Related papers: Determinantal process starting from an orthogonal …
Consider Dyson's Hermitian Brownian motion model after a finite time S, where the process is started at N equidistant points on the real line. These N points after time S form a determinantal process and has a limit as N tends to infinity.…
For a class of one-dimensional determinantal point processes including those induced by orthogonal projections with integrable kernels satisfying a growth condition, it is proved that their conditional measures, with respect to the…
We consider Brownian motions with one-sided collisions, meaning that each particle is reflected at its right neighbour. For a finite number of particles a Sch\"{u}tz-type formula is derived for the transition probability. We investigate an…
We numerically simulate the uniform athermal shearing of bidisperse, frictionless, two dimensional spherocylinders and three dimensional prolate ellipsoids. We focus on the orientational ordering of particles as an asphericity parameter…
We introduce seven families of stochastic systems of interacting particles in one-dimension corresponding to the seven families of irreducible reduced affine root systems. We prove that they are determinantal in the sense that all…
Determinantal and permanental processes are point processes with a correlation function given by a determinant or a permanent. Their atoms exhibit mutual attraction of repulsion, thus these processes are very far from the uncorrelated…
In this thesis, branching Brownian motion (BBM) is a random particle system where the particles diffuse on the real line according to Brownian motions and branch at constant rate into a random number of particles with expectation greater…
We consider one-dimensional diffusions, with polynomial drift and diffusion coefficients, so that in particular the motion can be space-inhomogeneous, interacting via one-sided reflections. The prototypical example is the well-known model…
Let $n$ particles move in standard Brownian motion in one dimension, with the process terminating if two particles collide. This is a specific case of Brownian motion constrained to stay inside a Weyl chamber; the Weyl group for this…
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…
We study systems of Brownian particles on the real line, which interact by splitting the local times of collisions among themselves in an asymmetric manner. We prove the strong existence and uniqueness of such processes and identify them…
The Bessel process with parameter $D>1$ and the Dyson model of interacting Brownian motions with coupling constant $\beta >0$ are extended to the processes in which the drift term and the interaction terms are given by the logarithmic…
We study conditions so that the determinantal point process $\Lambda_\phi$ associated to a generalized Fock space defined by a doubling subharmonic weight $\phi$ is almost surely a separated sequence in $\mathbb C$. Under a natural…
Two aspects of noncolliding diffusion processes have been extensively studied. One of them is the fact that they are realized as harmonic Doob transforms of absorbing particle systems in the Weyl chambers. Another aspect is integrability in…
A cyclic random motion at finite velocity with orthogonal directions is considered in the plane and in $\mathbb{R}^3$. We obtain in both cases the explicit conditional distributions of the position of the moving particle when the number of…
Occupation time fluctuation limits of particle systems in R^d with independent motions (symmetric stable Levy process, with or without critical branching) have been studied assuming initial distributions given by Poisson random measures…
Our first result states that the orthogonal and symplectic Bessel processes are rigid in the sense of Ghosh and Peres. Our argument in the Bessel case proceeds by an estimate of the variance of additive statistics in the spirit of Ghosh and…
Determinantal point processes are point processes whose correlation functions are given by determinants of matrices. The entries of these matrices are given by one fixed function of two variables, which is called the kernel of the point…
Dyson's model is a one-dimensional system of Brownian motions with long-range repulsive forces acting between any pair of particles with strength proportional to the inverse of distances with proportionality constant $\beta/2$. We give…
We introduce the boson and the fermion point processes from the elementary quantum mechanical point of view. That is, we consider quantum statistical mechanics of canonical ensemble for a fixed number of particles which obey Bose-Einstein,…