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We consider n-point sticky Brownian motions: a family of n diffusions that evolve as independent Brownian motions when they are apart, and interact locally so that the set of coincidence times has positive Lebesgue measure with positive…

Probability · Mathematics 2020-10-09 Guillaume Barraquand , Mark Rychnovsky

In order to clarify how the percolation theory governs the conductivities in real materials which consist of small conductive particles, e.g., nanoparticles, with random configurations in an insulator, we numerically investigate the…

Materials Science · Physics 2012-07-06 Shigeki Matsutani , Yoshiyuki Shimosako , Yunhong Wang

Directed polymers in random media are studied using results of the asymptotic theory of extreme statistics. Despite the strong correlation, one can recover the behavior of independent random variables for high dimensions, using a result…

Condensed Matter · Physics 2008-02-03 Matteo Marsili

We study the probability that two directed polymers in the same random potential do not intersect. We use the replica method to map the problem onto the attractive Lieb-Liniger model with generalized statistics between particles. We obtain…

Disordered Systems and Neural Networks · Physics 2016-05-03 Andrea De Luca , Pierre Le Doussal

Consider directed polymers in a random environment on the complete graph of size $N$. This model can be formulated as a product of i.i.d. $N\times N$ random matrices and its large time asymptotics is captured by Lyapunov exponents and the…

Probability · Mathematics 2018-01-22 Francis Comets , Gregorio R. Moreno Flores , Alejandro F. Ramirez

In this paper, a generalized Brownian motion model has been applied to describe the relative particle dispersion problem in more realistic turbulent flows. The fluctuating pressure forces acting on a fluid particle are taken to be a colored…

Fluid Dynamics · Physics 2015-08-07 Bhimsen Shivamoggi

We consider certain noncolliding interacting particle systems driven by Brownian noise. A key example is drifted Brownian motions conditioned not to intersect and related models of eigenvalues of Hermitian random matrices. We establish…

Probability · Mathematics 2026-04-14 Mustazee Rahman

The fluctuation-dissipation theorem describes the intimate connection between the Brownian diffusion of thermal particles and their drag coefficients. In the simple case of spherical particles, it takes the form of the Stokes-Einstein…

We consider a general discrete model for heterogeneous semiflexible polymer chains. Both the thermal noise and the inhomogeneous character of the chain (the disorder) are modeled in terms of random rotations. We focus on the quenched…

Probability · Mathematics 2008-12-20 Francesco Caravenna , Giambattista Giacomin , Massimiliano Gubinelli

This paper describes directed polymer on general time-correlated random field. Law of large numbers, existence and smoothness of limiting free energies are proved at all temperature. We also display the delocalized-localized transition, via…

Probability · Mathematics 2024-12-20 Jiaming Chen

A law of the iterated logarithm is established for the last passage times of directed percolation on rectangles in the plane over exponential or geometric independent random variables, rescaled to converge to the Tracy-Widom distribution.…

Probability · Mathematics 2016-10-07 Michel Ledoux

We study the Busemann process and competition interfaces of the planar directed polymer model with i.i.d.\ weights on the vertices of the planar square lattice, in both the general case and the solvable inverse-gamma case. We prove new…

Probability · Mathematics 2025-04-11 Erik Bates , Wai-Tong Louis Fan , Timo Seppäläinen

In active Brownian motion, an internal propulsion mechanism interacts with translational and rotational thermal noise and other internal fluctuations to produce directed motion. We derive the distribution of its extreme fluctuations and…

Statistical Mechanics · Physics 2016-05-04 Patrick Pietzonka , Kevin Kleinbeck , Udo Seifert

We study the directed polymer model in a bounded environment with bond disorder and show that, in the interior of the weak disorder phase, weak disorder continues to hold upon perturbation by a small bias. Using this stability result, we…

Probability · Mathematics 2023-07-11 Stefan Junk

We study the conformation and dynamics of a single polymer chain that is pulled by a constant force applied at its one end with the other end free. Such a situation is relevant to the growing technology of manipulating individual…

Soft Condensed Matter · Physics 2015-06-04 Takahiro Sakaue , Takuya Saito , Hirofumi Wada

We study a model of directed polymers in random environment in dimension $1+d$, given by a Brownian motion in a Poissonian potential. We study the effect of the density and the strength of inhomogeneities, respectively the intensity…

Probability · Mathematics 2016-01-25 Francis Comets , Nobuo Yoshida

We consider the model of a directed polymer in a random environment defined on the infinite cluster of supercritical Bernoulli bond percolation in dimensions $d \geq 3$. For this model, it was proved in arXiv:2205.06206 that for almost…

Probability · Mathematics 2025-10-29 Francesca Cottini , Maximilian Nitzschner

We consider a discrete version of the Atlas model, which corresponds to a sequence of zero-range processes on a semi-infinite line, with a source at the origin and a diverging density of particles. We show that the equilibrium fluctuations…

Probability · Mathematics 2015-07-20 F. Hernández , M. Jara , Fabio J. Valentim

Motivated by discrete directed polymers in one space and one time dimension, we construct a continuum directed random polymer that is modeled by a continuous path interacting with a space-time white noise. The strength of the interaction is…

Probability · Mathematics 2015-06-04 Tom Alberts , Konstantin Khanin , Jeremy Quastel

In this paper, we study the free energy of the directed polymer on a cylinder of radius $L$ with the inverse temperature $\beta$. Assuming the random environment is given by a Gaussian process that is white in time and smooth in space, with…

Probability · Mathematics 2023-02-13 Éric Brunet , Yu Gu , Tomasz Komorowski
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