Related papers: On Lundh's percolation difussion
Anomalous diffusion is an established phenomenon but still a theoretical challenge in non-equilibrium statistical mechanics. Physical models are built incrementally, and the most recent and most general family is based on the fractional…
Diffusion of a particle passing over the saddle point of a two-dimensional quadratic potential is studied via a set of coupled Langevin equations and the expression for the passing probability is obtained exactly. The passing probability is…
Consider a chaotic dynamical system generating Brownian motion-like diffusion. Consider a second, non-chaotic system in which all particles localize. Let a particle experience a random combination of both systems by sampling between them in…
The distribution of radiation is investigated for the modeless laser having a multilobe mirror with the lobes (planes) inclined by small angles to optical axis. It is shown that change of the direction resulting from many passages of a ray…
In vivo measurements of the passive movements of biomolecules or vesicles in cells consistently report ''anomalous diffusion'', where mean-squared displacements scale as a power law of time with exponent $\alpha< 1$ (subdiffusion). While…
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…
We consider percolation on the Voronoi tessellation generated by a homogeneous Poisson point process on the hyperbolic plane. We show that the critical probability for the existence of an infinite cluster is asymptotically equal to $\pi…
Consider n non-intersecting particles on the real line (Dyson Brownian motions), all starting from the origin at time=0, and forced to return to x=0 at time=1. For large n, the average mean density of particles has its support, for each…
Fractional Brownian motion, a Gaussian non-Markovian self-similar process with stationary long-correlated increments, has been identified to give rise to the anomalous diffusion behavior in a great variety of physical systems. The…
We extend the ideas of (Barbour 1990) and use Stein's method to obtain a bound on the distance between a scaled time-changed random walk and a time-changed Brownian Motion. We then apply this result to bound the distance between a…
Diffusive transport properties of a quantum Brownian particle moving in a tilted spatially periodic potential and strongly interacting with a thermostat are explored. Apart from the average stationary velocity, we foremost investigate the…
A Walsh diffusion on Euclidean space moves along each ray from the origin, as a solution to a stochastic differential equation with certain drift and diffusion coefficients, as long as it stays away from the origin. As it hits the origin,…
An essential prerequisite for quark-gluon plasma production in nuclear collisions is cross-talk between the partons from different nucleons in the colliding nuclei. The initial density of partons is determined by the parton distribution…
We study the mixing properties of a Brownian motion whose movements are hindered by semipermeable barriers. Our setting assumes that the process takes values in a smooth planar domain and that the barriers are one-dimensional closed curves.…
Fractional Brownian motion is a Gaussian stochastic process with long-range correlations in time; it has been shown to be a useful model of anomalous diffusion. Here, we investigate the effects of mutual interactions in an ensemble of…
Brownian systems are characterized by spatiotemporal disorder, which arises from the erratic motion of particles driven by thermal fluctuations. When light interacts with such systems, it typically produces unpolarized and uncorrelated…
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…
Einstein's explanation of Brownian motion provided one of the cornerstones which underlie the modern approaches to stochastic processes. His approach is based on a random walk picture and is valid for Markovian processes lacking long-term…
Consider a bipartite random geometric graph on the union of two independent homogeneous Poisson point processes in $d$-space, with distance parameter $r$ and intensities $\lambda,\mu$. For any $\lambda>0$ we consider the percolation…
Diffusive transport of particles or, more generally, small objects is a ubiquitous feature of physical and chemical reaction systems. In configurations containing confining walls or constrictions transport is controlled both by the…