Related papers: Why random matrices share universal processes with…
Selecting N random points in a unit square corresponds to selecting a random permutation. By putting 5 types of symmetry restrictions on the points, we obtain subsets of permutations : involutions, signed permutations and signed…
I start by reviewing some basic properties of random graphs. I then consider the role of random walks in complex networks and show how they may be used to explain why so many long tailed distributions are found in real data sets. The key…
In random tiling and dimer models we can get various limit shapes which gives the boundaries between different types of phases. The shape fluctuations at these boundaries give rise to universal limit laws, in particular the Airy process. We…
We study in some generality intertwinings between $h$-transforms of Karlin-McGregor semigroups associated with one dimensional diffusion processes and those of their Siegmund duals. We obtain couplings so that the corresponding processes…
Putting dynamics into random matrix models leads to finitely many nonintersecting Brownian motions on the real line for the eigenvalues, as was discovered by Dyson. Applying scaling limits to the random matrix models, combined with Dyson's…
We consider weakly interacting diffusions on time varying random graphs. The system consists of a large number of nodes in which the state of each node is governed by a diffusion process that is influenced by the neighboring nodes. The…
The model of Fermi particles with random two-body interaction is investigated. This model allows to study the origin and accuracy of statistical laws in few-body systems, the role of interaction and chaos in thermalization, Fermi-Dirac…
We present our recent work on stochastic particle systems on complex networks. As a noninteracting system we first consider the diffusive motion of a random walker on heterogeneous complex networks. We find that the random walker is…
We study a family of distributions that arise in critical unitary random matrix ensembles. They are expressed as Fredholm determinants and describe the limiting distribution of the largest eigenvalue when the dimension of the random…
At a typical cusp point of the disordered region in a random tiling model we expect to see a determinantal process called the Pearcey process in the appropriate scaling limit. However, in certain situations another limiting point process…
A model for diffusion on a cubic lattice with a random distribution of traps is developed. The traps are redistributed at certain time intervals. Such models are useful for describing systems showing dynamic disorder, such as ion-conducting…
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 this short survey we compare aspects of two different approaches for scaling limits of interacting particle systems, the hydrodynamic limit and the high density limit. We present some examples, comments and open problems on each approach…
We establish a connection between tagged particles and size-biased empirical processes in interacting particle systems, in analogy to classical results on the propagation of chaos. In a mean-field scaling limit, the evolution of the…
In this paper we consider three classes of interacting particle systems on $\mathbb Z$: independent random walks, the exclusion process, and the inclusion process. We allow particles to switch their jump rate (the rate identifies the type…
Many biological, technological, and social systems can be effectively described as networks of interacting subsystems. Typically, these networks are not isolated objects, but interact with their environment through both signals and…
This paper constructs a new interacting particle system on a two--dimensional lattice with geometric jumps near a boundary which partially reflects the particles. The projection to each horizontal level is Markov, and on every level the…
We discuss the asymptotic behaviour of models of lattice polygons, mainly on the square lattice. In particular, we focus on limiting area laws in the uniform perimeter ensemble where, for fixed perimeter, each polygon of a given area occurs…
We examine probability distributions for thermodynamic quantities in finite-sized random systems close to criticality. Guided by available exact results, a general ansatz is proposed for replicated free energies, which leads to scaling…
We study interacting particle systems on the real line which generalize the Hammersley process [D. Aldous and P. Diaconis, Prob. Theory Relat. Fields 103, 199-213 (1995)]. Particles jump to the right to a randomly chosen point between their…