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Consider the motion of a charged, point particle moving in the complement of a Poisson distribution of hard sphere scatterers in two dimensions under the effect of a fixed magnetic field. Building on, and extending a coupling method…

Probability · Mathematics 2024-11-07 Christopher Lutsko , Balint Toth

We study the order statistics of one dimensional branching Brownian motion in which particles either diffuse (with diffusion constant $D$), die (with rate $d$) or split into two particles (with rate $b$). At the critical point $b=d$ which…

Statistical Mechanics · Physics 2014-06-03 Kabir Ramola , Satya N. Majumdar , Gregory Schehr

Consider n non-intersecting particles on the real line (Dyson Brownian motions), all starting from the origin at time=0, and forced to return to x=0 at time=1. For large n, the average mean density of particles has its support, for each…

Probability · Mathematics 2008-11-20 Mark Adler , Jonathan Delepine , Pierre van Moerbeke

We construct a stochastic process whose drift is a function of the process's local time at a reflecting barrier. The process arose as a model of the interactions of a Brownian particle and an inert particle in (Knight, 2001). Interesting…

Probability · Mathematics 2007-05-23 David White

The study of Brownian ratchets has taught how time-periodic driving supports a time-periodic steady state that generates nonequilibrium transport. When a single particle is transported in one dimension, it is possible to rationalize the…

Statistical Mechanics · Physics 2022-06-22 Nils E. Strand , Hadrien Vroylandt , Todd R. Gingrich

We study the movement of the living organism in a band form towards the presence of chemical substrates based on a system of partial differential evolution equations. We incorporate Einstein's method of Brownian motion to deduce the…

Analysis of PDEs · Mathematics 2023-10-10 Rahnuma Islam , Akif Ibragimov

Consider n non-intersecting Brownian motions on $\mathbb{R}$, depending on time $t \in [0,1]$, with $m_i$ particles forced to leave from $a_i$ at time $t=0$, $1\leq i\leq q$, and $n_j$ particles forced to end up at $b_j$ at time $t=1$,…

Probability · Mathematics 2011-04-25 Mark Adler , Pierre van Moerbeke , Didier Vanderstichelen

We prove the invariance principle for a \emph{random Lorentz-gas} particle in 3 dimensions under the Boltzmann-Grad limit and simultaneous diffusive scaling. That is, for the trajectory of a point-like particle moving among infinite-mass,…

Probability · Mathematics 2020-06-23 Christopher Lutsko , Bálint Tóth

Consider a time-varying collection of n points on the positive real axis, modeled as exponentials of n Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. If…

Probability · Mathematics 2009-10-06 Sourav Chatterjee , Soumik Pal

Random planar maps are considered in the physics literature as the discrete counterpart of random surfaces. It is conjectured that properly rescaled random planar maps, when conditioned to have a large number of faces, should converge to a…

Probability · Mathematics 2009-09-29 Jean-François Marckert , Grégory Miermont

Dyson's model is a one-dimensional system of Brownian motions with long-range repulsive forces acting between any pair of particles with strength proportional to the inverse of distances with proportionality constant $\beta/2$. We give…

Probability · Mathematics 2009-11-20 Makoto Katori , Hideki Tanemura

We consider, through PDE methods, branching Brownian motion with drift and absorption. It is well know that there exists a critical drift which separates those processes which die out almost surely and those which survive with positive…

Analysis of PDEs · Mathematics 2014-10-08 Christopher Henderson

We consider a gas of independent Brownian particles on a bounded interval in contact with two particle reservoirs at the endpoints. Due to the Brownian nature of the particles, infinitely many particles enter and leave the system in each…

Probability · Mathematics 2019-07-25 Lorenzo Bertini , Gustavo Posta

It is known that in a stationary Brownian queue with both arrival and service processes equal in law to Brownian motion, the departure process is a Brownian motion, that is, Burke's theorem in this context. In this short note we prove…

Probability · Mathematics 2016-06-27 Sergio I. López

We study the driven Brownian motion of hard rods in a one-dimensional cosine potential with an amplitude large compared to the thermal energy. In a closed system, we find surprising features of the steady-state current in dependence of the…

Statistical Mechanics · Physics 2018-10-24 Dominik Lips , Artem Ryabov , Philipp Maass

We investigate the behaviour of a finite chain of Brownian particles, interacting through a pairwise quadratic potential, with one end of the chain fixed and the other end pulled away at slow speed, in the limit of slow speed and small…

Probability · Mathematics 2019-12-12 Frank Aurzada , Volker Betz , Mikhail Lifshits

In many interacting particle systems, tagged particles move diffusively upon subtracting a drift. General techniques to prove such `invariance principles' are available for reversible processes (Kipnis-Varadhan) and for non-reversible…

Probability · Mathematics 2016-10-26 Nick Crawford , Wojciech De Roeck

Consider a branching Brownian motion (BBM). It is well known \cite{Bramson1983ConvergenceOS, Lalley1987ACL} that the rightmost particle is located near \( m_t = \sqrt{2} t - \frac{3}{2\sqrt{2}} \log t \). Let $\mathcal{N}(t,x)$ be the set…

Probability · Mathematics 2026-03-24 Gabriel Flath

We study a voting model on a branching Brownian motion process on $\mathbb{R}$ in which the diffusivity of each child particle is increased from that of the parent by a factor of $\gamma>1$. The probability distribution of the overall vote…

Analysis of PDEs · Mathematics 2023-12-29 Alexander Dunlap , Lenya Ryzhik

We consider a system of independent branching random walks on $\R$ which start off a Poisson point process with intensity of the form $e_{\lambda}(du)=e^{-\lambda u}du$, where $\lambda\in\R$ is chosen in such a way that the overall…

Probability · Mathematics 2011-03-31 Zakhar Kabluchko