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We show that for all positive beta the semigroups of beta-Dyson Brownian motions of different dimensions are intertwined. The proof relates beta-Dyson Brownian motions directly to Jack symmetric polynomials and omits an approximation of the…

Probability · Mathematics 2016-08-05 Kavita Ramanan , Mykhaylo Shkolnikov

We propose the $K$-selective percolation process as a model for the iterative removals of nodes with the specific intermediate degree in complex networks. In the model, a random node with degree $K$ is deactivated one by one until no more…

Disordered Systems and Neural Networks · Physics 2022-02-14 Jung-Ho Kim , K. -I. Goh

We study the scaling behaviors in the wind velocity time series collected at the atmospheric surface layer and compare them with two commonly used cascade models, the truncated stable distribution and the log-normal model. Results show that…

Fluid Dynamics · Physics 2012-12-03 Lei Liu , Fei Hu

Motivated by applications in trajectory inference and particle tracking, we introduce Smooth Schr\"odinger Bridges. Our proposal generalizes prior work by allowing the reference process in the Schr\"odinger Bridge problem to be a smooth…

Machine Learning · Statistics 2025-03-04 Wanli Hong , Yuliang Shi , Jonathan Niles-Weed

We consider a general interacting particle system with interactions on a random graph, and study the large population limit of this system. When the sequence of underlying graphs converges to a graphon, we show convergence of the…

Probability · Mathematics 2024-10-16 Carla Crucianelli , Ludovic Tangpi

The main message in this paper is that there are surprisingly many different Brownian bridges, some of them - familiar, some of them - less familiar. Many of these Brownian bridges are very close to Brownian motions. Somewhat loosely…

Statistics Theory · Mathematics 2016-01-08 Estate Khmaladze

Let $U$ be a Haar distributed matrix in $\mathbb U(n)$ or $\mathbb O (n)$. In a previous paper, we proved that after centering, the two-parameter process \[T^{(n)} (s,t) = \sum_{i \leq \lfloor ns \rfloor, j \leq \lfloor nt\rfloor}…

Probability · Mathematics 2013-02-27 Catherine Donati-Martin , Alain Rouault

We study the Shannon entropy of the probability distribution resulting from the ground-state wave function of a one-dimensional quantum model. This entropy is related to the entanglement entropy of a Rokhsar-Kivelson-type wave function…

Strongly Correlated Electrons · Physics 2009-11-25 Jean-Marie Stéphan , Shunsuke Furukawa , Grégoire Misguich , Vincent Pasquier

One-dimensional non-equilibrium models of particles subjected to a coagulation-diffusion process are important in understanding non-equilibrium dynamics, and fluctuation-dissipation relation. We consider in this paper transport properties…

Statistical Mechanics · Physics 2015-06-18 Jean-Yves Fortin

A birth-death process is a continuous-time Markov chain that counts the number of particles in a system over time. In the general process with $n$ current particles, a new particle is born with instantaneous rate $\lambda_n$ and a particle…

Populations and Evolution · Quantitative Biology 2012-10-11 Forrest W. Crawford , Marc A. Suchard

A Brownian loop is a random walk circuit of infinitely many, suitably infinitesimal, steps. In a plane such a loop may or may not enclose a marked point, the origin, say. If it does so it may wind arbitrarily many times, positive or…

Statistical Mechanics · Physics 2019-10-02 J. H. Hannay

Flows involving liquid-coated grains are ubiquitous in nature (pollen capture, avalanches) and industry (air filtration, smoke-particle agglomeration, pharmaceutical mixing). In this work, three-body collisions between liquid-coated spheres…

Soft Condensed Matter · Physics 2015-05-19 C. M. Donahue , C. M. Hrenya , R. H. Davis

For the standard Quantum Brownian Motion (QBM) model, we point out the occurrence of simultaneous (parallel), mutually irreducible and autonomous decoherence processes. Besides the standard, one Brownian particle, we show there is at least…

Quantum Physics · Physics 2012-09-05 M. Dugic , J. Jeknic-Dugic

We consider the physically relevant fully compressible setting of the Rayleigh Benard problem of a fluid confined between two parallel plates, heated from the bottom, and subjected to the gravitational force. Under suitable restrictions…

Analysis of PDEs · Mathematics 2021-10-22 Eduard Feireisl , Agnieszka Swierczewska-Gwiazda

Experiment, theory, and simulation are employed to understand the dispersion of colloidal particles in a periodic array of oscillating harmonic traps generated by optical tweezers. In the presence of trap oscillation, a non-monotonic and…

Soft Condensed Matter · Physics 2023-01-18 Joseph M. Barakat , Sho C. Takatori

We prove generalizations of the first and second Ray-Knight theorems, for a large class of non-symmetric strong Markov processes. These results link the local times of the Markov process with the squares of associated Gaussian processes.…

Probability · Mathematics 2026-02-20 P. J. Fitzsimmons , Jay Rosen

The purpose of this article is to study the relation between combinatorial equivalence and topological conjugacy, specifically how a certain type of combinatorial equivalence implies topological conjugacy. We introduce the concept of…

Dynamical Systems · Mathematics 2023-06-22 Ermerson Araujo

A quantum finite multi-barrier system, with a periodic potential, is considered and exact expressions for its plane wave amplitudes are obtained using the Transfer Matrix method [10]. This quantum model is then associated with a stochastic…

Statistical Mechanics · Physics 2019-06-26 Emilio N. M. Cirillo , Matteo Colangeli , Lamberto Rondoni

Asymmetric obstacles can be exploited to direct the motion and induce sorting of run-and-tumbling particles. In this work, we show that flocking particles which follow the Vicsek model aligning rules experience a collective trapping in the…

Soft Condensed Matter · Physics 2019-12-02 Raul Martinez , Francisco Alarcon , Juan Luis Aragones , Chantal Valeriani

Generic inhomogeneous steady states in an asymmetric exclusion process on a ring with a pair of point bottlenecks are studied. We show that, due to an underlying universal feature, measurements of coarse-grained steady-state densities in…

Statistical Mechanics · Physics 2014-08-15 Niladri Sarkar , Abhik Basu