Related papers: Infinite systems of non-colliding Brownian particl…
We introduce a system of Brownian particles, each absorbed upon hitting an associated moving boundary. The boundaries are determined by the conditional probabilities of the particles being absorbed before some final time horizon, given the…
We consider systems of Brownian particles in the space of positive definite matrices, which evolve independently apart from some simple interactions. We give examples of such processes which have an integrable structure. These are related…
We study a system of hard rods of finite size in one space dimension, which move by Brownian noise while avoiding overlap. We consider a scaling in which the number of particles tends to infinity while the volume fraction of the rods…
The Brownian motion of microscopic particles is driven by the collisions with the molecules of the surrounding fluid. The noise associated with these collisions is not white, but coloured due, e.g., to the presence of hydrodynamic memory.…
We study a system of reflected Brownian motions on the positive half-line in which each particle has a drift toward the origin determined by the local times at the origin of all the particles. If this local time drift is too strong, such…
Motions of fluctuating Brownian particles in an incompressible viscous fluid have been studied by coupled simulations of Brownian particles and host fluid. We calculated the velocity autocorrelation functions of Brownian particles and…
We prove the finite-time collapse of a system of N classical fields, which are described by N coupled nonlinear Schrodinger equations. We derive the conditions under which all of the fields experiences this finite-time collapse. Finally,…
We investigate the scaling of the R\'{e}nyi entanglement entropies for a particle bipartition of interacting spinless fermions in one spatial dimension. In the Tomonaga-Luttinger liquid regime, we calculate the second R\'{e}nyi entanglement…
Consider Dyson's Hermitian Brownian motion model after a finite time S, where the process is started at N equidistant points on the real line. These N points after time S form a determinantal process and has a limit as N tends to infinity.…
Consider non-intersecting Brownian motions on the real line, starting from the origin at t=0, with a number of particles forced to reach p distinct target points at time t=1. This work shows that the transition probability, that is the…
We provide a rigorous derivation of the brownian motion as the hydrodynamic limit of a deterministic system of hard-spheres as the number of particles $N$ goes to infinity and their diameter $\varepsilon$ simultaneously goes to $0,$ in the…
We investigate the persistence probability of a Brownian particle in a harmonic potential, which decays to zero at long times -- leading to an unbounded motion of the Brownian particle. We consider two functional forms for the decay of the…
We give a lower bound for the non-collision probability up to a long time T in a system of n independent random walks with fixed obstacles on the two-dimensional lattice. By `collision' we mean collision between the random walks as well as…
We consider a system of particles performing a one-dimensional dyadic branching Brownian motion with space-dependent branching rate, negative drift $-\mu$ and killed upon reaching $0$, starting with $N$ particles. More precisely, particles…
We investigate the construction of diffusions consisting of infinitely numerous Brownian particles moving in $\mathbb{R}^d$ and interacting via logarithmic functions (two-dimensional Coulomb potentials). These potentials are very strong and…
We solve infinite-dimensional stochastic differential equations (ISDEs) describing an infinite number of Brownian particles interacting via two-dimensional Coulomb potentials. The equilibrium states of the associated unlabeled stochastic…
We study simple nonequilibrium distributions describing a classical gas of particles interacting via a pair potential ${\phi}(x/{\epsilon})$, in the Boltzmann-Grad scaling ${\epsilon} \rightarrow 0$. We establish bounds for truncated…
The paper considers instantly coalescing, or instantly annihilating, systems of one-dimensional Brownian particles on the real line. Under maximal entrance laws, the distribution of the particles at a fixed time is shown to be Pfaffian…
We discuss particle entanglement in systems of indistinguishable bosons and fermions, in finite Hilbert spaces, with focus on operational measures of quantum correlations. We show how to use von Neumann entropy, Negativity and entanglement…
At time zero, there are $N$ identical point particles in the line (1D) which are characterized by their positions and velocities. Both values are given randomly and independently from each other, with arbitrary probability densities. Each…