Related papers: Aging Scaled Brownian Motion
Flip-flop processes refer to a family of stochastic fluid processes which converge to either a standard Brownian motion (SBM) or to a Markov modulated Brownian motion (MMBM). In recent years, it has been shown that complex distributional…
We study the dynamics of inertial active particles in a one-dimensional chain with harmonic nearest-neighbor interactions, highlighting the interplay of persistence, interaction, and inertial timescales. Using a Green's function approach,…
Low-dimensional, complex systems are often characterized by logarithmically slow dynamics. We study the generic motion of a labeled particle in an ensemble of identical diffusing particles with hardcore interactions in a strongly…
Elastic confinements are an important component of many biological systems and dictate the transport properties of suspended particles under flow. In this chapter, we review the Brownian motion of a particle moving in the vicinity of a…
Aging in a two dimensional suspension containing rods was studied by means of kinetic Monte Carlo simulations. An off-lattice model with continuous positional and orientational degrees of freedom was considered. The initial state was…
A particle moves randomly over the integer points of the real line. Jumps of the particle outside the membrane (a fixed "locally perturbating set") are i.i.d., have zero mean and finite variance, whereas jumps of the particle from the…
We study the limit fluctuations of the rescaled occupation time process of a branching particle system in $\mathbb{R}^d$, where the particles are subject to symmetric $\alpha$-stable migration ($0<\alpha\leq2$), critical binary branching,…
Building upon the work of Hu, Paz, and Zhang [1,2] on open quantum systems we consider the quantum Brownian motion (QBM) model with one oscillator (position variable $x$) as the system, {\it nonlinearly} coupled to an environment of $N$…
Single-file diffusion (SFD) is a key mechanism underlying transport phenomena in confined physical and biological systems. In a typical SFD process, microscopic particles are restricted to moving in a narrow channel where they cannot pass…
We call a multidimensional distribution to be decomposable with respect to a partition of two sets of coordinates if the original distribution is the product of the marginal distributions associated with these two sets. We focus on the…
We discuss how to construct reliably well "a lattice and an integer time" version of a super-diffusive continuous-space and -time fractional Brownian motion (fBm) -- an experimentally-relevant non-Markovian Gaussian stochastic process with…
In this paper we study a parametric class of stochastic processes to model both fast and slow anomalous diffusion. This class, called generalized grey Brownian motion (ggBm), is made up off self-similar with stationary increments processes…
The $N$-particle branching Brownian motion ($N$-BBM) is a branching Markov process which describes the evolution of a population of particles undergoing reproduction and selection. It has attracted a lot of interest due to its relations to…
We present a novel variational framework for performing inference in (neural) stochastic differential equations (SDEs) driven by Markov-approximate fractional Brownian motion (fBM). SDEs offer a versatile tool for modeling real-world…
The same system can exhibit a completely different dynamical behavior when it evolves in equilibrium conditions or when it is driven out-of-equilibrium by, e.g., connecting some of its components to heat baths kept at different…
We construct a measure valued Markov process which we call infinite canonical super-Brownian motion, and which corresponds to the canonical measure of super-Brownian motion conditioned on non-extinction. Infinite canonical super-Brownian…
Estimates of molecular divergence times when rates of evolution vary require the assumption of a model of rate change. Brownian motion is one such model, and since rates cannot become negative, a log Brownian model seems appropriate.…
We consider the model of Brownian motion indexed by the Brownian tree, which has appeared in a variety of different contexts in probability, statistical physics and combinatorics. For this model, the total occupation measure is known to…
Non-reciprocal interactions play a key role in shaping transport in active and passive systems, giving rise to striking nonequilibrium behavior. Here, we study the dynamics of a tracer -- active or passive -- embedded in a bath of active or…
The Glauber dynamics of various models (REM-like trap models, Brownian motion, BM model, Ising chain and SK model) is analyzed in relation with the existence of ageing. From a finite size Glauber matrix, we calculate a time $\tau_w(N)$…