Related papers: Extreme value statistics for branching run-and-tum…
In this paper we consider a telegraph equation with time-dependent coefficients, governing the persistent random walk of a particle moving on the line with a time-varying velocity $c(t)$ and changing direction at instants distributed…
The dispersion of Lagrangian particle pairs is a fundamental process in turbulence, with implications for mixing, transport, and the statistical properties of particles in geophysical and environmental flows. While classical theories…
Extreme value functionals of stochastic processes are inverse functionals of the first passage time -- a connection that renders their probability distribution functions equivalent. Here, we deepen this link and establish a framework for…
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…
We study the stochastic dynamics of a particle with two distinct motility states. Each one is characterized by two parameters: one represents the average speed and the other represents the persistence quantifying the tendency to maintain…
Spatial distributions of heavy particles suspended in an incompressible isotropic and homogeneous turbulent flow are investigated by means of high resolution direct numerical simulations. In the dissipative range, it is shown that particles…
We consider a system of particles performing a one-dimensional dyadic branching Brownian motion with space-dependent branching rate, negative drift $-\mu$ and killed upon reaching $0$, starting with $N$ particles. More precisely, particles…
Consider branching Brownian motion in which we begin with one particle at the origin, particles independently move according to Brownian motion, and particles split into two at rate one. It is well-known that the right-most particle at time…
Random walkers characterized by random positions and random velocities lead to normal diffusion. A random walk was originally proposed by Einstein to model Brownian motion and to demonstrate the existence of atoms and molecules. Such a…
The diffusion of chiral active Brownian particles in three-dimensional space is studied analytically, by consideration of the corresponding Fokker-Planck equation for the probability density of finding a particle at position…
We study analytically the order and gap statistics of particles at time $t$ for the one dimensional branching Brownian motion, conditioned to have a fixed number of particles at $t$. The dynamics of the process proceeds in continuous time…
We study the shape of the outer envelope of a branching Brownian motion (BBM) in $\mathbb{R}^d$, $d\geq 2$. We focus on the extremal particles: those whose norm is within $O(1)$ of the maximal norm amongst the particles alive at time $t$.…
We investigate the extreme value statistics of a one-dimensional Brownian motion (with the diffusion constant $D$) during a time interval $\left[0, t \right]$ in the presence of a reflective boundary at the origin, starting from a positive…
We study the first-passage-time (FPT) properties of active Brownian particles to reach an absorbing wall in two dimensions. Employing a perturbation approach we obtain exact analytical predictions for the survival and FPT distributions for…
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…
We study a model of bacterial dynamics where two interacting random walkers perform run-and-tumble motion on a one-dimensional lattice under mutual exclusion and find an exact expression for the probability distribution in the steady state.…
Invasion fronts in ecology are well studied but very few mathematical results concern the case with variable motility (possibly due to mutations). Based on an apparently simple reaction-diffusion equation, we explain the observed phenomena…
We study the long-time asymptotic behavior of the position distribution of a run-and-tumble particle (RTP) in two dimensions and show that the distribution at a time $t$ can be expressed as a perturbative series in $(\gamma t)^{-1}$, where…
As a first step toward a characterization of the limiting extremal process of branching Brownian motion, we proved in a recent work [Comm. Pure Appl. Math. 64 (2011) 1647-1676] that, in the limit of large time $t$, extremal particles…
We consider discrete time dynamical systems and show the link between Hitting Time Statistics (the distribution of the first time points land in asymptotically small sets) and Extreme Value Theory (distribution properties of the partial…