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We introduce and study a noncommutative two-parameter family of noncommutative Brownian motions in the free Fock space. They are associated with Kesten laws and give a continuous interpolation between Brownian motions in free probability…
We develop the kinetic theory of the flux-carrying Brownian motion recently introduced in the context of open quantum systems. This model constitutes an effective description of two-dimensional dissipative particles violating both…
In a celebrated paper, Dyson shows that the spectrum of an n\times n random Hermitian matrix, diffusing according to an Ornstein-Uhlenbeck process, evolves as n noncolliding Brownian motions held together by a drift term. The universal edge…
Individual movements of a rod-like self-propelled particle on a flat substrate are quantified. Biological systems that fit into this description may be the Gram-negative delta-proteobacterium Myxococcus xanthus, Gram-negative bacterium…
We solve the model of N quantum Brownian oscillators linearly coupled to an environment of quantum oscillators at finite temperature, with no extra assumptions about the structure of the system-environment coupling. Using a compact…
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…
In this study, we conduct experimental investigations on the behavior of confined self-propelled particles within a circular arena, employing small commercial robots capable of locomotion, communication, and information processing. These…
Consider a large system of $N$ Brownian motions in $\mathbb{R}^d$ with some non-degenerate initial measure on some fixed time interval $[0,\beta]$ with symmetrised initial-terminal condition. That is, for any $i$, the terminal location of…
Integrability conditions for systems of bosons or fermions with seniority conserving hamiltonians are derived. The conditions are shown to be invariant under a large class of transformations of the interaction matrix elements. Previously…
We present a generalized energy-depot model in which the conversion rate of the internal energy into motion can be dependent on the position and the velocity of a particle. When the conversion rate is a general function of the velocity, the…
Starting with a microscopic (individual-based) Brownian dynamics model of charged particles (ions), its macroscopic description is derived as a system of partial differential equations that govern the evolution of ion concentrations in…
This paper develops the first method for the exact simulation of reflected Brownian motion (RBM) with non-stationary drift and infinitesimal variance. The running time of generating exact samples of non-stationary RBM at any time $t$ is…
We study condensation in several particle systems related to the inclusion process. For an asymmetric one-dimensional version with closed boundary conditions and drift to the right, we show that all but a finite number of particles condense…
The eigenvalue spectrum of the sum of large random matrices that are mutually "free", i.e., randomly rotated, can be obtained using the formalism of R-transforms, with many applications in different fields. We provide a direct…
Dyson's model on interacting Brownian particles is a stochastic dynamics consisting of an infinite amount of particles moving in $ \R $ with a logarithmic pair interaction potential. For this model we will prove that each pair of particles…
We discuss recent advances in developing a mode-coupling theory of the glass transition (MCT) of two-dimensional systems of active Brownian particles (ABP). We specifically discuss the case of a single ABP tracer in a glass-forming passive…
We study a $d$-dimensional branching Brownian motion (BBM) among Poissonian obstacles, where a random trap field in $\mathbb{R}^d$ is created via a Poisson point process. In the soft obstacle model, the trap field consists of a positive…
In this paper, we study a class of stochastic differential equations with additive noise that contains a fractional Brownian motion (fBM) and a Poisson point process of class (QL). The differential equation of this kind is motivated by the…
We derive an exact quantum propagator for nonadiabatic dynamics in multi-state systems using the mapping variable representation, where classical-like Cartesian variables are used to represent both continuous nuclear degrees of freedom and…
As an extension of the theory of Dyson's Brownian motion models for the standard Gaussian random-matrix ensembles, we report a systematic study of hermitian matrix-valued processes and their eigenvalue processes associated with the chiral…