Related papers: An invariance principle for the 2d weakly self-rep…
The self-repelling Brownian polymer model (SRBP) initiated by Durrett and Rogers in [Durrett-Rogers (1992)] is the continuous space-time counterpart of the myopic (or 'true') self-avoiding walk model (MSAW) introduced in the physics…
The problems considered in the present paper have their roots in two different cultures. The 'true' (or myopic) self-avoiding walk model (TSAW) was introduced in the physics literature by Amit, Parisi and Peliti. This is a nearest neighbor…
In this paper we present a new and flexible method to show that, in one dimension, various self-repellent random walks converge to self-repellent Brownian motion in the limit of weak interaction after appropriate space-time scaling. Our…
We consider the self-repelling Brownian polymer, introduced in [APP83], which is formally defined as the solution of a singular SDE. The singularity comes from the drift term, which is given by the negative gradient of the local time. We…
The Active Brownian Particle (ABP) model has become a prototype of self-propelled particles. ABPs move persistently at a constant speed $V$ along a direction that changes slowly by rotational diffusion, characterized by a coefficient $\Dr$.…
We consider two models of random diffusion in random environment in two dimensions. The first example is the self-repelling Brownian polymer, this describes a diffusion pushed by the negative gradient of its own occupation time measure…
We study the asymptotic behavior of a self-interacting one-dimensional Brownian polymer first introduced by Durrett and Rogers [Probab. Theory Related Fields 92 (1992) 337--349]. The polymer describes a stochastic process with a drift which…
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…
We study the dynamics of a single active Brownian particle (ABP) in two spatial dimensions. The ABP has an intrinsic time scale $D_R^{-1}$ set by the rotational diffusion constant $D_R$. We show that, at short-times $t \ll D_R^{-1}$, the…
Overdamped Brownian motion of a self-propelled particle is studied by solving the Langevin equation analytically. On top of translational and rotational diffusion, in the context of the presented model, the "active" particle is driven along…
Semimartingale reflecting Brownian motions (SRBMs) are diffusion processes with state space the d-dimensional nonnegative orthant, in the interior of which the processes evolve according to a Brownian motion, and that reflect against the…
Anomalous diffusion is frequently described by scaled Brownian motion (SBM), a Gaussian process with a power-law time dependent diffusion coefficient. Its mean squared displacement is $\langle x^2(t)\rangle\simeq\mathscr{K}(t)t$ with…
A model for anomalous transport of tracer particles diffusing in complex media in two dimensions is proposed. The model takes into account the characteristics of persistent motion that active bath transfer to the tracer, thus the model…
Recently, there has been much interest in activity-induced phase separations in concentrated suspensions of "active Brownian particles" (ABPs), self-propelled spherical particles whose direction of motion relaxes through thermal rotational…
We consider a family of one-dimensional self interacting walks whose dynamics characterized by a monotone weight function $w$ on $\mathbb{N}\cup \{0\}$. The weight function takes the form $w(n) = (1 + 2^p Bn^{-p} + O(n^{-1-\kappa}))^{-1}$,…
We consider scaled Brownian motion (sBm), a random process described by a diffusion equation with explicitly time-dependent diffusion coefficient $D(t) = D_0 t^{\alpha - 1}$ (Batchelor's equation) which, for $\alpha < 1$, is often used for…
Semimartingale reflecting Brownian motions (SRBMs) living in the closures of domains with piecewise smooth boundaries are of interest in applied probability because of their role as heavy traffic approximations for some stochastic networks.…
Based on analytical and numerical calculations we study the dynamics of an overdamped colloidal particle moving in two dimensions under time-delayed, non-linear feedback control. Specifically, the particle is subject to a force derived from…
In this article, we introduce Brownian motion on stable looptrees using resistance techniques. We prove an invariance principle characterising it as the scaling limit of random walks on discrete looptrees, and prove precise local and global…
We study the high-dimensional uniform prudent self-avoiding walk, which assigns equal probability to all nearest-neighbor self-avoiding paths of a fixed length that respect the prudent condition, namely, the path cannot take any step in the…