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In this paper, we study univariate and planar random motions with variable propagation speeds. We first consider motions with space-varying velocity, which can be reduced to constant-velocity motions by means of suitable nonlinear…

Probability · Mathematics 2026-01-27 Manfred Marvin Marchione , Enzo Orsingher

We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…

Statistical Mechanics · Physics 2009-10-31 F. Igloi , L. Turban , H. Rieger

We consider the stochastic ranking process with the jump times of the particles determined by Poisson random measures. We prove that the joint empirical distribution of scaled position and intensity measure converges almost surely in the…

We characterize collective diffusion of hardcore run-and-tumble particles (RTPs) by explicitly calculating the bulk-diffusion coefficient $D(\rho, \gamma)$ in two minimal models on a $d$ dimensional periodic lattice for arbitrary density…

Statistical Mechanics · Physics 2024-03-12 Tanmoy Chakraborty , Punyabrata Pradhan

A cyclic random motion at finite velocity with orthogonal directions is considered in the plane and in $\mathbb{R}^3$. We obtain in both cases the explicit conditional distributions of the position of the moving particle when the number of…

Probability · Mathematics 2020-01-01 E. Orsingher , R. Garra , A. I. Zeifman

The fundamental solutions of diffusion equation for the local-equilibrium and nonlocal models are considered as the limiting cases of the solution of a problem related to consideration of the Brownian particles random walks. The differences…

Mathematical Physics · Physics 2015-06-09 M. N. Ovchinnikov

A random flight on a plane with non-isotropic displacements at the moments of direction changes is considered. In the case of exponentially distributed flight lengths a Gaussian limit theorem is proved for the position of a particle in the…

Probability · Mathematics 2017-04-10 Mark Kelbert , Enzo Orsingher

We study a symmetric random walk (RW) in one spatial dimension in environment, formed by several zones of finite width, where the probability of transition between two neighboring points and corresponding diffusion coefficient are…

Statistical Mechanics · Physics 2017-04-03 A. V. Nazarenko , V. Blavatska

We consider a single run-and-tumble particle (RTP) moving in one dimension. We assume that the velocity of the particle is drawn independently at each tumbling from a zero-mean Gaussian distribution and that the run times are exponentially…

Statistical Mechanics · Physics 2021-10-20 Francesco Mori , Giacomo Gradenigo , Satya N. Majumdar

We consider two independent Goldstein-Kac telegraph processes $X_1(t)$ and $X_2(t)$ on the real line $\Bbb R$, both developing with finite constant speed $c>0$, that, at the initial time instant $t=0$, simultaneously start from the origin…

Probability · Mathematics 2015-06-24 Alexander D. Kolesnik

We perform direct numerical simulations of a bi-disperse suspension of heavy spherical particles in forced, homogeneous, and isotropic three-dimensional turbulence. We compute the joint distribution of relative particle distances and…

Fluid Dynamics · Physics 2018-12-21 Akshay Bhatnagar , K. Gustavsson , B. Mehlig , Dhrubaditya Mitra

We study the behavior of the random walk in a continuum independent long-range percolation model, in which two given vertices $x$ and $y$ are connected with probability that asymptotically behaves like $|x-y|^{-\alpha}$ with $\alpha>d$,…

Probability · Mathematics 2022-09-30 Ercan Sönmez , Arnaud Rousselle

A one-dimensional run-and-tumble particle (RTP) switches randomly between a left and right moving state of constant speed $v$. This type of motion arises in a wide range of applications in cell biology, including the unbiased growth and…

Statistical Mechanics · Physics 2021-02-23 Paul C Bressloff

We study active particles performing independent run and tumble motion on an infinite line with velocities $v_0 \sigma(t)$, where $\sigma(t) = \pm 1$ is a dichotomous telegraphic noise with constant flipping rate $\gamma$. We first consider…

Statistical Mechanics · Physics 2019-07-17 Pierre Le Doussal , Satya N. Majumdar , Gregory Schehr

We study the dynamics of an athermal inertial run-and-tumble particle moving in a shear-thickening medium in $d=1$. The viscosity of the medium is represented by a nonlinear function $f(v)\sim\tan(v)$, while a symmetric dichotomous noise of…

Statistical Mechanics · Physics 2025-08-06 Subhanker Howlader , Sayantan Mondal , Prasenjit Das

In this paper continuous time random walk models approximating fractional space-time diffusion processes are studied. Stochastic processes associated with the considered equations represent time-changed processes, where the time-change…

Probability · Mathematics 2014-09-16 Sabir Umarov

We define a random walk of a particle in $\mathbb{R}^3$ where the space is rotating. The particle is not glued to the space and will collide with it at random times, resulting in changes in its velocity and direction. After many collisions,…

Probability · Mathematics 2023-12-06 Alberto M. Campos , Tarcísio P. R. Campos

In this paper we consider the coalescence dynamics of a tagged particle moving in a random distribution of particles with volumes independently distributed according to a probability distribution (CTP model). We provide a rigorous…

Mathematical Physics · Physics 2018-01-30 Alessia Nota , Juan J. L. Velázquez

We propose a method to exactly generate bridge run-and-tumble trajectories that are constrained to start at the origin with a given velocity and to return to the origin after a fixed time with another given velocity. The method extends the…

Statistical Mechanics · Physics 2021-09-22 Benjamin De Bruyne , Satya N. Majumdar , Gregory Schehr

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…

Statistical Mechanics · Physics 2020-06-12 Alexandre Krajenbrink , Bertrand Lacroix-A-Chez-Toine , Pierre Le Doussal
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