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The one-dimensional motion of any number $\cN$ of particles in the field of many independent waves (with strong spatial correlation) is formulated as a second-order system of stochastic differential equations, driven by two Wiener…

Probability · Mathematics 2014-04-10 Yves Elskens , Etienne Pardoux

We consider an overdamped particle with a general physical mechanism that creates noisy active movement (e.g., a run-and-tumble particle or active Brownian particle etc.), that is confined by an external potential. Focusing on the limit in…

Statistical Mechanics · Physics 2023-08-23 Naftali R. Smith

We consider Brownian motions with one-sided collisions, meaning that each particle is reflected at its right neighbour. For a finite number of particles a Sch\"{u}tz-type formula is derived for the transition probability. We investigate an…

Mathematical Physics · Physics 2015-04-23 Patrik L. Ferrari , Herbert Spohn , Thomas Weiss

The thermal conductivity (k) of the Weyl semimetal NbP was studied with the thermal gradient and magnetic field applied parallel to [0 0 1] direction. At low temperatures k(B) exhibits large quantum oscillations with frequencies matching…

Strongly Correlated Electrons · Physics 2022-08-12 Pardeep Kumar Tanwar , Md Shahin Alam , Mujeeb Ahmad , Dariusz Kaczorowski , Marcin Matusiak

Brownian motion of a heavy charged particle at zero and small (but finite) temperature is studied in presence of finite density. We are primarily interested in the dynamics at (near) zero temperature which is holographically described by…

High Energy Physics - Theory · Physics 2016-12-19 Pinaki Banerjee

A geometrically polar granular rod confined in 2-D geometry, subjected to a sinusoidal vertical oscillation, undergoes noisy self-propulsion in a direction determined by its polarity. When surrounded by a medium of crystalline spherical…

Statistical Mechanics · Physics 2011-03-21 Nitin Kumar , Sriram Ramaswamy , A. K. Sood

This paper develops the large deviations theory for the point process associated with the Euclidean volume of $k$-nearest neighbor balls centered around the points of a homogeneous Poisson or a binomial point processes in the unit cube. Two…

Probability · Mathematics 2022-10-25 Christian Hirsch , Taegyu Kang , Takashi Owada

The Large Deviations Principle (LDP) is verified for a homogeneous diffusion process with respect to a Brownian motion $B_t$, $$ X^\eps_t=x_0+\int_0^tb(X^\eps_s)ds+ \eps\int_0^t\sigma(X^\eps_s)dB_s, $$ where $b(x)$ and $\sigma(x)$ are are…

Probability · Mathematics 2011-08-24 P. Chigansky , R. Liptser

The dynamics of a Brownian particle in a constant magnetic field and time-dependent electric field is studied in the limit of white noise, using a Langevin approach for the classical problem and the path-integral Feynman-Vernon and…

Statistical Mechanics · Physics 2022-06-20 Marco Patriarca , Pasquale Sodano

In this paper, we study the weak gravitational deflection angle of relativistic massive particles by the Kerr-like black hole in the bumblebee gravity model. In particular, we focus on weak field limits and calculate the deflection angle…

General Relativity and Quantum Cosmology · Physics 2020-01-23 Zonghai Li , Ali Övgün

We study the position distribution of a single active Brownian particle (ABP) on the plane. We show that this distribution has a compact support, the boundary of which is an expanding circle. We focus on a short-time regime and employ the…

Statistical Mechanics · Physics 2020-08-19 Satya N. Majumdar , Baruch Meerson

We investigate and solve the weak noise theory for the semi-discrete O'Connell-Yor directed polymer. In the large deviation regime, the most probable evolution of the partition function obeys a classical non-linear system which is a…

Statistical Mechanics · Physics 2023-07-04 Alexandre Krajenbrink , Pierre Le Doussal

We investigate a system of Brownian particles weakly bound by attractive parity-symmetric potentials that grow at large distances as $V(x) \sim |x|^\alpha$, with $0 < \alpha < 1$. The probability density function $P(x,t)$ at long times…

Statistical Mechanics · Physics 2024-07-24 Lucianno Defaveri , Eli Barkai , David A. Kessler

We study the lower deviation probability of the position of the rightmost particle in a branching Brownian motion and obtain its large deviation function

Probability · Mathematics 2017-03-01 Bernard Derrida , Zhan Shi

A rotating black hole in loop quantum gravity was constructed by Brahma, Chen, and Yeom based on a nonrotating counterpart using the revised Newman-Janis algorithm recently. For such spacetime, we investigate the weak gravitational…

General Relativity and Quantum Cosmology · Physics 2024-09-26 Yang Huang , Zhoujian Cao

We consider a diffusion process on $\mathbb R^n$ and prove a large deviation principle for the empirical process in the joint limit in which the time window diverges and the noise vanishes. The corresponding rate function is given by the…

Probability · Mathematics 2024-12-31 Lorenzo Bertini , Davide Gabrielli , Claudio Landim

We find the exact winding number distribution of Riemann-Liouville fractional Brownian motion for large times in two dimensions using the propagator of a free particle. The distribution is similar to the Brownian motion case and it is of…

Statistical Mechanics · Physics 2009-11-13 M. A. Rajabpour

Brownian motion near soft surfaces is a situation widely encountered in nanoscale and biological physics. However, a complete theoretical description is lacking to date. Here, we theoretically investigate the dynamics of a two-dimensional…

Soft Condensed Matter · Physics 2025-10-01 Yilin Ye , Yacine Amarouchene , Raphaël Sarfati , David S. Dean , Thomas Salez

We study the stationary fluctuations of independent run-and-tumble particles. We prove that the joint densities of particles with given internal state converges to an infinite dimensional Ornstein-Uhlenbeck process. We also consider an…

Probability · Mathematics 2024-03-13 Frank Redig , Hidde van Wiechen

We show that fractional Brownian motion(fBM) defined via Volterra integral representation with Hurst parameter $H\geq\frac{1}{2}$ is a quasi-surely defined Wiener functional on classical Wiener space,and we establish the large deviation…

Probability · Mathematics 2025-06-11 Jiawei Li , Zhongmin Qian