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Let $C^*_{\epsilon,S^2}$ denote the cover time of the two dimensional sphere by a Wiener sausage of radius $\epsilon$. We prove that $$\sqrt{C^{*}_{\epsilon,S^2} } -\sqrt{\frac{2A_{S^2}}{\pi}}(\log \epsilon^{-1}-\frac14\log\log…

Probability · Mathematics 2020-02-10 David Belius , Jay Rosen , Ofer Zeitouni

Let $T_1^{(\mu)}$ be the first hitting time of the point 1 by the Bessel process with index $\mu\in \R$ starting from $x>1$. Using an integral formula for the density $q_x^{(\mu)}(t)$ of $T_1^{(\mu)}$, obtained in Byczkowski, Ryznar (Studia…

Probability · Mathematics 2011-06-08 Tomasz Byczkowski , Jacek Malecki , Michal Ryznar

In this paper, we study the edge behavior of Dyson Brownian motion with general $\beta$. Specifically, we consider the scenario where the averaged initial density near the edge, on the scale $\eta_*$, is lower bounded by a square root…

Probability · Mathematics 2023-08-09 Amol Aggarwal , Jiaoyang Huang

Let $U\subseteq\mathbf{C}$ be a bounded domain with smooth boundary and let $F$ be an instance of the continuum Gaussian free field on $U$ with respect to the Dirichlet inner product $\int_U\nabla f(x)\cdot \nabla g(x)\,dx$. The set…

Probability · Mathematics 2010-10-05 Xiaoyu Hu , Jason Miller , Yuval Peres

Packings of equal disks in the plane are known to have density at most $\pi/\sqrt{12}$, although this density is never achieved in the square torus, which is what we call the plane modulo the square lattice. We find packings of disks in a…

Metric Geometry · Mathematics 2016-04-19 Robert Connelly , Matthew Funkhouser , Vivian Kuperberg , Evan Solomonides

The distribution of the first-passage time (FPT)$T_a$ for a Brownian particle with drift $\mu$ subject to hitting an absorber at a level $a>0$ is well-known and given by its density $\gamma(t) = \frac{a}{\sqrt{2 \pi t^3} } e^{-\frac{(a-\mu…

Statistical Mechanics · Physics 2024-09-04 Alain Mazzolo

We consider probability measures, $d\mu=w(\theta) \f{d\theta}{2\pi} +d\mu_\s$, on the unit circle, $\partial\bbD$, with Verblunsky coefficients, $\{\alpha_j\}_{j=0}^\infty$. We prove for $\theta_1\neq\theta_2$ in $[0,2\pi)$ and…

Mathematical Physics · Physics 2007-05-23 Barry Simon , Andrej Zlatos

We compute the joint distribution of the site and the time at which a $d$-dimensional standard Brownian motion $B_t$ hits the surface of the ball $ U(a) =\{|{\bf x}|<a\}$ for the first time. The asymptotic form of its density is obtained…

Probability · Mathematics 2016-10-06 Kohei Uchiyama

We consider Brownian motion in a circular disk $\Omega$, whose boundary $\p\Omega$ is reflecting, except for a small arc, $\p\Omega_a$, which is absorbing. As $\epsilon=|\partial \Omega_a|/|\partial \Omega|$ decreases to zero the mean time…

Mathematical Physics · Physics 2007-05-23 A. Singer , Z. Schuss , D. Holcman

The present work is devoted to the study of the large time behaviour of a critical Brownian diffusion in two dimensions, whose drift is divergence-free, ergodic and given by the curl of the 2-dimensional Gaussian Free Field. We prove the…

Probability · Mathematics 2022-11-04 Giuseppe Cannizzaro , Levi Haunschmid-Sibitz , Fabio Toninelli

We study exclusion processes on the integer lattice in which particles change their velocities due to stickiness. Specifically, whenever two or more particles occupy adjacent sites, they stick together for an extended period of time, and…

Probability · Mathematics 2016-08-11 Miklós Z. Rácz , Mykhaylo Shkolnikov

We obtain bounds for the expected loss of torsional rigidity of a cylinder $\Omega_L=(-L/2,L/2) \times \Omega\subset \R^3$ of length $L$ due to a Brownian fracture that starts at a random point in $\Omega_L,$ and runs until the first time…

Probability · Mathematics 2017-11-28 M. van den Berg , F. den Hollander

Recently, a theoretical framework known as {\it ballistic macroscopic fluctuation theory} has been developed to study large-scale fluctuations and correlations in many-body systems exhibiting ballistic transport. In this paper, we review…

Statistical Mechanics · Physics 2025-10-01 Anupam Kundu

Combining analytic calculations, computer simulations, and classical density functional theory we determine the interfacial tension of orientable two-dimensional hard rectangles near a curved hard wall. Both a circular cavity holding the…

Soft Condensed Matter · Physics 2016-12-28 Christoph E. Sitta , Frank Smallenburg , Raphael Wittkowski , Hartmut Löwen

Let $d$ be any positive and non square integer. We prove an upper bound for the first two moments of the length $T(d)$ of the period of the continued fraction expansion for $\sqrt{d}$. This allows to improve the existing results for the…

Number Theory · Mathematics 2024-07-29 Francesco Battistoni , Loïc Grenié , Giuseppe Molteni

For a spectrally positive strictly stable process with index in (1,2), the paper obtains i) the density of the time when the process makes first exit from an interval by hitting the interval's lower end point before jumping over its upper…

Probability · Mathematics 2018-06-21 Zhiyi Chi

We study the problem of finding an $\epsilon$-fixed point of a contraction map $f:[0,1]^k\mapsto[0,1]^k$ under both the $\ell_\infty$-norm and the $\ell_1$-norm. For both norms, we give an algorithm with running time $O(\log^{\lceil…

Computational Complexity · Computer Science 2026-02-12 Xi Chen , Yuhao Li , Mihalis Yannakakis

The pressure and the viscosity in two-dimensional sheared granular assemblies are investigated numerically. The behavior of both pressure and viscosity is smoothly changing qualitatively when starting from a mono-disperse hard-disk system…

Statistical Mechanics · Physics 2010-07-20 Michio Otsuki , Hisao Hayakawa , Stefan Luding

We provide a rigorous derivation of the brownian motion as the limit of a deterministic system of hard-spheres as the number of particles $N$ goes to infinity and their diameter $\varepsilon$ simultaneously goes to $0$, in the fast…

Analysis of PDEs · Mathematics 2015-03-04 Thierry Bodineau , Isabelle Gallagher , Laure Saint-Raymond

We study the survival probability and the corresponding first passage time density of fractional Brownian motion confined to a two-dimensional open wedge domain with absorbing boundaries. By analytical arguments and numerical simulation we…

Statistical Mechanics · Physics 2015-05-27 J. -H. Jeon , A. V. Chechkin , R. Metzler
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