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Related papers: Brownian motion in a truncated Weyl chamber

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In this paper we consider the persistence properties of random processes in Brownian scenery, which are examples of non-Markovian and non-Gaussian processes. More precisely we study the asymptotic behaviour for large $T$, of the probability…

Probability · Mathematics 2015-02-25 Fabienne Castell , Nadine Guillotin-Plantard , Frederique Watbled

Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…

Statistical Mechanics · Physics 2018-02-21 Alexander H. O. Wada , Thomas Vojta

We analyze the dynamics of a Brownian gas in contact with a heat bath in which large temperature fluctuations occur. There are two distinct time scales present, one describes the decay of the fluctuations in the temperature and the other…

Statistical Mechanics · Physics 2009-11-11 I. Santamaria-Holek , R. F. Rodriguez

The gaps between the times, in a Weyl chamber, at which the sum of the increments of independent Brownian motions attains its maximum has a Dirichlet distribution.

Probability · Mathematics 2017-10-13 Christian Houdré , Trevis J. Litherland

We present an exact solution for the probability density function $P(\tau=t_{\min}-t_{\max}|T)$ of the time-difference between the minimum and the maximum of a one-dimensional Brownian motion of duration $T$. We then generalise our results…

Statistical Mechanics · Physics 2020-04-20 Francesco Mori , Satya N. Majumdar , Gregory Schehr

We consider a branching particle system where each particle moves as an independent Brownian motion and breeds at a rate proportional to its distance from the origin raised to the power $p$, for $p\in[0,2)$. The asymptotic behaviour of the…

Probability · Mathematics 2014-02-24 Julien Berestycki , Éric Brunet , John W. Harris , Simon C. Harris , Matthew I. Roberts

The approach to the theory of a relativistic random process is considered by the path integral method as Brownian motion taking into account the boundedness of speed. An attempt was made to build a relativistic analogue of the Wiener…

General Relativity and Quantum Cosmology · Physics 2024-05-30 E. A. Kurianovich , A. I. Mikhailov , I. V. Volovich

In this work we establish a link between two different phenomena that were studied in a large and growing number of biological, composite and soft media: the diffusion in compartmentalized environment and the Brownian yet non-Gaussian…

Statistical Mechanics · Physics 2020-08-05 Jakub Ślęzak , Stanislav Burov

Our object is to formulate and analyze a physically plausible and mathematically sound model to better understand the phenomenon of clumping in colloid dispersions. Our model is stochastic but rigorously derived from a deterministic setup…

Materials Science · Physics 2009-09-29 Peter. Kotelenez , Marshall J. Leitman , J. Adin Mann

We discuss the two-dimensional motion of a Brownian particle that is confined to a harmonic trap and driven by a shear flow. The surrounding medium induces memory effects modelled by a linear, typically nonreciprocal coupling of the…

Statistical Mechanics · Physics 2024-04-26 Lea Fernandez , Siegfried Hess , Sabine H. L. Klapp

Let B_1,B_2, ... be independent one-dimensional Brownian motions defined over the whole real line such that B_i(0)=0. We consider the nth iterated Brownian motion W_n(t)= B_n(B_{n-1}(...(B_2(B_1(t)))...)). Although the sequences of…

Probability · Mathematics 2011-12-19 Nicolas Curien , Takis Konstantopoulos

We present an exact solution for one-dimensional overdamped dynamics near a hard wall, allowing us to connect steady-state distributions under confinement with the extreme value statistics of unconfined stochastic processes. This mapping…

Statistical Mechanics · Physics 2024-11-05 Thibaut Arnoulx de Pirey

For refracted skew Brownian motion (skew Brownian motion with two-valued drift), adopting a perturbation approach we find expressions of its potential densities. As applications, we recover its transition density and study its long-time…

Probability · Mathematics 2025-04-08 Zaniar Ahmadi , Xiaowen Zhou

Variational perturbation theory is used to determine the decay rates of metastable states across a cubic barrier of arbitrary height. For high barriers, a variational resummation procedure is applied to the complex energy eigenvalues…

Quantum Physics · Physics 2016-08-15 H. Kleinert , I. Mustapic

We consider processes which have the distribution of standard Brownian motion (in the forward direction of time) starting from random points on the trajectory which accumulate at $-\infty$. We show that these processes do not have to have…

Probability · Mathematics 2013-04-01 Krzysztof Burdzy , Michael Scheutzow

We study the one-dimensional motion of a Brownian particle inside a confinement described by two reactive boundaries which can partially reflect or absorb the particle. Understanding the effects of such boundaries is important in physics,…

Statistical Mechanics · Physics 2021-03-30 Arnab Pal , Isaac Pérez Castillo , Anupam Kundu

We study a Schilder-type large deviation principle for sticky-reflected Brownian motion with boundary diffusion, both at the static and sample path level in the short-time limit. A sharp transition for the rate function occurs, depending on…

Analysis of PDEs · Mathematics 2025-01-22 Jean-Baptiste Casteras , Leonard Monsaingeon , Luca Nenna

Activity significantly enhances the escape rate of a Brownian particle over a potential barrier. Whereas constant activity has been extensively studied in the past, little is known about the effect of time-dependent activity on the escape…

Soft Condensed Matter · Physics 2019-07-10 A. Scacchi , J. M. Brader , A. Sharma

We study a $d$-dimensional random walk with zero mean and finite variance in the Weyl chambers of type C and D. Under optimal moment assumptions we construct positive harmonic functions for random walks killed on exiting Weyl chambers. We…

Probability · Mathematics 2025-10-28 Denis Denisov , Will FitzGerald , Kaiyuan Zhang

In this article, we study the extremal processes of branching Brownian motions conditioned on having an unusually large maximum. The limiting point measures form a one-parameter family and are the decoration point measures in the extremal…

Probability · Mathematics 2020-09-01 Julien Berestycki , Éric Brunet , Aser Cortines , Bastien Mallein