Related papers: On the Mixing of Diffusing Particles

We consider a system of independent one-dimensional random walks in a common random environment under the condition that the random walks are transient with positive speed $v_P$. We give upper bounds on the quenched probability that at…

We study analytically a simple random walk model on a one-dimensional lattice, where at each time step the walker resets to the maximum of the already visited positions (to the rightmost visited site) with a probability $r$, and with…

Using both numerical simulations and scaling arguments, we study the behavior of a random walker on a one-dimensional small-world network. For the properties we study, we find that the random walk obeys a characteristic scaling form. These…

Anomalous diffusion is frequently described by scaled Brownian motion (SBM), a Gaussian process with a power-law time dependent diffusion coefficient. Its mean squared displacement is $\langle x^2(t)\rangle\simeq\mathscr{K}(t)t$ with…

The probability of a random walker to return to its starting point in dimensions one and two is unity, a theorem first proven by G. Polya. The recurrence probability -- the probability to be found at the origin at a time t, is a power law…

A fundamental insight in the theory of diffusive random walks is that the mean length of trajectories traversing a finite open system is independent of the details of the diffusion process. Instead, the mean trajectory length depends only…

We study a generalization of the standard trapping problem of random walk theory in which particles move subdiffusively on a one-dimensional lattice. We consider the cases in which the lattice is filled with a one-sided and a two-sided…

We consider $N$ Brownian particles moving on a line starting from initial positions ${\bf{u}}\equiv \{u_1,u_2,\dots u_N\}$ such that $0<u_1 < u_2 < \cdots < u_N$. Their motion gets stopped at time $t_s$ when either two of them collide or…

The effect of introducing a mass dependent diffusion rate ~ m^{-alpha} in a model of coagulation with single-particle break up is studied both analytically and numerically. The model with alpha=0 is known to undergo a nonequilibrium phase…

For fixed $m>1$, we consider $m$ independent $n \times n$ non-Hermitian random matrices $X_1, ..., X_m$ with i.i.d. centered entries with a finite $(2+\eta)$-th moment, $ \eta>0.$ As $n$ tends to infinity, we show that the empirical…

We solve a model of sluggish stochastic motion in which a Brownian particle diffuses with a diffusion coefficient that decays algebraically with the distance to the origin, as $|x|^{-\alpha}$. Additionally, the particle resets with a…

We investigate the probability of observing a given pattern of $n$ rises and falls in a random stationary data series. The data are modelled as a sequence of $n+1$ independent and identically distributed random numbers. This probabilistic…

In this paper, we study the dynamics of a random walker diffusing on a disordered one-dimensional lattice with random trappings. The distribution of escape probabilities is computed exactly for any strength of the disorder. These…

We study the number of distinct sites S_N(t) and common sites W_N(t) visited by N independent one dimensional random walkers, all starting at the origin, after t time steps. We show that these two random variables can be mapped onto extreme…

Let $S_n$ be the set of permutations on $\{1,\,\dots,\,n\}$ and $\pi\in S_n$. Let $\mathrm{d}(\pi)$ be the arithmetic average of $\{|i-\pi(i)|;\;1\le i\le n\}$. Then $\mathrm{d}(\pi)/n\in[0,\,1/2]$, the expected value of $\mathrm{d}(\pi)/n$…

A rapidly increasing number of systems is identified in which the stochastic motion of tracer particles follows the Brownian law $\langle\mathbf{r}^2(t) \rangle\simeq Dt$ yet the distribution of particle displacements is strongly…

Let $(M,d,\mu)$ be a uniformly discrete metric measure space satisfying space homogeneous volume doubling condition. We consider discrete time Markov chains on $M$ symmetric with respect to $\mu$ and whose one-step transition density is…

We study the probability distribution $Q(n,t)$ of $n(t)$, the fraction of spins unflipped till time $t$, in a Ising chain with ferromagnetic interactions. The distribution shows a peak at $n=n_{max}$ and in general is non-Gaussian and…

We consider a single run-and-tumble particle (RTP) moving in one dimension. We assume that the velocity of the particle is drawn independently at each tumbling from a zero-mean Gaussian distribution and that the run times are exponentially…

The propagation of an initially localized excitation in one dimensional incommensurate, quasiperiodic and random systems is investigated numerically. It is discovered that the time evolution of variances $\sigma^2(t)$ of atom displacements…