Related papers: Polyharmonic functions and random processes in con…
The paper deals with exponential functionals of the linear Brownian motion which arise in different contexts such as continuous time finance models and one-dimensional disordered models. We study some properties of these exponential…
Circular Brownian motion models of random matrices were introduced by Dyson and describe the parametric eigenparameter correlations of unitary random matrices. For symmetric unitary, self-dual quaternion unitary and an analogue of…
We study a model of interacting random walkers that proposes a simple mechanism for the emergence of cooperation in group of individuals. Each individual, represented by a Brownian particle, experiences an interaction produced by the local…
We use a Hamiltonian (transition matrix) description of height-restricted Dyck paths on the plane in which generating functions for the paths arise as matrix elements of the propagator to evaluate the length and area generating function for…
This work is a numerical experiment of stochastic motion of conservative Hamiltonian system or weakly damped Brownian particles. The objective is to prove the existence of path probability and to compute its values. By observing a large…
Our object is to formulate and analyze a physically plausible and mathematically sound model to better understand the phenomenon of clumping in colloid dispersions. Our model is stochastic but rigorously derived from a deterministic setup…
We present a modified Brownian motion model for random matrices where the eigenvalues (or levels) of a random matrix evolve in "time" in such a way that they never cross each other's path. Also, owing to the exact integrability of the level…
The harmonic chain is a classical many-particle system which can be solved exactly for arbitrary number of particles (at least in simple cases, such as equal masses and spring constants). A nice feature of the harmonic chain is that the…
In this paper, we present the asymptotic theory for integrated functions of increments of Brownian local times in space. Specifically, we determine their first-order limit, along with the asymptotic distribution of the fluctuations. Our key…
We consider the random walks killed at the boundary of the quarter plane, with homogeneous non-zero jump probabilities to the eight nearest neighbors and drift zero in the interior, and which admit a positive harmonic polynomial of degree…
Starting from the many-particle Smoluchowski equation, we derive dynamical density functional theory for Brownian particles with an arbitrary shape. Both passive and active (self-propelled) particles are considered. The resulting theory…
This paper presents a simple model that mimics quantum mechanics (QM) results in terms of probability fields of free particles subject to self-interference, without using Schr\"{o}dinger equation or wavefunctions. Unlike the standard QM…
Analytical work probability distributions for open classical systems are scarce; they can only be calculated in a few examples. In this work, I present a new method to derive such quantities for weakly driven processes in the overdamped…
We prove invariance principles for a mulditimensional random walk conditioned to stay in a cone. Our first result concerns convergence towards the Brownian meander in the cone. Furthermore, we prove functional convergence of $h$-transformed…
We prove the strong convergence of the spectrum of the kinetic Brownian motion to the spectrum of base Laplacian for a large class of compact locally Riemannian homogeneous spaces, in particular all compact locally symmetric spaces. This…
Canonical functions are a powerful concept with numerous applications in the study of groups, monoids, and clones on countable structures with Ramsey-type properties. In this short note, we present a proof of the existence of canonical…
This paper is a plea for diagonals and telescopers of rational, or algebraic, functions using creative telescoping, in a computer algebra experimental mathematics learn-by-examples approach. We show that diagonals of rational functions (and…
We demonstrate a Brownian motor, based on cold atoms in optical lattices, where isotropic random fluctuations are rectified in order to induce controlled atomic motion in arbitrary directions. In contrast to earlier demonstrations of…
We present a comprehensive study of the symmetries of the generating functionals of generic Langevin processes with multiplicative colored noise. We treat both Martin-Siggia-Rose-Janssen-deDominicis and supersymmetric formalisms. We…
Symmetric functions provide one of the most efficient tools for combinatorial enumeration, in the context of objects that may be acted upon by permutations. Only assuming a basic knowledge of linear algebra, we introduce and describe the…