Related papers: Occupation times on the legs of a diffusion spider
In this communication, we show that the residence time of a Brownian particle, defined as the cumulative time spent in a given region of space, can be optimized as a function of the diffusion coefficient. We discuss the relevance of this…
Encounter-based models of diffusion provide a probabilistic framework for analyzing the effects of a partially absorbing reactive surface, in which the probability of absorption depends upon the amount of surface-particle contact time.…
With respect to a class of long-range exclusion processes on $\mathbb{Z}^d$, with single particle transition rates of order $|\cdot|^{-(d+\alpha)}$, starting under Bernoulli invariant measure $\nu_\rho$ with density $\rho$, we consider the…
The distribution of the first hitting time of a disc for the standard two dimensional Brownian motion is computed. By investigating the inversion integral of its Laplace transform we give fairy detailed asymptotic estimates of its density…
We study the asymptotic behaviour of occupation times of a transient random walk in quenched random environment on a strip in a sub-diffusive regime. The asymptotic behaviour of hitting times, which is a more traditional object of study, is…
For a regular transient diffusion, we provide a decomposition of its last passage time to a certain state $\alpha$. This is accomplished by transforming the original diffusion into two diffusions using the occupation time of the area above…
We address the problem of minimizing the expected first-passage time of a Brownian motion with Poissonian resetting, with respect to the resetting rate $r.$ We consider both the one-boundary and the two-boundary cases.We investigate the…
We numerically study the spatial diffusion of an atomic cloud experiencing Sisyphus cooling in a three-dimensional lin$\bot$lin optical lattice in a broad range of lattice parameters. In particular, we investigate the dependence on the size…
We consider active Brownian particles that intermittently switch between active and inactive states. Such behavior is ubiquitous at all scales, from bacteria to animals and in artificial active systems. We derive exact expressions for key…
The objective of this article is to prove existence and weak uniqueness of a Walsh spider diffusion process, whose spinning measure and coefficients are allowed to depend on the local time spent at the junction vertex. The methodology is to…
We consider local singular perturbations of a one-dimensional Laplace operator from the point of view of semigroup theory. Under certain assumptions, we prove the convergence of the corresponding semigroups to the heat semigroup with…
In this work, we investigate the effects of chirality, accounting for translational diffusion, on active Brownian particles in two and three dimensions. Despite the inherent complexity in solving the Fokker-Planck equation, we demonstrate a…
Let X be some homogeneous additive functional of a skew Bessel process Y. In this note, we compute the asymptotics of the first passage time of X to some fixed level b, and study the position of Y when X exits a bounded interval [a, b]. As…
We review and study a one-parameter family of functional transformations, denoted by $(S^{(\beta)})_{\beta\in \R}$, which, in the case $\beta<0$, provides a path realization of bridges associated to the family of diffusion processes…
We investigate occupation time statistics for random walks on a comb with ramified teeth. This is achieved through the relation between the occupation time and the first passage times. Statistics of occupation times in half space follows…
We obtain the fluctuations for the occupation time of one-dimensional symmetric exclusion processes with speed change, where the transition rates (conductances) are driven by a general function W. The approach does not require sharp bounds…
We study the problem of particles undergoing Brownian motion in an expanding sphere whose surface is an absorbing boundary for the particles. The problem is akin to that of the diffusion of impurities in a grain of polycrystalline material…
S. G. Kou and H. Wang [First Passage times of a Jump Diffusion Process \textit{Ann. Appl. Probab.} {\bf 35} (2003) 504--531] give expressions of both the (real) Laplace transform of the distribution of first passage time and the (real)…
Diffusion in the quenched trap model is investigated with an approach we call weak subordination breaking. We map the problem onto Brownian motion and show that the operational time is ${\cal S}_\alpha = \sum_{x=-\infty} ^\infty…
We calculate the mean joint residence time of two Brownian particles in a sphere, for very general initial conditions. In particular, we focus on the dependence of this residence time as a function of the diffusion coefficients of the two…