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Consider a d-dimensional Brownian motion in a random potential defined by attaching a nonnegative and polynomially decaying potential around Poisson points. We introduce a repulsive interaction between the Brownian path and the Poisson…

Probability · Mathematics 2013-10-04 Ryoki Fukushima

We present precise moderate deviation probabilities, in both quenched and annealed settings, for a recurrent diffusion process with a Brownian potential. Our method relies on fine tools in stochastic calculus, including Kotani's lemma and…

Probability · Mathematics 2007-05-23 Yueyun Hu , Zhan Shi

We introduce and study the planted directed polymer, in which the path of a random walker is inferred from noisy 'images' accumulated at each timestep. Formulated as a nonlinear problem of Bayesian inference for a hidden Markov model, this…

Statistical Mechanics · Physics 2025-02-21 Sun Woo P. Kim , Austen Lamacraft

Let $\{X_n\}_{n\in\mathbb{N}}$ be a sequence of i.i.d. random variables in $\mathbb{Z}^d$. Let $S_k=X_1+...+X_k$ and $Y_n(t)$ be the continuous process on $[0,1]$ for which $Y_n(k/n)=S_k/\sqrt{n}$ $k=1,...,n$ and which is linearly…

Probability · Mathematics 2010-09-06 Zsolt Pajor-Gyulai , Domokos Szász

We derive sub-Gaussian bounds for the annealed transition density of the simple random walk on a high-dimensional loop-erased random walk. The walk dimension that appears in these is the exponent governing the space-time scaling of the…

Probability · Mathematics 2023-12-18 David A. Croydon , Daisuke Shiraishi , Satomi Watanabe

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.…

Statistical Mechanics · Physics 2007-05-23 M. Katori , H. Tanemura

We show that incompressible polar active fluids can exhibit an ordered, coherently moving phase even in the presence of quenched disorder in two dimensions. Unlike such active fluids with annealed (i.e., time-dependent) disorder only, which…

Soft Condensed Matter · Physics 2022-11-04 Leiming Chen , Chiu Fan Lee , Ananyo Maitra , John Toner

For a random walk in a uniformly elliptic and i.i.d. environment on $\mathbb Z^d$ with $d \geq 4$, we show that the quenched and annealed large deviations rate functions agree on any compact set contained in the boundary $\partial…

Probability · Mathematics 2021-02-02 Rodrigo Bazaes , Chiranjib Mukherjee , Alejandro Ramírez , Santiago Saglietti

We study a heteropolymer model with random contact interactions introduced some time ago as a simplified model for proteins. The model consists of self-avoiding walks on the simple cubic lattice, with contact interactions between nearest…

Soft Condensed Matter · Physics 2009-10-31 Ugo Bastolla , Peter Grassberger

Consider the dynamic environment governed by a Poissonian field of independent particles evolving as simple random walks on $\mathbb{Z}^d$. The random walk on random walks model refers to a particular stochastic process on $\mathbb{Z}^d$…

Probability · Mathematics 2024-11-22 Stein Andreas Bethuelsen , Florian Völlering

We investigate a diffusive motion of a system of interacting Brownian particles in quasi-one-dimensional micropores. In particular, we consider a semi-infinite 1D geometry with a partially absorbing boundary and the hard-core inter-particle…

Statistical Mechanics · Physics 2012-03-06 Artem Ryabov , Petr Chvosta

We establish via a probabilistic approach the quenched invariance principle for a class of long range random walks in independent (but not necessarily identically distributed) balanced random environments, with the transition probability…

Probability · Mathematics 2020-10-27 Xin Chen , Zhen-Qing Chen , Takashi Kumagai , Jian Wang

We study the directed polymer model in a bounded environment with bond disorder and show that, in the interior of the weak disorder phase, weak disorder continues to hold upon perturbation by a small bias. Using this stability result, we…

Probability · Mathematics 2023-07-11 Stefan Junk

In this paper, a comprehensive examination of the temperature- and bias-dependent diffusion regimes of underdamped Brownian particles is presented. A temperature threshold for a transition between anomalous and normal diffusive behaviors is…

Statistical Mechanics · Physics 2021-11-16 Trey Jiron , Marygrace Prinster , Jarrod Schiffbauer

We study the quenched behaviour of a perturbed version of the simple symmetric random walk on the set of integers. The random walker moves symmetrically with an exception of some randomly chosen sites where we impose a random drift. We show…

Probability · Mathematics 2023-01-03 Dariusz Buraczewski , Piotr Dyszewski , Alicja Kołodziejska

We consider a quantum particle (walker) on a line who coherently chooses to jump to the left or right depending on the result of toss of a quantum coin. The lengths of the jumps are considered to be independent and identically distributed…

Quantum Physics · Physics 2019-04-26 Sreetama Das , Shiladitya Mal , Aditi Sen De , Ujjwal Sen

We use an off - lattice bead - spring model of a self - avoiding polymer chain immersed in a 3-dimensional quenched random medium to study chain dynamics by means of a Monte - Carlo (MC) simulation. The chain center of mass mean-squared…

Soft Condensed Matter · Physics 2007-05-23 A. Milchev , V. G. Rostiashvili , T. A. Vilgis

Polymer translocation in three dimensions out of planar confinements is studied in this paper. Three membranes are located at $z=-h$, $z=0$ and $z=h_1$. These membranes are impenetrable, except for the middle one at $z=0$, which has a…

Soft Condensed Matter · Physics 2008-01-29 Debabrata Panja , Gerard T. Barkema , Robin C. Ball

Self-assembled linear structures like giant cylindrical micelles or discotic molecules in solution stacked in flexible columns are systems reminiscent of polydisperse polymer solutions.These supramolecular polymers have an equilibrium…

Soft Condensed Matter · Physics 2015-06-25 C-C Huang , H. Xu , F. Crevel , J. Wittmer , J. -P. Ryckaert

The free energy of quenched disordered systems is bounded above by the free energy of the corresponding annealed system. This bound may be improved by applying the annealing procedure, which is just Jensen inequality, after having modified…

Probability · Mathematics 2007-05-23 Francesco Caravenna , Giambattista Giacomin
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