Related papers: Pfaffian formulae for one dimensional coalescing a…
In this work, we study a particular system of coagulation equations characterized by two values, namely volume $v$ and surface area $a$. Compared to the standard one-dimensional models, this model incorporates additional information about…
This article studies the quasi-stationary behaviour of absorbed one-dimensional diffusions. We obtain necessary and sufficient conditions for the exponential convergence to a unique quasi-stationary distribution in total variation,…
The exact solution for a system with two-particle annihilation and decoagulation has been studied. The spectrum of the Hamiltonian of the system is found. It is shown that the steady state is two-fold degenerate. The average number density…
We derive a self-duality relation for a one-dimensional model of branching and annihilating random walkers with an even number of offsprings. With the duality relation and by deriving exact results in some limiting cases involving fast…
This paper gives a derivation for the large time asymptotics of the $n$-point density function of a system of coalescing Brownian motions on $\bf{R}$.
We consider a system of annihilating particles where particles start from the points of a Poisson process on the line, move at constant i.i.d. speeds symmetrically distributed in {-1,0,+1} and annihilate upon collision. We prove that…
We consider the symplectic induced Ginibre process, which is a Pfaffian point process on the plane. Let $N$ be the number of points. We focus on the almost-circular regime where most of the points lie in a thin annulus $\mathcal{S}_{N}$ of…
We show that the zeros of the random power series with i.i.d. real Gaussian coefficients form a Pfaffian point process. We further show that the product moments for absolute values and signatures of the power series can also be expressed by…
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…
We discuss a reaction-diffusion model in one dimension subjected to an external driving force. Each lattice site may be occupied by at most one particle. The particles hop with asymmetric rates (the sum of which is one) to the right or left…
We introduce a model of self-propelled particles carrying out a Brownian motion with a diffusion coefficient which depends on the local density of particles within a certain finite radius. Numerical simulations show that in a range of…
The generalised eigenvalues for a pair of $N\times N$ matrices $(X_1,X_2)$ are defined as the solutions of the equation $\det (X_1-\lambda X_2)=0$, or equivalently, for $X_2$ invertible, as the eigenvalues of $X_2^{-1}X_1$. We consider…
We study random points on the real line generated by the eigenvalues in unitary invariant random matrix ensembles or by more general repulsive particle systems. As the number of points tends to infinity, we prove convergence of the…
Diffusion-coagulation can be simply described by a dynamic where particles perform a random walk on a lattice and coalesce with probability unity when meeting on the same site. Such processes display non-equilibrium properties with strong…
In order to approximate the exit time of a one-dimensional diffusion process, we propose an algorithm based on a random walk. Such an algorithm was already introduced in both the Brownian context and in the Ornstein-Uhlenbeck context. Here…
We construct a class of one-dimensional diffusion processes on the particles of branching Brownian motion that are symmetric with respect to the limits of random martingale measures. These measures are associated with the extended extremal…
We study asymptotic properties of the system of interacting diffusion particles on the real line which transfer a mass [arXiv:1408.0628]. The system is a natural generalization of the coalescing Brownian motions. The main difference is that…
We investigate a random integral which provides a natural example of an imaginary exponential functional of Brownian motion. This functional shows up in the study of the binary annihilation process, within the Doi-Peliti formalism for…
A class of $d$-dimensional reaction-diffusion models interpolating continuously between the diffusion-coagulation and the diffusion-annihilation models is introduced. Exact relations among the observables of different models are…
Large scale simulations and analytical theory have been combined to obtain the non-equilibrium velocity distribution, $f(v)$, of randomly accelerated particles in suspension. The simulations are based on an event-driven algorithm,…