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We investigate the full pair-distribution function of a homogeneous suspension of spherical active Brownian particles interacting by a Weeks-Chandler-Andersen potential in two spatial dimensions. The full pair-distribution function depends…
The one-dimensional overdamped Brownian motion in a symmetric periodic potential modulated by external time-reversible noise is analyzed. The calculation of the effective diffusion coefficient is reduced to the mean first passage time…
We compute the joint distributions of arbitrary numbers of eigenvectors of real and complex symmetric random tensors by the quantum field theoretical methods which were previously used to compute the mean distributions. We obtain the random…
We propose a method for estimating first passage time densities of one-dimensional diffusions via Monte Carlo simulation. Our approach involves a representation of the first passage time density as expectation of a functional of the…
Classical diffusion in a random medium involves an exponential functional of Brownian motion. This functional also appears in the study of Brownian diffusion on a Riemann surface of constant negative curvature. We analyse in detail this…
In various stereological problems an $n$-dimensional convex body is intersected with an $(n-1)$-dimensional Isotropic Uniformly Random (IUR) hyperplane. In this paper the cumulative distribution function associated with the…
We show in detail some results, outlined in a previous paper regarding the case of Brownian motion (BM), about the distribution of the $n$th-passage time of a one-dimensional diffusion obtained by a space or time transformation of BM,…
In this paper, we study branching Brownian motion with absorption, in which particles undergo Brownian motions and are killed upon hitting the absorption barrier. We prove that the empirical distribution function of the maximum of this…
We study the statistical properties of the time-averaged mean-square displacements (TAMSD). This is a standard non-local quadratic functional for inferring the diffusion coefficient from an individual random trajectory of a diffusing tracer…
Anomalous diffusion is predicted for Brownian particles in inhomogeneous viscosity landscapes by means of scaling arguments, which are substantiated through numerical simulations. Analytical solutions of the related Fokker-Planck equation…
The packing of hard-core particles in contact with their neighbors offers the statically determinate problem which allows analytical investigation of the stress tensor distribution. We construct the stress probability functional and derive…
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…
The system of one-dimensional symmetric simple random walks, in which none of walkers have met others in a given time period, is called the vicious walker model. It was introduced by Michael Fisher and applications of the model to various…
We extend unsteady thin aerofoil theory to model aerofoils with generalised chordwise porosity distributions. The analysis considers a linearised porosity boundary condition where the seepage velocity through the aerofoil is related to the…
We study the target search of interacting Brownian particles in a finite domain, focusing on the effect of inter-particle interactions on the search time. We derive the integral equation for the mean first-passage time and acquire its…
The stationary reflected Brownian motion in a three-quarter plane has been rarely analyzed in the probabilistic literature, in comparison with the quarter plane analogue model. In this context, our main result is to prove that the…
We construct a Brownian motion on complex partial flag manifolds with blocks of equal size as a matrix-valued diffusion from a Brownian motion on the unitary group. This construction leads to an explicit expression for the characteristic…
Recently it has been shown that the heuristic Rosenfeld functional derives from the virial expansion for particles which overlap in one center. Here, we generalize this approach to any number of intersections. Starting from the virial…
We study random points on the real line generated by the eigenvalues in unitary invariant random matrix ensembles or by more general repulsive particle systems. As the number of points tends to infinity, we prove convergence of the…
We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…