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A particle subject to successive, random displacements is said to execute a random walk (in position or some other coordinate). The mathematical properties of random walks have been very thoroughly investigated, and the model is used in…
We study equations like the Mackey-Glass equations and Nicholson's blowflies equation, each perturbed by a (small) multiplicative noise term. Solutions to these stochastic negative feedback systems persist globally and are bounded above in…
In one-dimensional diffusive processes with discrete steps characterized by geometrically decaying magnitudes, the usual Gaussian broadening familiar from Brownian motion is replaced by bounded probability distributions over particle…
We consider a random model of diffusion and coagulation. A large number of small particles are randomly scattered at an initial time. Each particle has some integer mass and moves in a Brownian motion whose diffusion rate is determined by…
The recurrence features of persistent random walks built from variable length Markov chains are investigated. We observe that these stochastic processes can be seen as L{\'e}vy walks for which the persistence times depend on some internal…
A matrix random walk is a stochastic process of the form $B_k = (I+A_1)\cdots(I+A_k)$ where $A_j$ are independent ``step'' matrices in $\mathrm{M}_N(\mathbb{C})$. With the right entry-covariance, a rescaled matrix random walk converges to…
Algebraic random walks (ARW) and quantum mechanical random walks (QRW) are investigated and related. Based on minimal data provided by the underlying bialgebras of functions defined on e. g the real line R, the abelian finite group Z_N, and…
There is considerable current interest in the emergence of statistical correlations within a population of otherwise non-interacting Brownian particles subject to a common fluctuating environment or drive. Examples include global stochastic…
The density of states for a particle moving in a random potential with a Gaussian correlator is calculated exactly using the functional integral technique. It is achieved by expressing the functional degrees of freedom in terms of the…
We study an infinite system of independent symmetric random walks on a hierarchical group, in particular, the c-random walks. Such walks are used, e.g., in population genetics. The number variance problem consists in investigating if the…
A single mechanism, endemic to the standard model of physics, is proposed to explain wavefunction collapse, classical motion, dissipation, equilibration, and the transition from pure quantum mechanics through open system decoherence to the…
We consider a continuous-time symmetric branching random walk on multidimensional lattices with immigration and infinite number of initial particles. We assume that at every lattice point a process of birth and death of particles is…
We develop a rigorous formalism for the description of the evolution of states of quantum many-particle systems in terms of a one-particle density operator. For initial states which are specified in terms of a one-particle density operator…
The propagation of an initially localized perturbation via an interacting many-particle Hamiltonian dynamics is investigated. We argue that the propagation of the perturbation can be captured by the use of a continuous-time random walk…
The evolution of entanglement entropy in quantum circuits composed of Haar-random gates and projective measurements shows versatile behavior, with connections to phase transitions and complexity theory. We reformulate the problem in terms…
Many important properties of granular fluids can be represented by a system of hard spheres with inelastic collisions. Traditional methods of nonequilibrium statistical mechanics are effective for analysis and description of the inelastic…
A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…
Gaseous flows show a diverse set of behaviors on different characteristic scales. Given the coarse-grained modeling in theories of fluids, considerable uncertainties may exist between the flow-field solutions and the real physics. To study…
An overview of the author's papers on the new approach to the Brownian coagulation theory and its generalization to the diffusion-limited reaction rate theory is presented. The traditional diffusion approach of the Smoluchowski theory for…
We study reaction-diffusion particle systems with several interaction mechanisms. As the number of particles tends to infinity, the system admits a mean-field limit describing the bulk behaviour. We focus on determining the propagation…