Related papers: Brownian flights over a circle
We show that a Brownian motion on the quaternionic full flag manifold can be represented as a matrix-valued diffusion obtained in a simple way from a symplectic Brownian motion. By relating its radial dynamics to the Brownian motion on the…
We introduce a four-parameter extended family of distributions related to the wrapped Cauchy distribution on the circle. The proposed family can be derived by altering the settings of a problem in Brownian motion which generates the wrapped…
In this paper we study the hitting probability of a circumference $C_R$ for a correlated Brownian motion $\underline{B}(t)=\left(B_1(t), B_2(t)\right)$, $\rho$ being the correlation coefficient. The analysis starts by first mapping the…
We give a proof of a result on the growth of the number of particles along chosen paths in a branching Brownian motion. The work follows the approach of classical large deviations results, in which paths in $C[0,1]$ are rescaled onto…
We study a set of Run-and-tumble particle (RTP) dynamics in two spatial dimensions. In the first case of the orientation {\theta} of the particle can assume a set of n possible discrete values while in the second case {\theta} is a…
In a previous paper, we established strong existence and uniqueness for a reflected diffusion $(X,S)$ with values in $\bar D\times \mathbbm{R}^p$, solving the following pair of stochastic differential equations: $$ dX_t = \sigma(X_t)dB_t +…
We revisit the problem of diffusion in a driven system consisting of an inertial Brownian particle moving in a symmetric periodic potential and subjected to a symmetric time-periodic force. We reveal parameter domains in which diffusion is…
We study the Brownian motion of a charged test particle driven by quantum electromagnetic fluctuations in the vacuum region near a non-dispersive and non-absorbing dielectric half-space and calculate the mean squared fluctuations in the…
We derive a model that describes the motion of a Brownian particle in a system which is dominated by gravitational forces. An example of such a system is a massive black hole immersed in a cluster of stars. We compute the dispersion in the…
We study periodic Brownian paths, wrapped around the surface of a cylinder. One characteristic of such a path is its width square, $w^2$, defined as its variance. Though the average of $w^2$ over all possible paths is well known, its full…
A multidimensional Brownian motion with partial reflection on a hyperplane $S$ in the direction $qN+\alpha $, where $N$ is the conormal vector to the hyperplane and $q\in [-1,1], \alpha \in S$ are given parametres, is constructed and this…
A driven Brownian particle (e.g. an adatom on a surface) diffusing on a low-viscosity, periodic substrate may execute multiple jumps. In the presence of an additional periodic drive, the jump lengths and time durations become statistically…
The propagation of light in a scattering medium is described as the motion of a special kind of a Brownian particle on which the fluctuating forces act only perpendicular to its velocity. This enforces strictly and dynamically the…
We construct a planar diffusion process whose infinitesimal generator depends only on the order of the components of the process. Speaking informally and a bit imprecisely for the moment, imagine you run two Brownian-like particles on the…
For a Brownian system the evolution of thermodynamic quantities is a stochastic process. In particular, the work performed on a driven colloidal particle held in an optical trap changes for each realization of the experimental manipulation,…
We study random walks on the integers driven by a sample of time-dependent nearest-neighbor conductances that are bounded but are permitted to vanish over time intervals of positive Lebesgue-length. Assuming only ergodicity of the…
We consider the random evolution described by the motion of a particle moving on a circle alternating the angular velocities $ \pm c $ and changing rotation at Poisson random times, resulting in a telegraph process over the circle. We study…
We present a study on the dynamics of a system consisting of a pair of hardcore particles diffusing with different rates. We solved the drift-diffusion equation for this model in the case when one particle, labeled F, drifts and diffuses…
We consider a random walk model in a one-dimensional environment, formed by several zones of finite width with the fixed transition probabilities. It is also assumed that the transitions to the left and right neighboring points have unequal…
Stochastic motion of particles in a highly unstable potential generates a number of diverging trajectories leading to undefined statistical moments of the particle position. This makes experiments challenging and breaks down a standard…