Related papers: Occupation times on the legs of a diffusion spider
In this article we determine the Laplace transforms of the main boundary functionals of the oscillating compound Poisson process. These are the first passage time of the level, the joint distribution of the first exit time from the interval…
We examine diffusion-limited aggregation for a one-dimensional random walk with long jumps. We achieve upper and lower bounds on the growth rate of the aggregate as a function of the number of moments a single step of the walk has. In this…
We consider Langevin equation with dichotomously fluctuating diffusivity, where the diffusion coefficient changes dichotomously in time, in order to study fluctuations of time-averaged observables in temporary heterogeneous diffusion…
Molecular spiders are synthetic molecular motors based on DNA nanotechnology. While natural molecular motors have evolved towards very high efficiency, it remains a major challenge to develop efficient designs for man-made molecular motors.…
Diffusion and anomalous diffusion are widely observed and used to study movement across organisms, resulting in extensive use of the mean and mean-squared displacement (MSD). However, these measures - corresponding to specific displacement…
In this paper we apply the spectral theory of linear diffusions to study the one-dimensional Liouville Brownian Motion and Liouville Brownian excursions from a given point. As an application we estimate the fractal dimensions of level sets…
We study the distribution of occupation times for a one-dimensional random walk restricted to a finite interval by reflecting boundary conditions. At short times the classical bimodal distribution due to L\'evy is reproduced with walkers…
We consider exponential functionals of a multi-dimensional Brownian motion with drift, defined via a collection of linear functionals. We give a characterization of the Laplace transform of their joint law as the unique bounded solution, up…
In this paper we consider a multiparticle version of a recent probabilistic framework for studying diffusion-mediated surface reactions. The basic idea of the probabilistic approach is to consider the joint probability density or…
Occupation times quantify how long a stochastic process remains in a region, and their single-time statistics are famously given by the arcsine law for Brownian and L\'evy processes. By contrast, two-time occupation statistics, which…
Area fluctuations of a Brownian excursion are described by the Airy distribution, which found applications in different areas of physics, mathematics and computer science. Here we generalize this distribution to describe the area…
Systems switching between different dynamical phases is an ubiquitous phenomenon. The general understanding of such a process is limited. To this end, we present a general expression that captures fluctuations of a system exhibiting a…
We study the empirical process arising from a multi-dimensional diffusion process with periodic drift and diffusivity. The smoothing properties of the generator of the diffusion are exploited to prove the Donsker property for certain…
In this paper, we are concerned with the long-range voter model on lattices. We prove a stationary fluctuation theorem for the occupation time of the model under a proper time-space scaling. In several cases, the fluctuation limits are…
We derive a large deviation principle for the density profile of occupation times of random interlacements at a fixed level in a large box of Z^d, with d bigger or equal to 3. As an application, we analyze the asymptotic behavior of the…
The spectral heat content is investigated for time-changed killed Brownian motions on C1,1 open sets, where the time change is given by either a subordinator or an inverse subordinator, with the underlying Laplace exponent being regularly…
Synthetic bio-molecular spiders with "legs" made of single-stranded segments of DNA can move on a surface which is also covered by single-stranded segments of DNA complementary to the leg DNA. In experimental realizations, when a leg…
We investigate the dynamics of a single tracer particle performing Brownian motion in a two-dimensional course of randomly distributed hard obstacles. At a certain critical obstacle density, the motion of the tracer becomes anomalous over…
The joint distribution of a geometric Brownian motion and its time-integral was derived in a seminal paper by Yor (1992) using Lamperti's transformation, leading to explicit solutions in terms of modified Bessel functions. In this paper, we…
Shape changes resulting from segmental flexibility are ubiquitous in molecular and biological systems, and are expected to affect both the diffusive motion and (biological) function of dispersed objects. The recent development of colloidal…