Related papers: A generalised Airy distribution function for the a…
We investigate the properties of a model of granular matter consisting of $N$ Brownian particles on a line subject to inelastic mutual collisions. This model displays a genuine thermodynamic limit for the mean values of the energy and the…
A random walk scheme, consisting of alternating phases of regular Brownian motion and L\'evy walks, is proposed as a model for run-and-tumble bacterial motion. Within the continuous-time random walk approach we obtain the long-time and…
The present paper is concerned with the integral of the absolute value of a Brownian motion with drift. By establishing an asymptotic expansion of the space Laplace transform, we obtain series representations for the probability density…
We investigate the Brownian diffusion of particles in one spatial dimension and in the presence of finite regions within which particles can either evaporate or be reset to a given location. For open boundary conditions, we highlight the…
We study the order statistics of one dimensional branching Brownian motion in which particles either diffuse (with diffusion constant $D$), die (with rate $d$) or split into two particles (with rate $b$). At the critical point $b=d$ which…
In studying the end-to-end distribution function $G(r,N)$ of a worm like chain by using the propagator method we have established that the combinatorial problem of counting the paths contributing to $G(r,N)$ can be mapped onto the problem…
When a flux of Brownian particles is injected in a narrow window located on the surface of a bounded domain, these particles diffuse and can eventually escape through a cluster of narrow windows. At steady-state, we compute asymptotically…
The so-called generalized Wigner distribution has earlier been shown to be an excellent approximation for the terrace width distribution (TWD) of vicinal surfaces characterized by step-step interactions that are perpendicular to the average…
In this paper we study the statistical properties of convex hulls of $N$ random points in a plane chosen according to a given distribution. The points may be chosen independently or they may be correlated. After a non-exhaustive survey of…
We propose a macroscopic realization of planar Brownian motion by vertically vibrated disks. We perform a systematic statistical analysis of many random trajectories of individual disks. The distribution of increments is shown to be almost…
Predictive distributions need to be aggregated when probabilistic forecasts are merged, or when expert opinions expressed in terms of probability distributions are fused. We take a prediction space approach that applies to discrete, mixed…
A new method of path averaging for waves propagating in a random dilute system of identical scatterers is developed. The scattering matrix of such a system is calculated. The method systematically takes into account repeating scatterings on…
The distribution function of the free energy fluctuations in one-dimensional directed polymers with $\delta$-correlated random potential is studied by mapping the replicated problem to a many body quantum boson system with attractive…
This study presents a generalized theory for the diffusion of Brownian particles in shear flows. By solving the Langevin equations using stochastic instead of classical calculus, we propose a new mathematical formulation that resolves the…
We construct an integral equation for the first crossing distributions for fractional Brownian motion in the case of a constant barrier and we present an exact analytical solution. Additionally we present first crossing distributions…
We show that radiation from complex and inherently random but correlated wave sources can be modelled efficiently by using an approach based on the Wigner distribution function. Our method exploits the connection between correlation…
The current article completes our investigation of the hard-particle interaction by determining their distribution functionals. Beginning with a short review of the perturbation expansion of the free-energy functional, we derive two…
Consider non-intersecting Brownian motions on the line leaving from the origin and forced to two arbitrary points. Letting the number of Brownian particles tend to infinity, and upon rescaling, there is a point of bifurcation, where the…
For drifted Brownian motion $X(t)= x - \mu t + B_t \ (\mu >0)$ starting from $x>0,$ we study the joint distribution of the first-passage time below zero, $\tau(x),$ and the first-passage area, $A(x),$ swept out by $X$ till the time…
We study the statistical properties of the area and the absolute area under the trajectories of subdiffusive random walks. Using different frameworks to describe subdiffusion (as the scaled Brownian motion, fractional Brownian motion, the…