Related papers: On the time schedule of Brownian Flights
We present results for the ordered sequence of first passage times of arrival of N random walkers at a boundary in Euclidean spaces of d dimensions.
We have studied the time lags between commercial line airplane disasters and their occurrence frequency till 2002, as obtained from a freely available website. We show that the time lags seem to be well described by Poisson random events,…
The time spent by an interacting Brownian molecule inside a bounded microdomain has many applications in cellular biology, because the number of bounds is a quantitative signal, which can initiate a cascade of chemical reactions and thus…
We determine how long a diffusing particle spends in a given spatial range before it dies at an absorbing boundary. In one dimension, for a particle that starts at $x_0$ and is absorbed at $x=0$, the average residence time in the range…
The one-dimensional overdamped Brownian motion in a symmetric periodic potential modulated by external time-reversible noise is analyzed. The calculation of the effective diffusion coefficient is reduced to the mean first passage time…
Near-boundary Brownian motion is a classic hydrodynamic problem of great importance in a variety of fields, from biophysics to micro-/nanofluidics. However, due to challenges in experimental measurements of near-boundary dynamics, the…
We show that the distribution of times for a diffusing particle to first hit an absorber is \emph{independent} of the direction of an external flow field, when we condition on the event that the particle reaches the target for flow away…
We present a model of anomalous diffusion consisting of an ensemble of particles undergoing homogeneous Brownian motion except for confinement by randomly placed reflecting boundaries. For power-law distributed compartment sizes, we…
In this work, we focus on the behavior of a single passive Brownian particle in a suspension of passive particles with short-range repulsive interactions and a larger self-diffusion coefficient. While the forces affecting the…
Event-by-event measured arrival time distributions of Extensive Air Shower (EAS) muons are affected and distorted by various interrelated effects which originate from the time resolution of the timing detectors, from fluctuations of the…
In this paper we consider non-intersecting Brownian bridges, under fairly general upper and lower boundaries, and starting and ending data. Under the assumption that these boundary data induce a smooth limit shape (without empty facets), we…
We analyze the mean squared displacement of a Brownian particle in a medium with a spatially varying local diffusivity which is assumed to be periodic. When the system is asymptotically diffusive the mean squared displacement,…
We study the Brownian motion of a charged colloid, confined between two charged walls, for small separation between the colloid and the walls. The system is embedded in an ionic solution. The combined effect of electrostatic repulsion and…
For a time-homogeneous, one-dimensional diffusion process $X(t),$ we investigate the distribution of the first instant, after a given time $r,$ at which $X(t)$ exceeds its maximum on the interval $[0,r],$ generalizing a result of…
We consider the motion of a Brownian particle in $\mathbb{R}$, moving between a particle fixed at the origin and another moving deterministically away at slow speed $\epsilon>0$. The middle particle interacts with its neighbours via a…
We investigate the statistics of encounters of a diffusing particle with different subsets of the boundary of a confining domain. The encounters with each subset are characterized by the boundary local time on that subset. We extend a…
We study the diffusion of massive particles in the space time of an Abelian Higgs string. The particles in the early universe plasma execute Brownian motion. This motion of the particles is modeled as a two dimensional random walk in the…
Brownian systems are characterized by spatiotemporal disorder, which arises from the erratic motion of particles driven by thermal fluctuations. When light interacts with such systems, it typically produces unpolarized and uncorrelated…
The first-passage-time problem for a Brownian motion with alternating infinitesimal moments through a constant boundary is considered under the assumption that the time intervals between consecutive changes of these moments are described by…
When a flux of Brownian particles is injected in a narrow window located on the surface of a bounded domain, these particles diffuse and can eventually escape through a cluster of narrow windows. At steady-state, we compute asymptotically…