Related papers: On Conditioning Brownian Particles to Coalesce
A simple, discrete, parametric model is proposed to describe conditional (correlated) deposition of particles on a surface and formation of a connecting (percolating) cluster. The surface changes spontaneously its properties (phase…
We study a family of interacting particle systems with annihilating and coalescing reactions. Two types of particles are interspersed throughout a transitive unimodular graph. Both types diffuse as simple random walks with possibly…
We introduce a new, relatively simple, line-breaking construction of the $\alpha$-stable tree which realises its random finite-dimensional distributions. This is a direct analogue of Aldous' line-breaking construction of the Brownian…
For a system of Brownian particles interacting via a soft exponential potential we investigate the interaction between equilibrium crystallization and spatially varying shear flow. For thermodynamic state points within the liquid part of…
We consider a system of particles which perform branching Brownian motion with negative drift and are killed upon reaching zero, in the near-critical regime where the total population stays roughly constant with approximately N particles.…
Phase separation in a low-density gas-like phase and a high-density liquid-like one is a common trait of biological and synthetic self-propelling particles' systems. The competition between motility and stochastic forces is assumed to fix…
We present analytical results for the biased diffusion of particles moving under a constant force in a randomly layered medium. The influence of this medium on the particle dynamics is modeled by a piecewise constant random force. The…
We consider two different models for colloidal particles. In the first model, we consider their free motion to be diffusion while in the second model we take it to be integrated Ornstein-Uhlenbeck process. In both models, we derived…
In classical physics the joint probability of a number of individually rare independent events is given by the Poisson distribution. It describes, for example, unidirectional transfer of population between the densely and sparsely populated…
We give a lower bound for the non-collision probability up to a long time T in a system of n independent random walks with fixed obstacles on the two-dimensional lattice. By `collision' we mean collision between the random walks as well as…
In this article, we discuss a bivariate distribution whose conditionals are univariate binomial distributions and the marginals are not binomial that exhibits negative correlation. Some useful structural properties of this distribution…
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,…
Quantization for a Borel probability measure refers to the idea of estimating a given probability by a discrete probability with support containing a finite number of elements. If in the quantization some of the elements in the support are…
We show that the total number of collisions in the exchangeable coalescent process driven by the beta $(1,b)$ measure converges in distribution to a 1-stable law, as the initial number of particles goes to infinity. The stable limit law is…
A three-parameter discrete distribution is developed to describe the multiplicity distributions observed in total- and limited phase space volumes in different collision processes. The probability law is obtained by the Poisson transform of…
We analyze here different forms of fractional relaxation equations of order {\nu}\in(0,1) and we derive their solutions both in analytical and in probabilistic forms. In particular we show that these solutions can be expressed as crossing…
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…
A possible mechanism leading to anomalous diffusion is the presence of long-range correlations in time between the displacements of the particles. Fractional Brownian motion, a non-Markovian self-similar Gaussian process with stationary…
We propose and analyze a generalized splitting method to sample approximately from a distribution conditional on the occurrence of a rare event. This has important applications in a variety of contexts in operations research, engineering,…
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…