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We consider a one-dimensional system of Brownian particles that repel each other through a logarithmic potential. We study two formulations for the system and the relation between them. The first, Dyson's Brownian motion model, has an…

Mathematical Physics · Physics 2012-09-11 Sergio Andraus , Makoto Katori , Seiji Miyashita

We study a system of reflected Brownian motions on the positive half-line in which each particle has a drift toward the origin determined by the local times at the origin of all the particles. If this local time drift is too strong, such…

Probability · Mathematics 2026-02-12 Graeme Baker , Ben Hambly , Philipp Jettkant

We consider random walks associated with conductances on Delaunay triangulations, Gabriel graphs and skeletons of Voronoi tilings which are generated by point processes in $\mathbb{R}^d$. Under suitable assumptions on point processes and…

Probability · Mathematics 2015-06-03 Arnaud Rousselle

We consider the moving particle process in Rd which is defined in the following way. There are two independent sequences (Tk) and (dk) of random variables. The variables Tk are non negative and form an increasing sequence, while variables…

Probability · Mathematics 2016-09-27 Youri Davydov , Valentin Konakov

Dunkl processes are generalizations of Brownian motion obtained by using the differential-difference operators known as Dunkl operators as a replacement of spatial partial derivatives in the heat equation. Special cases of these processes…

Mathematical Physics · Physics 2016-02-03 Sergio Andraus , Seiji Miyashita

We experimentally probe the distribution of kink pairs resulting from driving a one-dimensional quantum Ising chain through the paramagnet-ferromagnet quantum phase transition, using a single trapped ion as a quantum simulator in momentum…

Vicious Brownian motion is a diffusion scaling limit of Fisher's vicious walk model, which is a system of Brownian particles in one dimension such that if two of them meet they kill each other. We consider the vicious Brownian motion…

Mathematical Physics · Physics 2011-12-30 Makoto Katori

We consider a discrete-time system of n coupled random vectors, a.k.a. interacting particles. The dynamics involve a vanishing step size, some random centered perturbations, and a mean vector field which induces the coupling between the…

Probability · Mathematics 2025-06-09 Pascal Bianchi , Walid Hachem , Victor Priser

A general scheme to find tachyon boundary states is developed within the framework of the theory of KP hierarchy. The method is applied to calculate correlation function of intersecting D-branes and rederived the results of our previous…

High Energy Physics - Theory · Physics 2010-11-11 Hironori Yamaguchi , Satoru Saito

A system of non-intersecting squared Bessel processes is considered which all start from one point and they all return to another point. Under the scaling of the starting and ending points when the macroscopic boundary of the paths touches…

Probability · Mathematics 2019-05-20 Steven Delvaux , Bálint Vető

The mechanism of recombination of intersecting D-branes is investigated within the framework of effective tachyon field theory. We regard the branes as the kink-type tachyon condensed states and use the effective two-tachyon Lagrangian to…

High Energy Physics - Theory · Physics 2009-11-10 Wung-Hong Huang

We study the long-time behavior of a triangular system of Fisher--KPP type with $k$ interacting components, associated with a reducible multitype branching Brownian motion with $k$ types of particles. For this cascading system, we prove…

Analysis of PDEs · Mathematics 2026-05-28 Alexandra Stavrianidi

We study an electron that interacts with phonons or other linear or nonlinear excitations as it resonantly tunnels. The method we use is based on mapping a many-body problem in a large variational space exactly onto a one-body problem. The…

Condensed Matter · Physics 2009-10-28 J. Bonca , S. A. Trugman

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…

Probability · Mathematics 2014-11-18 Mark Adler , Nicolas Orantin , Pierre van Moerbeke

A family of reflected Brownian motions is used to construct Dyson's process of non-colliding Brownian motions. A number of explicit formulae are given, including one for the distribution of a family of coalescing Brownian motions.

Probability · Mathematics 2007-05-23 Jon Warren

A Poisson line process is a random set of straight lines contained in the plane, as the image of the map $(x,v)\mapsto (x+vt)_{t\in\mathbb{R}}$, for each point $(x,v)$ of a Poisson process in the space-velocity plane. By associating a step…

Probability · Mathematics 2025-11-10 Pablo A. Ferrari , Stefano Olla

We investigate time-dependent probability for a Brownian particle passing over the barrier to stay at a metastable potential pocket against escaping over the barrier. This is related to whole fusion-fission dynamical process and can be…

Data Analysis, Statistics and Probability · Physics 2014-10-13 Jie Han , Jing-Dong Bao

Macdonald processes are probability measures on sequences of partitions defined in terms of nonnegative specializations of the Macdonald symmetric functions and two Macdonald parameters q,t in [0,1). We prove several results about these…

Probability · Mathematics 2015-03-19 Alexei Borodin , Ivan Corwin

We construct the conditional version of $k$ independent and identically distributed random walks on $\R$ given that they stay in strict order at all times. This is a generalisation of so-called non-colliding or non-intersecting random…

Probability · Mathematics 2007-05-23 Peter Eichelsbacher , Wolfgang Konig

Local perturbations in conservative particle systems can have a non-local influence on the stationary measure. To capture this phenomenon, we analyze in this paper two toy models. We study the symmetric exclusion process on a countable set…

Probability · Mathematics 2024-10-25 Frank Redig , Ellen Saada