Related papers: Transporting random measures on the line and embed…
We consider a random walk $S$ in the domain of attraction of a standard normal law $Z$, \textit{ie} there exists a positive sequence $a_n$ such that $S_n/a_n$ converges in law towards $Z$. The main result of this note is that the rescaled…
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…
We investigate the transport of Brownian particles in a two-dimensional potential under the action of a uniform external force. The potential is periodic in one direction and confines the particle to a narrow channel of varying…
Overdamped Brownian motion of a self-propelled particle is studied by solving the Langevin equation analytically. On top of translational and rotational diffusion, in the context of the presented model, the "active" particle is driven along…
A simple procedure to map two probability measures in $\mathbb{R}^d$ is the so-called \emph{Knothe-Rosenblatt rearrangement}, which consists in rearranging monotonically the marginal distributions of the last coordinate, and then the…
For probability measures on countable spaces we derive distributional limits for empirical entropic optimal transport quantities. More precisely, we show that the empirical optimal transport plan weakly converges to a centered Gaussian…
We investigate the unique stationary measure of a positive recurrent reflecting Brownian motion in the upper half-plane, where the direction of reflection is constant on each half-axis. The Laplace transform of the stationary distribution…
We show that when Brownian motion takes place in a heterogeneous medium, the presence of local forces and transport coefficients leads to deviations from a Gaussian probability distribution that make that the ratio between forward and…
We demonstrate a size sensitive experimental scheme which enables bidirectional transport and fractionation of paramagnetic colloids in a fluid medium. It is shown that two types of magnetic colloidal particles with different sizes can be…
We prove ballistic transport of all orders, that is, $\lVert x^m\mathrm{e}^{-\mathrm{i}tH}\psi\rVert\asymp t^m$, for the following models: the adjacency matrix on $\mathbb{Z}^d$, the Laplace operator on $\mathbb{R}^d$, periodic…
In this paper, we consider two skew Brownian motions, driven by the same Brownian motion, with different starting points and different skewness coefficients. We show that we can describe the evolution of the distance between the two…
The Langevin equation with multiplicative noise and state-dependent transport coefficient has to be always complemented with the proper interpretation rule of the noise, such as the Ito and Stratonovich conventions. Although the…
We consider finite collections of $N$ non-intersecting Brownian paths on the line and on the half-line with both absorbing and reflecting boundary conditions (corresponding to Brownian excursions and reflected Brownian motions) and compute…
We examine the behavior of $n$ Brownian particles diffusing on the real line with bounded, measurable drift and bounded, piecewise continuous diffusion coefficients that depend on the current configuration of particles. Sufficient…
We derive the relativistic chiral transport equation for massless fermions and antifermions by performing a semiclassical Foldy-Wouthuysen diagonalization of the quantum Dirac Hamiltonian. The Berry connection naturally emerges in the…
We derive limit distributions for certain empirical regularized optimal transport distances between probability distributions supported on a finite metric space and show consistency of the (naive) bootstrap. In particular, we prove that the…
There are many classical random walk in random environment results that apply to ergodic random planar environments. We extend some of these results to random environments in which the length scale varies from place to place, so that the…
This paper is devoted to the analysis of random motions on the line and in the space R^d (d > 1) performed at finite velocity and governed by a non-homogeneous Poisson process with rate \lambda(t). The explicit distributions p(x,t) of the…
The parametric correlations of the transmission eigenvalues $T_i$ of a $N$-channel quantum scatterer are calculated assuming two different Brownian motion ensembles. The first one is the original ensemble introduced by Dyson and assumes an…
As was noted already by A. N. Kolmogorov, any random variable has a Bernoulli component. This observation provides a tool for the extension of results which are known for Bernoulli random variables to arbitrary distributions. Two…