Related papers: Noncolliding Squared Bessel Processes
We consider Bose-Einstein condensation of noninteracting homogeneous three-dimensional gas in canonical ensemble when both particle number $N$ and total momentum $\mathbf{P}$ of all particles are fixed. Using the saddle point method, we…
The bead process is the particle system defined on parallel lines, with underlying measure giving constant weight to all configurations in which particles on neighbouring lines interlace, and zero weight otherwise. Motivated by the…
We consider a generalization of the Schur process in which a partition evolves from the empty partition into an arbitrary fixed final partition. We obtain a double integral representation of the correlation kernel. For a special final…
A recent framework of quantum theory with no global causal order predicts the existence of "causally nonseparable" processes. Some of these processes produce correlations incompatible with any causal order (they violate so-called "causal…
Random arrangements of points in the plane, interacting only through a simple hard core exclusion, are considered. An intensity parameter controls the average density of arrangements, in analogy with the Poisson point process. It is proved…
We study a particle system naturally associated to the $2$-dimensional Keller-Segel equation. It consists of $N$ Brownian particles in the plane, interacting through a binary attraction in $\theta/(Nr)$, where $r$ stands for the distance…
The Bessel process models the local eigenvalue statistics near $0$ of certain large positive definite matrices. In this work, we consider the probability \begin{align*} \mathbb{P}\Big( \mbox{there are no points in the Bessel process on }…
We discuss several examples of point processes (all taken from Hough, Krishnapur, Peres, Vir\'ag (2009)) for which the autocorrelation and diffraction measures can be calculated explicitly. These include certain classes of determinantal and…
We study a one-dimensional gas of $N$ Brownian particles that diffuse independently but are simultaneously reset whenever any of them reaches a fixed threshold located at $L > 0$. For any $N > 2$, the system reaches a non-equilibrium…
We consider non-colliding Brownian motions with two starting points and two endpoints. The points are chosen so that the two groups of Brownian motions just touch each other, a situation that is referred to as a tacnode. The extended kernel…
We consider a particle moving in one dimension, its velocity being a reversible diffusion process, with constant diffusion coefficient, of which the invariant measure behaves like $(1+|v|)^{-\beta}$ for some $\beta>0$. We prove that, under…
A new stochastic process is introduced and considered - squared Bessel process with special stochastic time. The analogues of fundamental properties for Brownian motion are deduced for squared Bessel process. In particular an analogue of…
We consider the noncolliding Brownian motion (BM) with $N$ particles starting from the eigenvalue distribution of Gaussian unitary ensemble (GUE) of $N \times N$ Hermitian random matrices with variance $\sigma^2$. We prove that this process…
We consider the mass-dependent aggregation process (k+1)X -> X, given a fixed number of unit mass particles in the initial state. One cluster is chosen proportional to its mass and is merged into one either with k-neighbors in one…
We investigate the thermodynamic limit of the circular long-range Riesz gas, a system of particles interacting pairwise through an inverse power kernel. We show that after rescaling, so that the typical spacing of particles is of order $1$,…
We consider the Gibbs measure of a general interacting particle system for a certain class of ``weakly interacting" kernels. In particular, we show that the local point process converges to a Poisson point process as long as the inverse…
The third part of the paper concludes the proof of the main result --- the description of the ergodic decomposition of infinite Pickrell measures. First it is shown that the scaling limit of radial parts of finite-dimensional infinite…
We prove two equilibrium properties of a system of interacting atoms in three or higher dimensional continuous space. (i) If the particles interact via pair potentials of a nonnegative Fourier transform, their self-organization into…
We present a solution to a problem suggested by Philippe Biane: We prove that a certain Plancherel-type probability distribution on partitions converges, as partitions get large, to a new determinantal random point process on the set…
The point process of vertices of an iteration infinitely divisible or more specifically of an iteration stable random tessellation in the Euclidean plane is considered. We explicitly determine its covariance measure and its pair-correlation…