Related papers: Random flights related to the Euler-Poisson-Darbou…
We offer an alternative viewpoint on Dyson's original paper regarding the application of Brownian motion to random matrix theory (RMT). In particular we show how one may use the same approach in order to study the stochastic motion in the…
Plant differently colored points in the plane, then let random points ("Poisson rain") fall, and give each new point the color of the nearest existing point. Previous investigation and simulations strongly suggest that the colored regions…
As a first step toward a characterization of the limiting extremal process of branching Brownian motion, we proved in a recent work [Comm. Pure Appl. Math. 64 (2011) 1647-1676] that, in the limit of large time $t$, extremal particles…
As a profound example of spontaneous motion, we analyze the motion of a camphor particle on a water surface. The motion is modeled as an initial-boundary value problem for a coupled nonlinear system of a diffusion equation and an ordinary…
A constrained diffusive random walk of n steps and a random flight in Rd, which can be expressed in the same terms, were investigated independently in recent papers. The n steps of the walk are identically and independently distributed…
The motion of self-propelled particles is modeled as a persistent random walk. An analytical framework is developed that allows the derivation of exact expressions for the time evolution of arbitrary moments of the persistent walk's…
This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…
A quantum model based on a Euler-Lagrange variational approach is proposed. In analogy with the classical transport, our approach maintain the description of the particle motion in terms of trajectories in a configuration space. Our method…
In this paper, we answer a question posed by Kurt Johansson, to find a PDE for the joint distribution of the Airy Process. The latter is a continuous stationary process, describing the motion of the outermost particle of the Dyson Brownian…
The motion of a particle is studied in a random space-time. It is assumed that the velocity is small enough for the non-relativistic approximation to be valid. The randomness of the metric induces a diffusion in coordinate space. Hence it…
The challenges of examining random partitions of space are a significant class of problems in the theory of geometric transformations. Richard Miles calculated moments of areas and perimeters of any order (including expectation) of the…
The run-and-tumble particle (RTP) is one of the simplest examples of an active particle in which the direction of constant motion randomly switches. In the one-dimensional (1D) case this means switching between rightward and leftward…
A non-linear differential equation arising from a stochastic process known as branching Brownian motion is considered. We find an explicit solution and show the uniqueness of the solution under some boundedness conditions using…
We simplify the nonlinear equations of motion of charged particles in an external electromagnetic field that is the sum of a plane travelling wave F_t(ct-z) and a static part F_s(x,y,z): by adopting the light-like coordinate ct-z instead of…
We present a first numerical investigation of the accuracy of the recently proposed {\em non-classical transport equation}. This equation contains an extra independent variable (the path-length $s$), and models particle transport taking…
We consider the motion of spinning test particles with nonzero rest mass in the "pole-dipole" approximation, as described by the Mathisson-Papapetrou-Dixon (MPD) equations, and examine its properties in dependence on the spin supplementary…
We investigate the random flight process that arises as the Boltzmann-Grad limit of a random scatterer Lorentz gas with variable scatterer density in a gravitational field. For power function densities we show how the parameters of the…
The approach to the theory of a relativistic random process is considered by the path integral method as Brownian motion taking into account the boundedness of speed. An attempt was made to build a relativistic analogue of the Wiener…
We discuss a relativistic diffusion in the proper time in an approach of Schay and Dudley. We derive (Langevin) stochastic differential equations in various coordinates.We show that in some coordinates the stochastic differential equations…
Starting from the model of continuous time random walk, we focus our interest on random walks in which the probability distributions of the waiting times and jumps have fat tails characterized by power laws with exponent between 0 and 1 for…