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Extensive time-series encoding the position of particles such as viruses, vesicles, or individual proteins are routinely garnered in single-particle tracking experiments or supercomputing studies. They contain vital clues on how viruses…

We investigate a two-dimensional system of active particles confined to a narrow annular domain. Despite the absence of explicit interactions among the velocities or the active forces of different particles, the system displays a transition…

Statistical Mechanics · Physics 2022-03-15 Lorenzo Caprini , Claudio Maggi , Umberto Marini Bettolo Marconi

We show that a scaling approach successfully characterizes clustering and intermittency in space and time, in systems of noninteracting particles driven by fluctuating surfaces. We study both the steady state and the approach to it, for…

Soft Condensed Matter · Physics 2019-01-15 Tapas Singha , Mustansir Barma

Levy walks are random processes with an underlying spatiotemporal coupling. This coupling penalizes long jumps, and therefore Levy walks give a proper stochastic description for a particle's motion with broad jump length distribution. We…

Statistical Mechanics · Physics 2009-11-07 Igor M. Sokolov , Ralf Metzler

We introduce oscillatory analogues of fractional Brownian motion, sub-fractional Brownian motion and other related long range dependent Gaussian processes, we discuss their properties, and we show how they arise from particle systems with…

Probability · Mathematics 2013-12-16 Tomasz Bojdecki , Luis G. Gorostiza , Anna Talarczyk

We examine the non-ergodic properties of scaled Brownian motion, a non-stationary stochastic process with a time dependent diffusivity of the form $D(t)\simeq t^{\alpha-1}$. We compute the ergodicity breaking parameter EB in the entire…

Statistical Mechanics · Physics 2015-09-02 Hadiseh Safdari , Andrey G. Cherstvy , Aleksei V. Chechkin , Felix Thiel , Igor M. Sokolov , Ralf Metzler

The purpose of this note is to collect in one place a few results about simple random walk and Brownian motion which are often useful. These include standard results such as Beurling estimates, large deviation estimates, and a method for…

Probability · Mathematics 2007-05-23 Christian Benes

Multi-state models are commonly used for intermittent observations of a state over time, but these are generally based on the Markov assumption, that transition rates are independent of the time spent in current and previous states. In a…

Methodology · Statistics 2026-05-07 Christopher Jackson

Flip-flop processes refer to a family of stochastic fluid processes which converge to either a standard Brownian motion (SBM) or to a Markov modulated Brownian motion (MMBM). In recent years, it has been shown that complex distributional…

Probability · Mathematics 2021-10-12 Guy Latouche , Giang T. Nguyen , Oscar Peralta

The time evolution of random variables with L\'evy statistics has the ability to develop jumps, displaying very different behaviors from continuously fluctuating cases. Such patterns appear in an ever broadening range of examples including…

Statistical Mechanics · Physics 2016-02-25 Kamil Kaleta , József Lőrinczi

Random walks with stochastic resetting provides a treatable framework to study interesting features about central-place motion. In this work, we introduce non-instantaneous resetting as a two-state model being a combination of an exploring…

Statistical Mechanics · Physics 2019-10-23 Axel Masó-Puigdellosas , Daniel Campos , Vicenç Méndez

We study the longtime behavior of a continuous state Symbiotic Branching Model (SBM). SBM can be seen as a unified model generalizing the Stepping Stone Model, Mutually Catalytic Branching Processes, and the Parabolic Anderson Model. It was…

Probability · Mathematics 2022-09-21 Patric Karl Glöde , Leonid Mytnik

Pedestrians in crowds frequently move as part of small groups, constituting up to 70% of individuals. Dyads (groups of two) are the most frequent. Understanding quantitatively the dynamics of dyads walking in crowds is therefore an…

Physics and Society · Physics 2025-11-18 Chiel van der Laan , Alessandro Corbetta

Random walks and diffusions in symmetric random environment are known to exhibit metastable behavior: they tend to stay for long times in wells of the environment. For the case that the environment is a one-dimensional two-sided standard…

Probability · Mathematics 2013-08-30 Dimitris Cheliotis

Consider two ancestral lineages sampled from a system of two-dimensional branching random walks with logistic regulation in the stationary regime. We study the asymptotics of their coalescence time for large initial separation and find that…

Probability · Mathematics 2024-05-06 Matthias Birkner , Andrej Depperschmidt , Timo Schlüter

During their lifetimes, individuals in populations pass through different states, and the notion of an occupancy time describes the amount of time an individual spends in a given set of states. Questions related to this idea were studied in…

Probability · Mathematics 2020-12-02 George Chappelle , Alan Hastings , Martin Rasmussen

We consider continuous state branching processes that are perturbed by a Brownian motion. These processes are constructed as the unique strong solution of a stochastic differential equation. The long-term extinction and explosion behaviours…

Probability · Mathematics 2016-06-17 Sandra Palau , Juan Carlos Pardo

We investigate the collective dynamics of active Brownian particles (ABPs) subjected to a steady two-dimensional four-roll-mill flow using numerical simulations. By varying the packing fraction ($\phi$), we uncover a novel flow-induced…

Soft Condensed Matter · Physics 2026-03-17 Soni D. Prajapati , Kusum Seervi , Akshay Bhatnagar , Anupam Gupta

The steady state and phase ordering kinetics in a pure active Borwnian particle system are studied in recent years. In binary mixture of active and passive Brownian particles passive particles are used as probe to understand the properties…

Soft Condensed Matter · Physics 2021-08-23 Shambhavi Dikshit , Shradha Mishra

The purpose of this paper is to implement a random death process into a persistent random walk model which produces subballistic superdiffusion (L\'{e}vy walk). We develop a Markovian model of cell motility with the extra residence variable…

Statistical Mechanics · Physics 2015-05-20 Sergei Fedotov , Abby Tan , Andrey Zubarev