Related papers: Diffusion of the random Lorentz process in a magne…
Consider a time-varying collection of n points on the positive real axis, modeled as exponentials of n Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. If…
We have experimentally investigated field induced aggregation of nonmagnetic particles confined in a magnetic fluid layer when rotating magnetic fields were applied. After application of a magnetic field rotating in the plane of the fluid…
A fundamental spacetime scale in the universe leads to noncommutative spacetime and thence to a modified energy - momentum dispersion relation or equivalently to a modification of Lorentz symmetry as shown by the author and others. This…
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 explore the phenomenon of emergent Lorentz invariance in strongly coupled theories. The strong dynamics is handled using the gauge/gravity correspondence. We analyze how the renormalization group flow towards Lorentz invariance is…
We prove a limit theorem for an integral functional of a Markov process. The Markovian dynamics is characterized by a linear Boltzmann equation modeling a one-dimensional test particle of mass $\lambda^{-1}\gg 1$ in an external periodic…
We extend de concept of Compton scattering to the case of plasmons. This concept was originally applied to electrons in vacuum. Here, we consider electrons in a plasma, and study the scattering properties of photon-plasmon interactions. We…
Motivated by a theorem of Barbour, we revisit some of the classical limit theorems in probability from the viewpoint of the Stein method. We setup the framework to bound Wasserstein distances between some distributions on infinite…
We study the Brownian motion of a particle in a bounded circular 2-dimensional domain, in search for a stationary target on the boundary of the domain. The process switches between two modes: one where it performs a two-dimensional…
We consider a stochastic differential equation for a charged particle in a stochastic magnetic field, known as A-Langevin equation. The solution of the equation is found, and the Lagrange velocity correlation function is calculated in…
Planck scale modified dispersion relations are one way how to capture the influence of quantum gravity on the propagation of fundamental point particles effectively. We derive the time dilation between an observer's or particle's proper…
We analyze a system of stochastic differential equations describing the joint motion of a massive (inert) particle in a viscous fluid in the presence of a gravitational field and a Brownian particle impinging on it from below, which…
This article deals with transport properties of one dimensional Brownian diffusion under the influence of a correlated quenched random force, distributed as a two-level Poisson process. We find in particular that large time scaling laws of…
Consider a linear Boltzmann equation posed on the Euclidian plane with a periodic system of circular holes and for particles moving at speed 1. Assuming that the holes are absorbing -- i.e. that particles falling in a hole remain trapped…
Quantum transport in inhomogeneous magnetic fields is investigated numerically in two-dimensional systems using the equation of motion method. In particular, the diffusion of electrons in random magnetic fields in the presence of additional…
We consider a finite or countable collection of one-dimensional Brownian particles whose dynamics at any point in time is determined by their rank in the entire particle system. Using Transportation Cost Inequalities for stochastic…
We show that the time evolution of a quantum wavepacket in a periodic potential converges in a combined high-frequency/Boltzmann-Grad limit, up to second order in the coupling constant, to terms that are compatible with the linear Boltzmann…
We find explicit upper bounds for the density of marginals of continuous diffusions where we assume that the diffusion coefficient is constant and the drift is solely assumed to be progressively measurable and locally bounded. In one…
We calculate the effective long-term convective velocity and dispersive motion of an ellipsoidal Brownian particle in three dimensions when it is subjected to a constant external force. This long-term motion results as a "net" average…
We introduce a model of self-propelled particles carrying out a Brownian motion with a diffusion coefficient which depends on the local density of particles within a certain finite radius. Numerical simulations show that in a range of…