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The paper addresses Brownian motion in the logarithmic potential with time-dependent strength, $U(x,t) = g(t) \log(x)$, subject to the absorbing boundary at the origin of coordinates. Such model can represent kinetics of…

Statistical Mechanics · Physics 2015-09-29 Artem Ryabov , Ekaterina Berestneva , Viktor Holubec

The behavior of both the survival S(t) and nonescape P(t) probabilities at long times for the one-dimensional free particle system is shown to be closely connected to that of the initial wave packet at small momentum. We prove that both…

Quantum Physics · Physics 2009-11-07 Manabu Miyamoto

We consider the distribution of free path lengths, or the distance between consecutive bounces of random particles, in an n-dimensional rectangular box. If each particle travels a distance R, then, as R tends to infinity the free path…

Dynamical Systems · Mathematics 2018-11-14 Samuel Holmin , Pär Kurlberg , Daniel Månsson

According to a well-known principle of quantum physics, the statistics of the outcomes of any quantum experiment are governed by a Positive Operator-Valued Measure (POVM). In particular, for experiments designed to measure a specific…

Quantum Physics · Physics 2024-05-16 Sheldon Goldstein , Roderich Tumulka , Nino Zanghì

We study an interacting random walk system on Z where at time 0 there is an active particle at 0 and one inactive particle on each site $n \ge 1$. Particles become active when hit by another active particle. Once activated, the particle…

Probability · Mathematics 2012-12-20 Daniela Bertacchi , Fabio Prates Machado , Fabio Zucca

We study the spatial dependence of the quantum friction effect for an atom moving at a constant velocity, in a parallel direction to a material plane. In particular, we determine the probability per unit time and unit area, for exciting…

Quantum Physics · Physics 2022-09-29 Aitor Fernández , César D. Fosco

We formulate a scaling theory for the long-time diffusive motion in a space occluded by a high density of moving obstacles in dimensions 1, 2 and 3. Our tracers diffuse anomalously over many decades in time, before reaching a diffusive…

Statistical Mechanics · Physics 2024-10-22 H. Bendekgey , G. Huber , D. Yllanes

We give conditions under which a scalar random variable T can be coupled to a random scaling factor $\xi$ such that T and $\xi$T are rendered stochastically independent. A similar result is obtained for random measures. One consequence is a…

Probability · Mathematics 2017-03-08 Lancelot F. James , Peter Orbanz

The present article studies survival analytic aspects of semiparametric copula dependence models with arbitrary univariate marginals. The underlying survival functions admit a representation via exponent measures which have an…

Statistics Theory · Mathematics 2014-09-25 Jens Bendel , Dennis Dobler , Arnold Janssen

In this paper we address the one-dimensional problem of stochastic renewal in different damping environments. An ensemble of particles with some specified initial distribution in phase space are allowed to evolve stochastically till a…

Statistical Mechanics · Physics 2016-11-26 Jyotipriya Roy , Chitrak Bhadra , Debapriya Das , Dhruba Banerjee , Deb Shankar Ray

We study the long-time behavior of the probability density associated with the decoupled continuous-time random walk which is characterized by a superheavy-tailed distribution of waiting times. It is shown that if the random walk is…

Statistical Mechanics · Physics 2011-05-02 S. I. Denisov , H. Kantz

We consider a run an tumble particle with two velocity states $\pm v_0$, in an inhomogeneous force field $f(x)$ in one dimension. We obtain exact formulae for its velocity $V_L$ and diffusion constant $D_L$ for arbitrary periodic $f(x)$ of…

Statistical Mechanics · Physics 2020-06-17 Pierre Le Doussal , Satya N. Majumdar , Gregory Schehr

This paper is devoted to the study of the persistence versus extinction of species in the reaction-diffusion equation: \begin{equation} u_t-\Delta u=f(t,x_1-ct,y,u) \quad\quad t>0,\ x\in\Omega,\nonumber \end{equation} where $\Omega$ is of…

Analysis of PDEs · Mathematics 2015-09-24 Hoang-Hung Vo

We investigate the problem of ballistically controlled reactions where particles either annihilate upon collision with probability $p$, or undergo an elastic shock with probability $1-p$. Restricting to homogeneous systems, we provide in…

Statistical Mechanics · Physics 2007-05-23 Francois Coppex , Michel Droz , Emmanuel Trizac

We consider the following stochastic space-time fractional diffusion equation with vanishing initial condition:$$ \partial^{\beta} u(t, x)=- \left(-\Delta\right)^{\alpha / 2} u(t, x)+ I_{0+}^{\gamma}\left[\dot{W}(t, x)\right],\quad…

Probability · Mathematics 2024-11-20 Yuhui Guo , Jian Song , Ran Wang , Yimin Xiao

We prove that multidimensional diffusions in random environment have a limiting velocity which takes at most two different values. Further, in the two-dimensional case we show that for any direction, the probability to escape to infinity in…

Probability · Mathematics 2007-05-23 Laurent Goergen

L\'evy walks are continuous time random walks with spatio-temporal coupling of jump lengths and waiting times, often used to model superdiffusive spreading processes such as animals searching for food, tracer motion in weakly chaotic…

Statistical Mechanics · Physics 2019-03-27 Bartłomiej Dybiec , Karol Capała , Aleksei Chechkin , Ralf Metzler

Quantum field model of unstable particles with random mass is suggested to describe the finite-width effects in decay rate. Within the framework of this model we derive the convolution formula for a width of the channels with unstable…

High Energy Physics - Phenomenology · Physics 2007-05-23 V. I. Kuksa

This paper introduces a run-and-tumble model with self-reinforcing directionality and rests. We derive a single governing hyperbolic partial differential equation for the probability density of random walk position, from which we obtain the…

Quantitative Methods · Quantitative Biology 2022-02-09 Sergei Fedotov , Daniel Han , Alexey O Ivanov , Marco A A da Silva

A variation of Rosenstock's trapping model in which $N$ independent random walkers are all initially placed upon a site of a one-dimensional lattice in the presence of a {\em one-sided} random distribution (with probability $c$) of…

Statistical Mechanics · Physics 2015-06-24 S. B. Yuste , L. Acedo
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