Related papers: Brownian non-Gaussian diffusion of self-avoiding w…
We introduce a location statistic for distributions on non-linear geometric spaces, the diffusion mean, serving as an extension and an alternative to the Fr\'echet mean. The diffusion mean arises as the generalization of Gaussian maximum…
We study the dynamics of inertial active particles in a one-dimensional chain with harmonic nearest-neighbor interactions, highlighting the interplay of persistence, interaction, and inertial timescales. Using a Green's function approach,…
It is shown that time reversibility of Hamiltonian microscopic dynamics and Gibbs canonical statistical ensemble of initial conditions for it together produce an exact virial expansion for probability distribution of path of molecular…
We prove large-time $L^2$ and distributional limit theorems for perimeter and diameter of the convex hull of $N$ trajectories of planar random walks whose increments have finite second moments. Earlier work considered $N \in \{1,2\}$ and…
In one-dimensional diffusive processes with discrete steps characterized by geometrically decaying magnitudes, the usual Gaussian broadening familiar from Brownian motion is replaced by bounded probability distributions over particle…
Anomalous diffusion has been widely observed by single particle tracking microscopy in complex systems such as biological cells. The resulting time series are usually evaluated in terms of time averages. Often anomalous diffusion is…
We introduce numerical methods for simulating the diffusive motion of rigid bodies of arbitrary shape immersed in a viscous fluid. We parameterize the orientation of the bodies using normalized quaternions, which are numerically robust,…
Diffusion models for continuous state spaces based on Gaussian noising processes are now relatively well understood from both practical and theoretical perspectives. In contrast, results for diffusion models on discrete state spaces remain…
We investigate the large-scale behaviour of the Self-Repelling Brownian Polymer (SRBP) in the critical dimension $d=2$. The SRBP is a model of self-repelling motion, which is formally given by the solution a stochastic differential equation…
Diffusion is a fundamental physical phenomenon with critical applications in fields such as metallurgy, cell biology, and population dynamics. While standard diffusion is well-understood, anomalous diffusion often requires complex non-local…
We discuss the relation between the statistical question of inadmissibility and the probabilistic question of transience. Brown (1971) proved the mathematical link between the admissibility of the mean of a Gaussian distribution and the…
We investigate the properties of a model of granular matter consisting of $N$ Brownian particles on a line subject to inelastic mutual collisions. This model displays a genuine thermodynamic limit for the mean values of the energy and the…
Over a century ago, Einstein formulated a precise mathematical model for describing Brownian motion. While this model adequately explains the diffusion of micron-sized particles in fluids, its limitations become apparent when applied to…
The non-thermal nature of self-propelling colloids offers new insights into non-equilibrium physics. The central mathematical model to describe their trajectories is active Brownian motion, where a particle moves with a constant speed,…
The winding angle probability distribution of a planar self-avoiding walk has been known exactly since a long time: it has a gaussian shape with a variance growing as $<\theta^2>\sim \ln L$. For the three-dimensional case of a walk winding…
We study a scenario under which variable step random walks give anomalous statistics. We begin by analyzing the Martingale Central Limit Theorem to find a sufficient condition for the limit distribution to be non-Gaussian. We note that the…
Brownian diffusion of rod-like polymers in the presence of randomly distributed spherical obstacles is studied using molecular dynamics (MD) simulations. It is observed that dependence of the reduced diffusion coefficient of these…
We give new and explicitly computable examples of Gibbs-non-Gibbs transitions of mean-field type, using the large deviation approach introduced in [4]. These examples include Brownian motion with small variance and related diffusion…
The comb model is a simplified description for anomalous diffusion under geometric constraints. It represents particles spreading out in a two-dimensional space where the motions in the x-direction are allowed only when the y coordinate of…
The scaled Brownian motion (SBM) is regarded as one of the paradigmatic random processes, featuring the anomalous diffusion property characterized by the diffusion exponent. It is a Gaussian, self-similar process with independent…