Related papers: Noncolliding Squared Bessel Processes
Suppose that a point-like steady source at $x=0$ injects particles into a half-infinite line. The particles diffuse and die. At long times a non-equilibrium steady state sets in, and we assume that it involves many particles. If the…
We consider systems of Brownian particles in the space of positive definite matrices, which evolve independently apart from some simple interactions. We give examples of such processes which have an integrable structure. These are related…
We address a fundamental issue in the nonparametric inference for systems of interacting particles: the identifiability of the interaction functions. We prove that the interaction functions are identifiable for a class of first-order…
We introduce seven families of stochastic systems of interacting particles in one-dimension corresponding to the seven families of irreducible reduced affine root systems. We prove that they are determinantal in the sense that all…
We show under which conditions a particle scatters coherently on a multi-particles system, working in the non relativistic framework. In a nutshell, in order to have coherent scattering, the incident particle has to not resolve the internal…
Jorgensen and Pedersen have proven that a certain fractal measure $\nu$ has no infinite set of complex exponentials which form an orthonormal set in $L^2(\nu)$. We prove that any fractal measure $\mu$ obtained from an affine iterated…
Causal reasoning is essential to science, yet quantum theory challenges it. Quantum correlations violating Bell inequalities defy satisfactory causal explanations within the framework of classical causal models. What is more, a theory…
The symmetric simple exclusion process (SEP), where diffusive particles cannot overtake each other, is a paradigmatic model of transport in the single-file geometry. In this model, the study of currents has attracted a lot of attention, but…
The main result of this paper, Theorem 1.5, establishes a conjecture of Lyons and Peres: for a determinantal point process governed by a reproducing kernel, the system of kernels sampled at the particles of a random configuration is…
Highly oscillatory integrals, such as those involving Bessel functions, are best evaluated analytically as much as possible, as numerical errors can be difficult to control. We investigate indefinite integrals involving monomials in $x$…
In this paper we consider a one-dimensional nonlocal interaction equation with quadratic porous-medium type diffusion in which the interaction kernels are attractive, nonnegative, and integrable on the real line. Earlier results in the…
Non-reciprocal interactions are a generic feature of non-equilibrium systems. We define a non-reciprocal generalization of the kinetic Ising model in one spatial dimension. We solve the model exactly using two different approaches for…
We investigate the one-dimensional Keller-Segel model where the diffusion is replaced by a non-local operator, namely the fractional diffusion with exponent $0<\alpha\leq 2$. We prove some features related to the classical two-dimensional…
We define a continuum percolation model that provides a collection of random ellipses on the plane and study the behavior of the covered set and the vacant set, the one obtained by removing all ellipses. Our model generalizes a construction…
The quantum correlations of $N$ noninteracting spinless fermions in their ground state can be expressed in terms of a two-point function called the kernel. Here we develop a general and compact method for computing the kernel in a general…
For reaction-diffusion processes without exclusion, in which the particles can exist in the same site of a one-dimensional lattice, we study all the integrable models which can be obtained by imposing a boundary condition on the master…
This paper concerns the first passage times of Bessel processes to a point on the positive real line. We are interested in the case when the process starts at a position on its right and compute the densities of the distributions of the…
We consider entanglement in a system of fixed number of identical particles. Since any operation should be symmetrized over all the identical particles and there is the precondition that the spatial wave functions overlap, the meaning of…
We present a novel computational framework for diffusive-reactive systems that satisfies the non-negative constraint and maximum principles on general computational grids. The governing equations for the concentration of reactants and…
Multivariate Bessel processes $(X_{t,k})_{t\ge0}$ describe interacting particle systems of Calogero-Moser-Sutherland type and are related with $\beta$-Hermite and $\beta$-Laguerre ensembles. They depend on a root system and a multiplicity…