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We study the late time dynamics of a single active Brownian particle in two dimensions with speed $v_0$ and rotation diffusion constant $D_R$. We show that at late times $t\gg D_R^{-1}$, while the position probability distribution…

Statistical Mechanics · Physics 2019-12-18 Urna Basu , Satya N. Majumdar , Alberto Rosso , Gregory Schehr

We discuss the properties of a large number N of one-dimensional (bounded) locally periodic potential barriers in a finite interval. We show that the transmission coefficient, the scattering cross section $\sigma$, and the resonances of…

Quantum Physics · Physics 2009-11-07 D. Bar , L. P. Horwitz

Experiments involving the two-dimensional passive diffusion of colloidal boomerangs tracked off their centre of mobility have shown striking non-Gaussian tails in their probability distribution function [Chakrabarty et al., Soft Matter 12,…

Soft Condensed Matter · Physics 2018-04-18 Lyndon Koens , Maciej Lisicki , Eric Lauga

Let $\{X_1, X_2, ... \}$ be a sequence of dependent heavy-tailed random variables with distributions $F_1, F_2,...$ on $(-\infty,\infty)$, and let $\tau$ be a nonnegative integer-valued random variable independent of the sequence $\{X_k, k…

Probability · Mathematics 2013-02-28 Kam Chuen Yuen , Chuancun Yin

We consider an overdamped particle with a general physical mechanism that creates noisy active movement (e.g., a run-and-tumble particle or active Brownian particle etc.), that is confined by an external potential. Focusing on the limit in…

Statistical Mechanics · Physics 2023-08-23 Naftali R. Smith

We study numerically the expansion dynamics of an initially confined quantum wave packet in the presence of a disordered potential and a uniform bias force. For white-noise disorder, we find that the wave packet develops asymmetric…

Quantum Gases · Physics 2018-01-24 C Crosnier de Bellaistre , C Trefzger , A. Aspect , A. Georges , L Sanchez-Palencia

Response latency -- the time taken to initiate or complete an action or task -- is one of the principal measures used to investigate the mechanisms subserving human and animal cognitive processes. The right tails of response latency…

Neurons and Cognition · Quantitative Biology 2009-08-25 Fermín Moscoso del Prado Martín

Possible distributions are discussed for intertrade durations and first-passage processes in financial markets. The view-point of renewal theory is assumed. In order to represent market data with relatively long durations, two types of…

Trading and Market Microstructure · Quantitative Finance 2015-05-13 Naoya Sazuka , Jun-ichi Inoue , Enrico Scalas

Consider a generic data unit of random size L that needs to be transmitted over a channel of unit capacity. The channel availability dynamics is modeled as an i.i.d. sequence {A, A_i},i>0 that is independent of L. During each period of time…

Probability · Mathematics 2007-09-10 Predrag R. Jelenkovic , Jian Tan

By using a probabilistic technique based on the exponential change of measure we find a precise tail asymptotic behavior of some perpetuities with distributions close to the Dickman distribution.

Probability · Mathematics 2026-04-17 Alexander Iksanov , Oleh Iksanov

We perform a detailed numerical study of the conductance $G$ through one-dimensional (1D) tight-binding wires with on-site disorder. The random configurations of the on-site energies $\epsilon$ of the tight-binding Hamiltonian are…

Disordered Systems and Neural Networks · Physics 2016-04-05 J. A. Mendez-Bermudez , A. J. Martinez-Mendoza , V. A. Gopar , I. Varga

We theoretically study the propagation through a resonant absorbing medium of a time-dependent perturbation modulating the amplitude of a continuous wave (cw). Modeling the medium as a system of two-level atoms and linearizing the…

Optics · Physics 2010-09-13 Bruno Macke , Bernard Ségard

We consider the tail distribution of the edge cover time of a specific non-Markov process, $\delta$ once-reinforced random walk, on finite connected graphs, whose transition probability is proportional to weights of edges. Here the weights…

Probability · Mathematics 2025-05-09 Xiangyu Huang , Yong Liu , Kainan Xiang

We consider phase-type scale mixture distributions which correspond to distributions of a product of two independent random variables: a phase-type random variable $Y$ and a nonnegative but otherwise arbitrary random variable $S$ called the…

Probability · Mathematics 2017-05-16 Leonardo Rojas-Nandayapa , Wangyue Xie

For first passage percolation on $\mathbb{Z}^2$ with i.i.d. bounded edge weights, we consider the upper tail large deviation event; i.e., the rare situation where the first passage time between two points at distance $n$, is macroscopically…

Probability · Mathematics 2017-12-05 Riddhipratim Basu , Shirshendu Ganguly , Allan Sly

We consider the phenomenon of weak localization of a short wave pulse in a quasi-1D disordered waveguide. We show that the long-time decay of the average transmission coefficient is not purely exponential, in contradiction with predictions…

Disordered Systems and Neural Networks · Physics 2007-05-23 S. E. Skipetrov , B. A. van Tiggelen

We derive analytically, and validate numerically, the dispersion renormalization and attenuation of acoustic waves propagating through quenched disordered media in the long-wavelength limit. We consider weak spatial fluctuations in elastic…

Disordered Systems and Neural Networks · Physics 2026-05-12 Bingyu Cui , Yuqi Wang

We propose a general expression for the probability distribution of real-valued tunneling times of a localized particle, as measured by the Salecker-Wigner-Peres quantum clock. This general expression is used to obtain the distribution of…

Quantum Physics · Physics 2018-07-06 José T. Lunardi , Luiz A. Manzoni

This paper focuses on the problem of modeling the correspondence pattern for ordinary people. Suppose that letters arrive at a rate $\lambda$ and are answered at a rate $\mu$. Furthermore, we assume that, for a constant $T$, a letter is…

Probability · Mathematics 2017-04-07 Feng Wang , Xian-Yuan Wu

It is well-known that distances in random iid matrices are highly concentrated around their mean. In this note we extend this concentration phenomenon to Wigner matrices. Exponential bounds for the lower tail are also included.

Probability · Mathematics 2017-09-21 Hoi H. Nguyen