Related papers: A universal exponent for Brownian entropic repulsi…

There are numerous examples of natural and artificial processes that represent stochastic sequences of events followed by an absolute refractory period during which the occurrence of a subsequent event is impossible. In the simplest case of…

Entropy is the distinguishing and most important concept of our efforts to understand and regularize our observations of a very large class of natural phenomena, and yet, it is one of the most contentious concepts of physics. In this…

We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…

We consider one-dimensional random walks in random environment which are transient to the right. Our main interest is in the study of the sub-ballistic regime, where at time $n$ the particle is typically at a distance of order $O(n^\kappa)$…

We prove a convergence theorem for a sequence of super-Brownian motions moving among hard Poissonian obstacles, when the intensity of the obstacles grows to infinity but their diameters shrink to zero in an appropriate manner. The…

A possible mechanism leading to anomalous diffusion is the presence of long-range correlations in time between the displacements of the particles. Fractional Brownian motion, a non-Markovian self-similar Gaussian process with stationary…

We consider a finite or countable collection of one-dimensional Brownian particles whose dynamics at any point in time is determined by their rank in the entire particle system. Using Transportation Cost Inequalities for stochastic…

In this paper we investigate extended inflation with an exponential potential $V(\sigma)= V_0 e^{-\kappa\sigma}$, which provides a simple cosmological scenario where the distribution of the constants of Nature is mostly determined by…

Here we deconstruct, and then in a reasoned way reconstruct, the concept of "entropy of a system," paying particular attention to where the randomness may be coming from. We start with the core concept of entropy as a COUNT associated with…

In many applications involving point pattern data, the Poisson process assumption is unrealistic, with the data exhibiting a more regular spread. Such a repulsion between events is exhibited by trees for example, because of competition for…

It is well-known (see Dvoretzky, Erd{\H o}s and Kakutani [8] and Le Gall [12]) that a planar Brownian motion $(B_t)_{t\ge 0}$ has points of infinite multiplicity, and these points form a dense set on the range. Our main result is the…

A major part of the many thermally driven processes in our natural environment as well as in engineering solutions of Carnot-type machinery is based on the second law of thermodynamics (or principle of entropy increase). An interesting link…

We establish via a probabilistic approach the quenched invariance principle for a class of long range random walks in independent (but not necessarily identically distributed) balanced random environments, with the transition probability…

The phenomenon of entropy concentration provides strong support for the maximum entropy method, MaxEnt, for inferring a probability vector from information in the form of constraints. Here we extend this phenomenon, in a discrete setting,…

In this paper, we derive the non-commutative corrections to the maximal acceleration of a massive particle. Using the eight-dimensional kappa-deformed phase-space metric, we obtain the kappa-deformed maximal acceleration, valid up to first…

The authors present evidence for universality in numerical computations with random data. Given a (possibly stochastic) numerical algorithm with random input data, the time (or number of iterations) to convergence (within a given tolerance)…

We consider the continuous time symmetric random walk with a slow bond on $\mathbb Z$, which rates are equal to $1/2$ for all bonds, except for the bond of vertices $\{-1,0\}$, which associated rate is given by $\alpha n^{-\beta}/2$, where…

We derive asymptotics for the probability of the origin to be an extremal point of a random walk in R^n. We show that in order for the probability to be roughly 1/2, the number of steps of the random walk should be between e^{c n / log n}$…

A central question in random matrix theory is universality. When an emergent phenomena is observed from a large collection of chosen random variables it is natural to ask if this behavior is specific to the chosen random variable or if the…

We find a simple expression for the probability density of $\int \exp (B_s - s/2) ds$ in terms of its distribution function and the distribution function for the time integral of $\exp (B_s + s/2)$. The relation is obtained with a change of…