Related papers: Edge Rigidity of Dyson Brownian Motion with Genera…
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…
We consider the Brown measure of the free circular Brownian motion, $\boldsymbol{a}+\sqrt{t}\boldsymbol{x}$, with an arbitrary initial condition $\boldsymbol{a}$, i.e. $\boldsymbol{a}$ is a general non-normal operator and $\boldsymbol{x}$…
Elastic confinements are an important component of many biological systems and dictate the transport properties of suspended particles under flow. In this chapter, we review the Brownian motion of a particle moving in the vicinity of a…
Let $T^m$ be the $m$-dimensional unit torus, $m \in N$. The torsional rigidity of an open set $\Omega \subset T^m$ is the integral with respect to Lebesgue measure over all starting points $x \in \Omega$ of the expected lifetime in $\Omega$…
Biased Brownian motion of point-size particles in a three-dimensional tube with smoothly varying cross-section is investigated. In the fashion of our recent work [Martens et al., PRE 83,051135] we employ an asymptotic analysis to the…
Consider n non-intersecting particles on the real line (Dyson Brownian motions), all starting from the origin at time=0, and forced to return to x=0 at time=1. For large n, the average mean density of particles has its support, for each…
We investigate the average velocity of Brownian particles driven by a constant external force when constrained to move in two-dimensional, weakly-corrugated channels. We consider both the geometric confinement of the particles between solid…
Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…
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…
We present a method that allows, under suitable equivariance and regularity conditions, to determine the Poisson boundary of a diffusion starting from the Poisson boundary of a sub-diffusion of the original one. We then give two examples of…
In recent years several local extrema based methodologies have been proposed to investigate either the nonlinear or the nonstationary time series for scaling analysis. In the present work we study systematically the distribution of the…
We study ergodic properties of one-dimensional Brownian motion with resetting. Using generic classes of statistics of times between resets, we find respectively for thin/fat tailed distributions, the normalized/non-normalised invariant…
We study the Tracy-Widom (TW) distribution $f_\beta(a)$ in the limit of large Dyson index $\beta \to +\infty$. This distribution describes the fluctuations of the rescaled largest eigenvalue $a_1$ of the Gaussian (alias Hermite) ensemble…
We focus on the dynamics of a Brownian particle whose mass fluctuates. First we show that the behaviour is similar to that of a Brownian particle moving in a fluctuating medium, as studied by Beck [Phys. Rev. Lett. 87 (2001) 180601]. By…
We report an experimental, numerical and theoretical study of the motion of a ball on a rough inclined surface. The control parameters are $D$, the diameter of the ball, $\theta$, the inclination angle of the rough surface and $E_{ki}$, the…
We consider the edge-triangle model, a two-parameter family of exponential random graphs in which dependence between edges is introduced through triangles. In the so-called replica symmetric regime, the limiting free energy exists together…
In the framework of a stochastic picture for the one-dimensional branching Brownian motion, we compute the probability density of the number of particles near the rightmost one at a time $T$, that we take very large, when this extreme…
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 study the asymptotic edge statistics of the Gaussian $\beta$-ensemble, a collection of $n$ particles, as the inverse temperature $\beta$ tends to zero as $n$ tends to infinity. In a certain decay regime of $\beta$, the associated extreme…
We study first-passage percolation on $\mathbb Z^d$, $d\ge 2$, with independent weights whose common distribution is compactly supported in $(0,\infty)$ with a uniformly-positive density. Given $\epsilon>0$ and $v\in\mathbb Z^d$, which…