Related papers: Winding of planar gaussian processes
The diffusion of chiral active Brownian particles in three-dimensional space is studied analytically, by consideration of the corresponding Fokker-Planck equation for the probability density of finding a particle at position…
Some probabilistic aspects of the number variance statistic are investigated. Infinite systems of independent Brownian motions and symmetric alpha-stable processes are used to construct new examples of processes which exhibit both divergent…
Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…
In the first part of the article using a direct calculation two-dimensional motion of a particle sliding on an inclined plane is investigated for general values of friction coefficient ($\mu$). A parametric equation for the trajectory of…
Recent studies have shown that in the presence of noise both fronts propagating into a metastable state and so-called pushed fronts propagating into an unstable state, exhibit diffusive wandering about the average position. In this paper we…
We present an experimental investigation of the statistical properties of spherical granular particles on an inclined plane that are excited by an oscillating side-wall. The data is obtained by high-speed imaging and particle tracking…
We study the current of particles that move independently in a common static random environment on the one-dimensional integer lattice. A two-level fluctuation picture appears. On the central limit scale the quenched mean of the current…
For random matrix ensembles with non-gaussian matrix elements that may exhibit some correlations, it is shown that centered traces of polynomials in the matrix converge in distribution to a Gaussian process whose covariance matrix is…
We study agitated frictional disks in two dimensions with the aim of developing a scaling theory for their diffusion over time. As a function of the area fraction $\phi$ and mean-square velocity fluctuations $\langle v^2\rangle$ the…
We employ the macroscopic fluctuation theory to study fluctuations of integrated current in one-dimensional lattice gases with a step-like initial density profile. We analytically determine the variance of the current fluctuations for a…
The winding number is a concept in complex analysis which has, in the presence of chiral symmetry, a physics interpretation as the topological index belonging to gapped phases of fermions. We study statistical properties of this topological…
We study the effect of single biased tracer particle in a bath of other particles performing the random average process (RAP) on an infinite line. We focus on the large time behavior of the mean and the fluctuations of the positions of the…
Existing deterministic variational inference approaches for diffusion processes use simple proposals and target the marginal density of the posterior. We construct the variational process as a controlled version of the prior process and…
An alternative derivation of Brownian motion is presented. Instead of supplementing the linearized Navier-Stokes equation with a fluctuating force, we directly assume a Gaussian action functional for solvent velocity fluctuations. Solvating…
Simulations are made of a probe particle diffusing through a complex fluid. Probe particle motions are described by the Mori-Zwanzig equation and Mori's orthogonal hierarchy of random forces scheme, subject to the approximation that the…
We introduce a location statistic for distributions on non-linear geometric spaces, the diffusion mean, serving as an extension and an alternative to the Fr\'echet mean. The diffusion mean arises as the generalization of Gaussian maximum…
The standard diffusive spreading, characterized by a Gaussian distribution with mean square displacement that grows linearly with time, can break down, for instance, under the presence of correlations and heterogeneity. In this work, we…
The steady-state behavior of a dilute suspension of self-propelled filaments confined between planar walls subjected to the Couette-flow is reported herein. The effect of hydrodynamics has been taken into account using a mesoscale…
We construct a class of one-dimensional diffusion processes on the particles of branching Brownian motion that are symmetric with respect to the limits of random martingale measures. These measures are associated with the extended extremal…
Modelling spatio-temporal processes has become an important issue in current research. Since Gaussian processes are essentially determined by their second order structure, broad classes of covariance functions are of interest. Here, a new…