Related papers: A graph-based equilibrium problem for the limiting…
We consider n non-intersecting Brownian motions with two fixed starting positions and two fixed ending positions in the large n limit. We show that in case of 'large separation' between the endpoints, the particles are asymptotically…
Consider n non-intersecting Brownian motions on $\mathbb{R}$, depending on time $t \in [0,1]$, with $m_i$ particles forced to leave from $a_i$ at time $t=0$, $1\leq i\leq q$, and $n_j$ particles forced to end up at $b_j$ at time $t=1$,…
We consider n one-dimensional Brownian motions, such that n/2 Brownian motions start at time t=0 in the starting point a and end at time t=1 in the endpoint b and the other n/2 Brownian motions start at time t=0 at the point -a and end at…
We study a model of $n$ one-dimensional non-intersecting Brownian motions with two prescribed starting points at time $t=0$ and two prescribed ending points at time $t=1$ in a critical regime where the paths fill two tangent ellipses in the…
We study a model of $ N $ mutually repellent Brownian motions under confinement to stay in some bounded region of space. Our model is defined in terms of a transformed path measure under a trap Hamiltonian, which prevents the motions from…
We study systems of interacting Brownian particles in one dimension constructed as the diffusion scaling limits of Fisher's vicious walk models. We define two types of nonintersecting Brownian motions, in which we impose no condition (resp.…
We prove that the random empirical measure of appropriately rescaled particle trajectories of the interchange process on path graphs converges weakly to the deterministic measure of stationary Brownian motion on the unit interval. This is a…
We study a simple microscopic model for the one-dimensional stochastic motion of a (non)relativistic Brownian particle, embedded into a heat bath consisting of (non)relativistic particles. The stationary momentum distributions are…
We consider a discrete-time TASEP, where each particle jumps according to Bernoulli random variables with particle-dependent and time-inhomogeneous parameters. We use the combinatorics of the Robinson-Schensted-Knuth correspondence and…
We consider finite collections of $N$ non-intersecting Brownian paths on the line and on the half-line with both absorbing and reflecting boundary conditions (corresponding to Brownian excursions and reflected Brownian motions) and compute…
We study the overlap distribution of two particles chosen under the Gibbs measure at two temperatures for the branching Brownian motion. We first prove the convergence of the overlap distribution using the extended convergence of the…
We study the distribution of the maximal height of the outermost path in the model of $N$ nonintersecting Brownian motions on the half-line as $N\to \infty$, showing that it converges in the proper scaling to the Tracy-Widom distribution…
Consider a time-varying collection of n points on the positive real axis, modeled as exponentials of n Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. If…
We analyze the microscopic model of quantum Brownian motion, describing a Brownian particle interacting with a bosonic bath through a coupling which is linear in the creation and annihilation operators of the bath, but may be a nonlinear…
Diffusion of small particles is omnipresent in a plentiful number of processes occurring in Nature. As such, it is widely studied and exerted in almost all branches of sciences. It constitutes such a broad and often rather complex subject…
We present a new and relatively elementary method for studying the solution of the initial-value problem for dispersive linear and integrable equations in the large-$t$ limit, based on a generalization of steepest descent techniques for…
Our Recent advancements in stochastic processes have illuminated a paradox associated with the Einstein model of Brownian motion. The model predicts an infinite propagation speed, conflicting with the second law of thermodynamics. The…
We consider a model of $n$ non-intersecting squared Bessel processes with one starting point $a>0$ at time t=0 and one ending point $b>0$ at time $t=T$. After proper scaling, the paths fill out a region in the $tx$-plane. Depending on the…
We consider a generic system operating under non-equilibrium conditions. Explicitly, we consider an inertial classical Brownian particle dwelling a periodic structure with a spatially broken reflection symmetry. The particle is coupled to a…
The dynamics of temperature fluctuations of a gas of Brownian particles in local equilibrium with a nonequilibrium heat bath, are described using an approach consistent with Boltzmann-Gibbs statistics (BG). We use mesoscopic nonequilibrium…