Related papers: Dynamical Correlations for Vicious Random Walk wit…
Brownian motion is a Gaussian process described by the central limit theorem. However, exponential decays of the positional probability density function $P(X,t)$ of packets of spreading random walkers, were observed in numerous situations…
We study the persistence exponent for the first passage time of a random walk below the trajectory of another random walk. More precisely, let $\{B_n\}$ and $\{W_n\}$ be two centered, weakly dependent random walks. We establish that…
Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…
We consider classical particles coupled to the quantized electromagnetic field in the background of a spatially flat Robertson-Walker universe. We find that these particles typically undergo Brownian motion and acquire a non-zero mean…
A discrete time quantum walk is considered in which the step lengths are chosen to be either $1$ or $2$ with the additional feature that the walker is persistent with a probability $p$. This implies that with probability $p$, the walker…
A class of exclusion processes in which particles perform history-dependent random walks is introduced, stimulated by dynamic phenomena in some biological and artificial systems. The particles locally interact with the underlying substrate…
The Brownian web is a collection of one-dimensional coalescing Brownian motions starting from every point in space and time, while the Brownian net is an extension that also allows branching. We show here that the Brownian net is the…
This work analyzes fractional continuous-time random walks on two-layer multiplexes. A node-centric dynamics is used, in which it is assumed a Poisson distribution of a walker to become active, while a jump to one of its neighbors depends…
We prove results for random walks in dynamic random environments which do not require the strong uniform mixing assumptions present in the literature. We focus on the "environment seen from the walker"-process and in particular its…
Diffusion in a confining potential offers a minimal setting to understand the interplay between random motion and deterministic forces driving a particle towards a focal point or potential minimum. In continuous space and time, two…
Graph-limit theory focuses on the convergence of sequences of graphs when the number of nodes becomes arbitrarily large. This framework defines a continuous version of graphs allowing for the study of dynamical systems on very large graphs,…
We consider a one-dimensional Brownian motion of fixed duration $T$. Using a path-integral technique, we compute exactly the probability distribution of the difference $\tau=t_{\min}-t_{\max}$ between the time $t_{\min}$ of the global…
Extended numerical simulations enable to ascertain the diffusive behavior at finite temperatures of chiral walls and skyrmions in ultra-thin model Co layers exhibiting symmetric - Heisenberg - as well as antisymmetric -…
Recent experiments (G. Ariel, et al., Nature Comm. 6, 8396 (2015)) revealed an intriguing behavior of swarming bacteria: they fundamentally change their collective motion from simple diffusion into a superdiffusive L\'{e}vy walk dynamics.…
We investigate the relation between mobility and diffusivity for Brownian particles under steady shear near the glass transition, using mode coupling approximations. For the two directions perpendicular to the shear direction, the particle…
It was shown roughly thirty years ago that the density correlations of eigenvalues of large random matrices display a universal form, independent of most of the details of the distribution of the random matrix itself. We show that when the…
The stochastic trajectories of molecules in living cells, as well as the dynamics in many other complex systems, often exhibit memory in their path over long periods of time. In addition, these systems can show dynamic heterogeneities due…
It is well known that the weak limit of a suitably scaled continuous-time random walk (CTRW) is the Brownian motion. We investigate the convergence of certain patterned random matrices whose entries are independent CTRWs and their…
We study exclusion processes on the integer lattice in which particles change their velocities due to stickiness. Specifically, whenever two or more particles occupy adjacent sites, they stick together for an extended period of time, and…
In this work we study a two-dimensional system composed by Active Brownian Particles (ABPs) interacting via a repulsive potential with two-length-scales, a soft shell and a hard-core. Depending on the ratio between the strength of the soft…