Related papers: The k-tacnode process
We study the probability distribution, $P_N(T)$, of the coincidence time $T$, i.e. the total local time of all pairwise coincidences of $N$ independent Brownian walkers. We consider in details two geometries: Brownian motions all starting…
In this paper we consider a model of particles jumping on a row of cells, called in physics the one dimensional totally asymmetric exclusion process (TASEP). More precisely we deal with the TASEP with open or periodic boundary conditions…
We count the number of walks of length n on a k-node circular digraph that cover all k nodes in two ways. The first way illustrates the transfer-matrix method. The second involves counting various classes of height-restricted lattice paths.…
We explain the relation between certain random tiling models and interacting particle systems belonging to the anisotropic KPZ (Kardar-Parisi-Zhang) universality class in 2+1-dimensions. The link between these two \emph{a priori} disjoint…
In this paper we derive polynomial time algorithms that generate random $k$-noncrossing matchings and $k$-noncrossing RNA structures with uniform probability. Our approach employs the bijection between $k$-noncrossing matchings and…
Brownian motion is a Gaussian process described by the central limit theorem. However, exponential decays of the positional probability density function $P(X,t)$ of packets of spreading random walkers, were observed in numerous situations…
Consider a continuous time random walk in $\mathbb{Z}$ with independent and exponentially distributed jumps $\pm1$. The model in this paper consists in an infinite number of such random walks starting from the complement of…
We consider the symmetric inclusion process on a general finite graph. Our main result establishes universal upper and lower bounds for the spectral gap of this interacting particle system in terms of the spectral gap of the random walk on…
We elucidate the multi-particle transport of pair- and spin-tunnelings in strongly correlated interfaces. Not only usual single-particle tunneling but also interaction-induced multi-particle tunneling processes naturally arise from a…
A saddle-node bifurcation cascade is studied in the logistic equation, whose bifurcation points follow an expression formally identical to the one given by Feigenbaum for period doubling cascade. The Feigenbaum equation is generalized…
Transonic buffet is commonly associated with self-sustained flow unsteadiness involving shock-wave/boundary-layer interaction over aerofoils and wings. The phenomenon has been classified as either laminar or turbulent based on the state of…
We present a mechanical analog of a quantum wave-particle duality: a vibrating string threaded through a freely moving bead or `masslet'. For small string amplitudes, the particle movement is governed by a set of non-linear dynamical…
Consider n non-intersecting particles on the real line (Dyson Brownian motions), all starting from the origin at time=0, and forced to return to x=0 at time=1. For large n, the average mean density of particles has its support, for each…
We generalise the construction of multivariate Hawkes processes to a possibly infinite network of counting processes on a directed graph $\mathbb G$. The process is constructed as the solution to a system of Poisson driven stochastic…
Tied-down renewal processes are generalisations of the Brownian bridge, where an event (or a zero crossing) occurs both at the origin of time and at the final observation time $t$. We give an analytical derivation of the two-time…
K-core percolation is a fundamental dynamical process in complex networks with applications that span numerous real-world systems. Earlier studies focus primarily on random networks without spatial constraints and reveal intriguing…
We introduce a technique to merge two biased Brownian motions into a single regular process. The outcome follows a stochastic differential equation with a constant diffusion coefficient and a non-linear drift. The emerging stochastic…
Sticky Brownian motion is the simplest example of a diffusion process that can spend finite time both in the interior of a domain and on its boundary. It arises in various applications such as in biology, materials science, and finance.…
The probability density is a fundamental quantity for characterizing diffusion processes. However, it is seldom known except in a few renowned cases, including Brownian motion and the Ornstein-Uhlenbeck process and their bridges, geometric…
We study, via combinatorial enumeration, the probability of k-hop connection between two nodes in a wireless multi-hop network. This addresses the difficulty of providing an exact formula for the scaling of hop counts with Euclidean…