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Barrier crossing is a widespread phenomenon across natural and engineering systems. While an abundant cross-disciplinary literature on the topic has emerged over the years, the stochastic underpinnings of the process are yet to be linked…

Statistical Mechanics · Physics 2024-12-19 Toby Kay , Luca Giuggioli

Let $X$ be a finite set and let $G$ be a finite group acting on $X$. The group action splits $X$ into disjoint orbits. The Burnside process is a Markov chain on $X$ which has a uniform stationary distribution when the chain is lumped to…

Probability · Mathematics 2026-01-23 J. E. Paguyo

Consider non-intersecting Brownian motions on the real line, starting from the origin at t=0, with a number of particles forced to reach p distinct target points at time t=1. This work shows that the transition probability, that is the…

Probability · Mathematics 2009-11-03 Mark Adler , Jonathan Delepine , Pierre van Moerbeke , Pol Vanhaecke

Trickle-down is a phenomenon in high-dimensional expanders with many important applications -- for example, it is a key ingredient in various constructions of high-dimensional expanders or the proof of rapid mixing for the basis exchange…

Probability · Mathematics 2024-07-24 Nima Anari , Frederic Koehler , Thuy-Duong Vuong

We study systems of Brownian particles on the real line, which interact by splitting the local times of collisions among themselves in an asymmetric manner. We prove the strong existence and uniqueness of such processes and identify them…

Probability · Mathematics 2012-10-02 Ioannis Karatzas , Soumik Pal , Mykhaylo Shkolnikov

Discrete and continuous non-intersecting random processes have given rise to critical "infinite dimensional diffusions", like the Airy process, the Pearcey process and variations thereof. It has been known that domino tilings of very large…

Probability · Mathematics 2011-12-26 Mark Adler , Kurt Johansson , Pierre van Moerbeke

Hybrid percolation transitions (HPTs) induced by cascading processes have been observed in diverse complex systems such as $k$-core percolation, breakdown on interdependent networks and cooperative epidemic spreading models. Much effort has…

Physics and Society · Physics 2017-08-16 Deokjae Lee , Wonjun Choi , J. Kertész , B. Kahng

We study the joint asymptotic behavior of spacings between particles at the edge of multilevel Dyson Brownian motions, when the number of levels tends to infinity. Despite the global interactions between particles in multilevel Dyson…

Probability · Mathematics 2014-09-09 Vadim Gorin , Mykhaylo Shkolnikov

We consider the problem of stochastic flow of multiple particles traveling on a closed loop, with a constraint that particles move without passing. We use a Markov chain description that reduces the problem to a generalized random walk on a…

Probability · Mathematics 2007-05-23 J. D. Skufca

In this work, a combination of experiments and theory is used to investigate three-body, normal collisions between solid particles with a liquid coating (i.e., "wetted" particles). Experiments are carried out using a Stokes' cradle, an…

Soft Condensed Matter · Physics 2015-05-14 C. M. Donahue , C. M. Hrenya , R. H. Davis , K. J. Nakagawa , A. P. Zelinskaya , G. G. Joseph

In this paper, we study the asymptotic behavior of the number of crossings by a one-dimensional diffusion of a threshold where the process exhibits stickiness. We distinguish three types of crossings and show that to each type corresponds a…

Probability · Mathematics 2025-12-09 Alexis Anagnostakis , Sara Mazzonetto

Cascading failures in complex systems have been studied extensively using two different models: $k$-core percolation and interdependent networks. We combine the two models into a general model, solve it analytically and validate our…

Physics and Society · Physics 2017-10-04 Nagendra K. Panduranga , Jianxi Gao , Xin Yuan , H. Eugene Stanley , Shlomo Havlin

It is possible to represent each of a number of Markov chains as an evolving sequence of connected subsets of a directed acyclic graph that grow in the following way: initially, all vertices of the graph are unoccupied, particles are fed in…

Probability · Mathematics 2015-03-17 Steven N. Evans , Rudolf Gruebel , Anton Wakolbinger

Dissipative quantum tunnelling through an inverted parabolic barrier is considered in the presence of an electric field. A Schr\"odinger-Langevin or Kostin quantum classical transition wave equation is used and applied resulting in a scaled…

Quantum Physics · Physics 2018-10-03 S. V. Mousavi , S. Miret-Artés

In a celebrated paper, Dyson shows that the spectrum of an n\times n random Hermitian matrix, diffusing according to an Ornstein-Uhlenbeck process, evolves as n noncolliding Brownian motions held together by a drift term. The universal edge…

Probability · Mathematics 2007-05-23 Mark Adler , Pierre van Moerbeke

Consider a time-varying collection of n points on the positive real axis, modeled as exponentials of n Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. If…

Probability · Mathematics 2009-10-06 Sourav Chatterjee , Soumik Pal

The Burnside process is a classical Markov chain for sampling uniformly from group orbits. We introduce the dual Burnside process, obtained by interchanging the roles of group elements and states. This dual chain has stationary law…

Probability · Mathematics 2026-05-22 Ivan Z. Feng

Consider $a$ particles performing simple, symmetric, non-intersecting random walks, starting at points $2(j-1)$, $1\le j\le a$ at time 0 and ending at $2(j-1)+c-b$ at time $b+c$. This can also be interpreted as a random rhombus tiling of an…

Probability · Mathematics 2007-05-23 Kurt Johansson

We develop a general theory of intertwined diffusion processes of any dimension. Our main result gives an SDE construction of intertwinings of diffusion processes and shows that they correspond to nonnegative solutions of hyperbolic partial…

Probability · Mathematics 2025-06-16 Benjamin Budway , Soumik Pal , Mykhaylo Shkolnikov

In the present paper, we consider a class of Markov processes on the discrete circle which has been introduced by K\"onig, O'Connell and Roch. These processes describe movements of exchangeable interacting particles and are discrete…

Probability · Mathematics 2026-01-01 Anna Ben-Hamou , Pierre Tarrago