Related papers: Multitime fields and hard rod scaling limits
We present a detailed analysis of random motions moving in higher spaces with a natural number of velocities. In the case of the so-called minimal random dynamics, under some wide assumptions, we show the joint distribution of the position…
One-dimensional run-and-tumble processes may converge towards some localized non-equilibrium steady state when the two velocities and/or the two switching rates are space-dependent. A long dynamical trajectory can be then analyzed via the…
We consider the motion of the interface separating a vacuum from an inviscid, incompressible, and irrotational fluid, subject to the self-gravitational force and neglecting surface tension, in two space dimensions. The fluid motion is…
The horizontal dynamics of a bouncing ball interacting with an irregular surface is investigated and is found to demonstrate behavior analogous to a random walk. Its stochastic character is substantiated by the calculation of a permutation…
We investigate the typical sizes and shapes of sets of points obtained by irregularly tracking two-dimensional Brownian bridges. The tracking process consists of observing the path location at the arrival times of a non-homogeneous Poisson…
We provide a rigorous derivation of the brownian motion as the limit of a deterministic system of hard-spheres as the number of particles $N$ goes to infinity and their diameter $\varepsilon$ simultaneously goes to $0$, in the fast…
We study point processes that consist of certain centers of point tuples of an underlying Poisson process. Such processes arise in stochastic geometry in the study of exceedances of various functionals describing geometric properties of the…
Consider the dynamic environment governed by a Poissonian field of independent particles evolving as simple random walks on $\mathbb{Z}^d$. The random walk on random walks model refers to a particular stochastic process on $\mathbb{Z}^d$…
We study the hydrodynamics of the hard rod model proposed by Boldrighini, Dobrushin and Soukhov by describing the displacement of each quasiparticle with respect to the corresponding ideal gas particle as a height difference in a related…
We study the dynamics of three elastic particles in a finite interval where two light particles are separated by a heavy ``piston''. The piston undergoes surprisingly complex motion that is oscillatory at short time scales but seemingly…
We introduce a new model called the Brownian Conga Line. It is a random curve evolving in time, generated when a particle performing a two dimensional Gaussian random walk leads a long chain of particles connected to each other by cohesive…
Brownian motion occurs in a variety of fluids, from rare gases to liquids. The Langevin equation, describing friction and agitation forces in statistical balance, is one of the most successful ways to treat the phenomenon. In rare gases, it…
Inspired by the recent work of Bertini and Posta, who introduced the boundary driven Brownian gas on $[0,1]$, we study boundary driven systems of independent particles in a general setting, including particles jumping on finite graphs and…
A method is described to solve the Poisson problem for a three dimensional source distribution that is periodic into one direction. Perpendicular to the direction of periodicity a free space (or open) boundary is realized. In beam physics,…
We define a large class of multifractal random measures and processes with arbitrary log-infinitely divisible exact or asymptotic scaling law. These processes generalize within a unified framework both the recently defined log-normal…
The union of the particles of a stationary Poisson process of compact (convex) sets in Euclidean space is called Boolean model and is a classical topic of stochastic geometry. In this paper, Boolean models in hyperbolic space are…
Nonintersecting motion of Brownian particles in one dimension is studied. The system is constructed as the diffusion scaling limit of Fisher's vicious random walk. N particles start from the origin at time t=0 and then undergo mutually…
Putting dynamics into random matrix models leads to finitely many nonintersecting Brownian motions on the real line for the eigenvalues, as was discovered by Dyson. Applying scaling limits to the random matrix models, combined with Dyson's…
The dynamic properties of a classical tracer particle in a random, disordered medium are investigated close to the localization transition. For Lorentz models obeying Newtonian and diffusive motion at the microscale, we have performed…
We study a quasi-two-dimensional monolayer of granular rods fluidized by a spatially and temporally homogeneous upflow of air. By tracking the position and orientation of the particles, we characterize the dynamics of the system with…