Gordon current may involve motions backwards in time, the natural relativistic probability density of particle positions is well-defined. The Bohmian…
One-parameter family of discrete-time quantum-walk models on the square lattice, which includes the Grover-walk model as a special case, is analytically studied. Convergence in the long-time limit $t \to \infty$ of all joint moments of two…
This paper concerns the propagation of particles through a quenched random medium. In the one- and two-dimensional models considered, the local dynamics is given by expanding circle maps and hyperbolic toral automorphisms, respectively. The…
The diffusive transport of biased Brownian particles in a two-dimensional symmetric channel is investigated numerically considering both the no-flow and the reflection boundary conditions at the channel boundaries. Here, the geometrical…
Overdamped Brownian motion of a self-propelled particle is studied by solving the Langevin equation analytically. On top of translational and rotational diffusion, in the context of the presented model, the "active" particle is driven along…
The dynamics of individual colloidal particles in random potential energy landscapes were investigated experimentally and by Monte Carlo simulations. The value of the potential at each point in the two-dimensional energy landscape follows a…
We obtain Fisher-Hartwig asymptotics with root and jump type singularities in space-time under the law of the stationary Hermitian Ornstein-Uhlenbeck process, which serve as a dynamical generalization of earlier static results obtained by…
A binary fluid mixture in contact with lateral particle reservoirs is considered. By imposing different particle concentrations in these reservoirs, the system can be maintained under controlled non-equilibrium conditions. Previous…
We revisit the statistics of extremes and records of symmetric random walks with stochastic resetting, extending earlier studies in several directions. We put forward a diffusive scaling regime (symmetric step length distribution with…
Brownian motion with coordinate dependent damping and diffusivity is ubiquitous. Understanding equilibrium of a Brownian particle with coordinate dependent diffusion and damping is a contentious area. In this paper, we present an…
In \cite{SzT}, D. Sz\'asz and A. Telcs have shown that for the diffusively scaled, simple symmetric random walk, weak convergence to the Brownian motion holds even in the case of local impurities if $d \ge 2$. The extension of their result…
The Boltzmann distribution of an ideal gas is determined by the Hamiltonian function generating single particle dynamics. Systems with higher complexity often exhibit topological constraints, which are independent of the Hamiltonian and may…
We develop further the approach to upper and lower bounds in quantum dynamics via complex analysis methods which was introduced by us in a sequence of earlier papers. Here we derive upper bounds for non-time averaged outside probabilities…
We analyze the dynamics of a Brownian gas in contact with a heat bath in which large temperature fluctuations occur. There are two distinct time scales present, one describes the decay of the fluctuations in the temperature and the other…
The relationships between reversible Carnot cycles, the absence of perpetual motion machines and the existence of a non-decreasing, globally unique entropy function forms the starting point of many textbook presentations of the foundations…
We consider small-time asymptotics for diffusion processes conditioned by their initial and final positions, under the assumption that the diffusivity has a sub-Riemannian structure, not necessarily of constant rank. We show that, if the…
Brownian motion is a Gaussian process described by the central limit theorem. However, exponential decays of the positional probability density function $P(X,t)$ of packets of spreading random walkers, were observed in numerous situations…
We show that in driven systems the Gaussian nature of the fluctuating force and time-reversibility are equivalent properties. This result together with the potential condition of the external force drastically restricts the form of the…
The position density of a "particle" performing a continuous-time quantum walk on the integer lattice, viewed on length scales inversely proportional to the time t, converges (as t tends to infinity) to a probability distribution that…