Related papers: On a random entanglement problem
We ascertain the diffusively scaled limit of a periodic Lorentz process in a strip with an almost reflecting wall at the origin. Here, almost reflecting means that the wall contains a small hole waning in time. The limiting process is a…
We extend to Markov-modulated Brownian motion (MMBM) the renewal approach which has been successfully applied to the analysis of Markov-modulated fluid models. It has recently been shown that MMBM may be expressed as the limit of a…
We study the Brownian motion of a charged colloid, confined between two charged walls, for small separation between the colloid and the walls. The system is embedded in an ionic solution. The combined effect of electrostatic repulsion and…
The purpose of this note is to collect in one place a few results about simple random walk and Brownian motion which are often useful. These include standard results such as Beurling estimates, large deviation estimates, and a method for…
Consider a Langevin process, that is an integrated Brownian motion, constrained to stay on the nonnegative half-line by a partially elastic boundary at 0. If the elasticity coefficient of the boundary is greater than or equal to a critical…
We provide a complete and exact quantum description of coherent light scattering in a one-dimensional multi-mode transmission line coupled to a two-level emitter. Using recently developed scattering approach we discuss transmission…
Entanglement constitutes one of the key concepts in quantum mechanics and serves as an indispensable tool in the understanding of quantum many-body systems. In this work, we perform extensive numerical investigations of extensive…
We describe a probabilistic model involving iterated Brownian motion for constructing a random chainable continuum. We show that this random continuum is indecomposable.
Entanglement is considered to be one of the most profound features of quantum mechanics. An entangled state of a system consisting of two subsystems cannot be described as a product of the quantum states of the two subsystems. In this sense…
We complete the analysis of the phase diagram of the complex branching Brownian motion energy model by studying Phases I, III and boundaries between all three phases (I-III) of this model. For the properly rescaled partition function, in…
We consider random walks perturbed at zero which behave like (possibly different) random walks with i.i.d. increments on each half lines and restarts at $0$ whenever they cross that point. We show that the perturbed random walk, after being…
We study the limiting shape of the connected components of the vacant set of two-dimensional Brownian random interlacements: we prove that the connected component around $x$ is close in distribution to a rescaled \emph{Brownian amoeba} in…
We study the non-Markovian dynamics of a two-mode bosonic system interacting with two uncorrelated thermal bosonic reservoirs. We present the solution to the exact microscopic Master equation in terms of the quantum characteristic function…
We consider a model for describing a QED system consisting of a photon beam interacting with quantized charged spinless particles. We restrict ourselves by a photon beam that consists of photons with two different momenta moving in the same…
We derive P(M,t_m), the joint probability density of the maximum M and the time t_m at which this maximum is achieved for a class of constrained Brownian motions. In particular, we provide explicit results for excursions, meanders and…
The asymptotic probability distribution for a Brownian particle wandering in a 2D plane with random traps to enclose the algebraic area A by time t is calculated using the instanton technique.
We prove the central limit theorem of random variables induced by distances to Brownian paths and Green functions on the universal cover of Riemannian manifolds of finite volume with pinched negative curvature. We further provide some…
In this note, we study the asymptotical frontier behavior of a branching reflected Brownian motion. There is essentially no difference in maximal displacement between a branching Brownian motion and its reflected counterpart. We provide two…
In this paper we present a computation of the mean first-passage times both for a random walk in a discrete bounded lattice, between a starting site and a target site, and for a Brownian motion in a bounded domain, where the target is a…
We study a random walk (Markov chain) in an unbounded planar domain whose boundary is described by two curves of the form $x_2 = a^+ x_1^{\beta^+}$ and $x_2 = -a^- x_1^{\beta^-}$, with $x_1 \geq 0$. In the interior of the domain, the random…