Related papers: Winding of planar gaussian processes
We study the diffusion of particles confined close to a single wall and in double-wall planar channel geometries where the local diffusivities depend on the distance to the boundaries. Displacement parallel to the walls is Brownian as…
We analyze the frictionless motion of a point-like particle that slides under gravity on an inverted conical surface. This motion is studied for arbitrary initial conditions and a general relation, valid within 13%, between the periods of…
Countless processes in nature and industry, from rain droplet nucleation to plankton interaction in the ocean, are intimately related to turbulent fluctuations of local concentrations of advected matter. These fluctuations can be described…
We suggest a governing equation which describes the process of polymer chain translocation through a narrow pore and reconciles the seemingly contradictory features of such dynamics: (i) a Gaussian probability distribution of the…
We present an experimental study of the mixing processes in a gravity current flowing on an inclined plane. The turbulent transport of momentum and density can be described in a very direct and compact form by a Prandtl mixing length model:…
Dynamics of the particle phase in a particle laden turbulent flow is highly influenced by the fluctuating velocity and vorticity field of the fluid phase. The present work mainly focuses on exploring the possibility of applying a Langevin…
In recent years, several experiments highlighted a new type of diffusion anomaly, which was called Brownian yet non-Gaussian diffusion. In systems displaying this behavior, the mean squared displacement of the diffusing particles grows…
The variance and fractional variance on a fixed time window (variously known as "rms percent" or "modulation index") are commonly used to characterize the variability of astronomical sources. We summarize properties of this statistic for a…
We consider a two-dimensional diffusion process in a two-layered plane, governed by distinct covariance matrices in the upper and lower half-planes and by two drift vectors pointed away from the $x$-axis. We first analyze the case where the…
We investigate the properties of a model of granular matter consisting of $N$ Brownian particles on a line subject to inelastic mutual collisions. This model displays a genuine thermodynamic limit for the mean values of the energy and the…
We study the motion of an inertial particle in a fractional Gaussian random field. The motion of the particle is described by Newton's second law, where the force is proportional to the difference between a background fluid velocity and the…
Intermittency in fluid turbulence can be emphasized through the analysis of Probability Distribution Functions (PDF) for velocity fluctuations, which display a strong non-gaussian behavior at small scales. Castaing et al. (1990) have…
A diffusion process for charge distributions in a phase space is examined. The corresponding charge moves in a force field and under an action of a random field. There are the diffusion motions for coordinates and for momenta. In our model,…
We consider the equilibrium surface of the Random Average Process started from an inclined plane, as seen from the height of the origin, obtained in [Ferrari & Fontes, 1998], where its fluctuations were shown to be of order of the square…
We consider a system of diffusing particles on the real line in a quadratic external potential and with repulsive electrostatic interaction. The empirical measure process is known to converge weakly to a deterministic measure-valued process…
Optical tweezers setup is often used to probe the motion of individual tracer particle, which promotes the study of relaxation dynamics of a generic process confined in a harmonic potential. We uncover the dependence of ensemble- and…
The paper characterizes uniform convergence rate for general classes of wavelet expansions of stationary Gaussian random processes. The convergence in probability is considered.
Of stochastic differential equations, diffusion processes have been adopted in numerous applications, as more relevant and flexible models. This paper studies diffusion processes in a different setting, where for a given stationary…
We study a scenario under which variable step random walks give anomalous statistics. We begin by analyzing the Martingale Central Limit Theorem to find a sufficient condition for the limit distribution to be non-Gaussian. We note that the…
We consider a random process $Y(t)=\exp\{X(t)\}$, where $X(t)$ is a centered second-order process which correlation function $R(t,s)$ can be represented as $\int_{\mathbb{R}} u(t,y)\overline{u(s,y)} dy.$ A multiplicative wavelet-based…