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We investigate the properties of a Wright-Fisher diffusion process started from frequency x at time 0 and conditioned to be at frequency y at time T. Such a process is called a bridge. Bridges arise naturally in the analysis of selection…

Populations and Evolution · Quantitative Biology 2013-10-04 Joshua G. Schraiber , Robert C. Griffiths , Steven N. Evans

We consider a random walk among a Poisson system of moving traps on ${\mathbb Z}$. In earlier work [DGRS12], the quenched and annealed survival probabilities of this random walk have been investigated. Here we study the path of the random…

Probability · Mathematics 2017-02-01 Siva Athreya , Alexander Drewitz , Rongfeng Sun

We consider the transport of rigid objects with internal structure in a flashing ratchet potential by investigating the overdamped behavior of a rod-like chain of evenly spaced point particles. In 1D, analytical arguments show that the…

Statistical Mechanics · Physics 2009-11-11 Erin M. Craig , Martin J. Zuckermann , Heiner Linke

We observe that the probability distribution of the Brownian motion with drift $-c \frac x {1-t}$ where $c\not =1$ is singular with respect to that of the classical Brownian bridge measure on $[0,1]$, while their Cameron-Martin spaces are…

Probability · Mathematics 2018-03-29 Xue-Mei Li

Aldous and Pitman (1994) studied asymptotic distributions, as n tends to infinity, of various functionals of a uniform random mapping of a set of n elements, by constructing a mapping-walk and showing these mapping-walks converge weakly to…

Probability · Mathematics 2007-05-23 David Aldous , Jim Pitman

Diffusion through semipermeable structures arises in a wide range of processes in the physical and life sciences. Examples at the microscopic level range from artificial membranes for reverse osmosis to lipid bilayers regulating molecular…

Statistical Mechanics · Physics 2023-01-11 Paul C Bressloff

In this paper, we explore the reduction of functionality in a complex system as a consequence of cumulative random damage and imperfect reparation, a phenomenon modeled as a dynamical process on networks. We analyze the global…

Statistical Mechanics · Physics 2021-06-07 L. K. Eraso-Hernandez , A. P. Riascos , T. M. Michelitsch , J. Wang-Michelitsch

Let v be a bounded function with bounded support in R^d, d>=3. Let x,y in R^d. Let Z(t) denote the path integral of v along the path of a Brownian bridge in R^d which runs for time t, starting at x and ending at y. As t->infty, it is…

Probability · Mathematics 2007-05-23 Robin Pemantle , Mathew Penrose

A Brownian ratchet is a one-dimensional diffusion process that drifts toward a minimum of a periodic asymmetric sawtooth potential. A flashing Brownian ratchet is a process that alternates between two regimes, a one-dimensional Brownian…

Probability · Mathematics 2018-02-01 S. N. Ethier , Jiyeon Lee

The branching annihilating random walk is studied on a random graph whose sites have uniform number of neighbors (z). The Monte Carlo simulations in agreement with the generalized mean-field analysis indicate that the concentration decreses…

Statistical Mechanics · Physics 2009-10-31 Gyorgy Szabo

We consider random walks X_n in Z+, obeying a detailed balance condition, with a weak drift towards the origin when X_n tends to infinity. We reconsider the equivalence in law between a random walk bridge and a 1+1 dimensional…

Probability · Mathematics 2015-05-13 Joel De Coninck , Francois Dunlop , Thierry Huillet

We investigate a moving boundary problem for a Brownian particle on the semi-infinite line in which the boundary moves by a distance proportional to the time between successive collisions of the particle and the boundary. Phenomenologically…

Statistical Mechanics · Physics 2025-01-14 B. De Bruyne , J. Randon-Furling , S. Redner

The Martin boundary associated with the simple random walk on an example of partially oriented lattice is shown to be trivial by computing fine estimates of the Green kernel.

Probability · Mathematics 2012-03-16 Basile de Loynes

In this article we continue the study of the quenched distributions of transient, one-dimensional random walks in a random environment. In a previous article we showed that while the quenched distributions of the hitting times do not…

Probability · Mathematics 2016-06-14 Jonathon Peterson , Gennady Samorodnitsky

The motion of weakly inertial Brownian particles, transported by steady two-dimensional fluid flows, is investigated by means of asymptotic methods. We focus on the phenomenon of noise-induced separatrix crossing, which can force particles…

Fluid Dynamics · Physics 2019-05-08 Jean-Régis Angilella

We study Markov chains on a lattice in a codimension-one stratified independent random environment, exploiting results established in [2]. First of all the random walk is transient in dimension at least three. Focusing on dimension two,…

Probability · Mathematics 2018-11-20 Julien Brémont

We propose a new mechanism to alter the nature of the potential barriers when a biased Brownian particle under goes a constrained motion in narrow, periodic channel. By changing the angle of the external bias, the nature of the potential…

Statistical Mechanics · Physics 2010-12-06 P. S. Burada , G. Schmid

Spontaneous brittle fracture is studied based on the recently introduced model (Mishuris and Slepyan, Brittle fracture in a periodic structure with internal potential energy. Proc. Roy. Soc. A, in press). A periodic structure is considered,…

Soft Condensed Matter · Physics 2015-06-18 Mark Ayzenberg-Stepanenko , Gennady Mishuris , Leonid Slepyan

In this Chapter, we consider a model of $N$ independent random walkers, each of duration $t$, and each starting from the origin, on a lattice in $d$ dimensions. We focus on two observables, namely $D_N(t)$ and $C_N(t)$ denoting respectively…

Statistical Mechanics · Physics 2024-06-03 Satya N. Majumdar , Gregory Schehr

We consider a random walk on the support of a stationary simple point process on $R^d$, $d\geq 2$ which satisfies a mixing condition w.r.t.the translations or has a strictly positive density uniformly on large enough cubes. Furthermore the…

Mathematical Physics · Physics 2009-11-10 A. Faggionato , H. Schulz-Baldes , D. Spehner