Related papers: Winding of planar gaussian processes
In this paper, we develop a model to describe the generalized wave-particle instability in a quasi-neutral plasma. We analyze the quasi-linear diffusion equation for particles by expressing an arbitrary unstable and resonant wave mode as a…
An exact formula is derived, as an integral, for the mean square winding angle of Brownian motion (that is, diffusion) after time t, around an infinitely long impenetrable cylinder of radius a, having started at radius R(>a) from the axis.…
Diffusion processes are a class of stochastic differential equations (SDEs) providing a rich family of expressive models that arise naturally in dynamic modelling tasks. Probabilistic inference and learning under generative models with…
We revisit the work of Mitter and Newton on an information-theoretic interpretation of Bayes' formula through the Gibbs variational principle. This formulation allowed them to pose nonlinear estimation for diffusion processes as a problem…
We investigate the airborne transport of particles on a granular surface by the saltation mechanism through numerical simulation of particle motion coupled with turbulent flow. We determine the saturated flux $q_{s}$ and show that its…
We probe the diffusive motion of particles in slowly sheared three dimensional granular suspensions. For sufficiently large strains, the particle dynamics exhibits diffusive Gaussian statistics, with the diffusivity proportional to the…
We consider a symmetric matrix-valued Gaussian process $Y^{(n)}=(Y^{(n)}(t);t\ge0)$ and its empirical spectral measure process $\mu^{(n)}=(\mu_{t}^{(n)};t\ge0)$. Under some mild conditions on the covariance function of $Y^{(n)}$, we find an…
A possible mechanism leading to anomalous diffusion is the presence of long-range correlations in time between the displacements of the particles. Fractional Brownian motion, a non-Markovian self-similar Gaussian process with stationary…
We study the late time dynamics of a single active Brownian particle in two dimensions with speed $v_0$ and rotation diffusion constant $D_R$. We show that at late times $t\gg D_R^{-1}$, while the position probability distribution…
We study current fluctuations in a one-dimensional interacting particle system known as the dual smoothing process that is dual to random motions in a Howitt-Warren flow. The Howitt-Warren flow can be regarded as the transition kernels of a…
Particles moving along curved trajectories will diffuse if the curvature fluctuates sufficiently in either magnitude or orientation. We consider particles moving at a constant speed with either a fixed or with a Gaussian distributed…
We study a model of active particles that perform a simple random walk and on top of that have a preferred direction determined by an internal state which is modelled by a stationary Markov process. First we calculate the limiting diffusion…
The specification of a covariance function is of paramount importance when employing Gaussian process models, but the requirement of positive definiteness severely limits those used in practice. Designing flexible stationary covariance…
This paper considers a generalization of Gaussian random field with covariance function of Whittle-Mat$\acute{\text{e}}$rn family. Such a random field can be obtained as the solution to the fractional stochastic differential equation with…
Many records in environmental sciences exhibit asymmetric trajectories and there is a need for simple and tractable models which can reproduce such features. In this paper we explore an approach based on applying both a time change and a…
We analyze the dynamics of particles in two dimensions with constant speed and a stochastic switching angle dynamics defined by a correlated dichotomous Markov process (telegraph noise) plus Gaussian white noise. We study various cases of…
We consider the propagation of flexural waves across a nearly flat, thin membrane, whose stress-free state is curved. The stress-free configuration is specified by a quenched height field, whose Fourier components are drawn from a Gaussian…
We develop diffusion models for time-varying correlation using stochastic processes defined on the unit circle. Specifically, we study Brownian motion on the circle and the von Mises diffusion, and propose their use as continuous-time…
Consider a system of particles evolving as independent and identically distributed (i.i.d.) random walks. Initial fluctuations in the particle density get translated over time with velocity $\vec{v}$, the common mean velocity of the random…
We study the global fluctuations for a class of determinantal point processes coming from large systems of non-colliding processes and non-intersecting paths. Our main assumption is that the point processes are constructed by biorthogonal…