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We investigate the stochastic motion of a Brownian particle in the harmonic potential with a time-dependent force constant. It may describe the motion of a colloidal particle in an optical trap where the potential well is formed by a…

Statistical Mechanics · Physics 2014-04-11 Chulan Kwon , Jae Dong Noh , Hyunggyu Park

We consider a branching system consisting of particles moving according to a Markov family in $\Rd$ and undergoing subcritical branching with a constant rate $V>0$. New particles immigrate to the system according to homogeneous space-time…

Probability · Mathematics 2009-11-04 Piotr Milos

We consider a generalization of a one-dimensional stochastic process known in the physical literature as L\'evy-Lorentz gas. The process describes the motion of a particle on the real line in the presence of a random array of marked points,…

Probability · Mathematics 2016-04-12 Alessandra Bianchi , Giampaolo Cristadoro , Marco Lenci , Marilena Ligabò

The need to model a Markov renewal on-off process with multiple off-states arise in many applications such as economics, physics, and engineering. Characterization of the occupation time of one specific off-state marginally or two…

Probability · Mathematics 2019-10-01 Chaoran Hu , Vladimir Pozdnyakov , Jun Yan

In this paper, we extend the functional central limit theorems for the occupation times of the voter models on lattices given in Xue2026 to the case where the initial distribution is a spatially inhomogeneous product measure. The duality…

Probability · Mathematics 2026-03-10 Xiaofeng Xue

Stretched-exponential relaxation is a widely observed phenomenon found in ordered ferromagnets as well as glassy systems. One modeling approach connects this behavior to a droplet dynamics described by an effective Langevin equation for the…

Statistical Mechanics · Physics 2024-02-21 Lucianno Defaveri , Eli Barkai , David A. Kessler

In this paper we view the steady states of classical random walks over complex networks with an arbitrary degree distribution as states in thermal equilibrium. By identifying the distribution of states as a canonical ensemble, we are able…

Statistical Mechanics · Physics 2015-06-29 Chih-Lung Chou

In this paper, we study a spatial model for dormancy in a random environment via a two-type branching random walk in continuous-time, where individuals switch between dormant and active states depending on the current state of a fluctuating…

Probability · Mathematics 2025-09-03 Helia Shafigh , Leo Tyrpak

The unoccupied states of complex materials are difficult to measure, yet play a key role in determining their properties. We propose a technique that can measure the unoccupied states, called time-resolved Compton scattering, which measures…

Statistical Mechanics · Physics 2013-07-09 A. F. Kemper , M. Sentef , B. Moritz , C. C. Kao , Z. X. Shen , J. K. Freericks , T. P. Devereaux

We establish via a probabilistic approach the quenched invariance principle for a class of long range random walks in independent (but not necessarily identically distributed) balanced random environments, with the transition probability…

Probability · Mathematics 2020-10-27 Xin Chen , Zhen-Qing Chen , Takashi Kumagai , Jian Wang

The work performed on or extracted from a non-autonomous quantum system described by means of a two-point projective-measurement approach takes the form of a stochastic variable. We show that the cumulant generating function of work can be…

Quantum Physics · Physics 2019-05-22 G. Guarnieri , N. H. Y. Ng , K. Modi , J. Eisert , M. Paternostro , J. Goold

We consider passive Brownian particles trapped in an "imperfect" harmonic trap. The trap is imperfect because it is randomly turned off and on, and as a result, particles fail to equilibrate. Another way to think about this is to say that a…

Statistical Mechanics · Physics 2024-10-10 Derek Frydel

We study random walks on Erd\"os-R\'enyi random graphs in which, every time the random walk returns to the starting point, first an edge probability is independently sampled according to a priori measure $\mu$, and then an Erd\"os-R\'enyi…

Probability · Mathematics 2025-02-06 Giulio Iacobelli , Guilherme Ost , Daniel Y. Takahashi

We investigate a L\'evy-Walk alternating between velocities $\pm v_0$ with opposite sign. The sojourn time probability distribution at large times is a power law lacking its mean or second moment. The first case corresponds to a ballistic…

Statistical Mechanics · Physics 2014-06-03 D. Froemberg , E. Barkai

We study analytically the order statistics of a time series generated by the successive positions of a symmetric random walk of n steps with step lengths of finite variance \sigma^2. We show that the statistics of the gap d_{k,n}=M_{k,n}…

Statistical Mechanics · Physics 2012-01-27 Gregory Schehr , Satya N. Majumdar

We consider an overdamped Brownian particle subject to an asymptotically flat potential with a trap of depth $U_0$ around the origin. When the temperature is small compared to the trap depth ($\xi=k_B T/U_0 \ll 1$), there exists a range of…

Statistical Mechanics · Physics 2020-10-21 Lucianno Defaveri , Celia Anteneodo , David A. Kessler , Eli Barkai

In this paper we consider diffusion in a domain $\Omega$ containing a partially absorbing target $\calM$ with position and occupation time resetting. The occupation time $A_t$ is a Brownian functional that determines the amount of time that…

Statistical Mechanics · Physics 2022-07-13 Paul C Bressloff

We study the finite temperature statistical mechanics of Hamiltonian paths between a set of N quenched randomly distributed points in a finite domain D. The energy of the path is a function of the distance between neighboring points on the…

Disordered Systems and Neural Networks · Physics 2009-11-10 David S. Dean , David Lancaster , Satya N. Majumdar

Tracking tracer particles in heterogeneous environments plays an important role in unraveling the material properties. These heterogeneous structures are often static and depend on the sample realizations. Sample-to-sample fluctuations of…

Statistical Mechanics · Physics 2019-01-04 Takuma Akimoto , Eli Barkai , Keiji Saito

Despite considerable work on the energy-level and wavefunction statistics of disordered quantum systems, numerical studies of those statistics relevant for electron-electron interactions in mesoscopic systems have been lacking. We plug this…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 Mike Miller , Denis Ullmo , Harold U. Baranger
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