Related papers: Where did the Brownian particle go?
The Brownian Web (BW) is the random network formally consisting of the paths of coalescing one-dimensional Brownian motions starting from every space-time point in ${\mathbb R}\times{\mathbb R}$. We extend the earlier work of Arratia and of…
We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…
We discuss a family of time-inhomogeneous two-dimensional diffusions, defined over a finite time interval $[0,T]$, having transition density functions that are expressible in terms of the integral kernels for negative exponentials of the…
We study trajectories of d-dimensional Brownian Motion in Poissonian potential up to the hitting time of a distant hyper-plane. Our Poissonian potential V can be associated to a field of traps whose centers location is given by a Poisson…
We study the survival probability and the first-passage time distribution for a Brownian motion in a planar wedge with infinite absorbing edges. We generalize existing results obtained for wedge angles of the form $\pi/n$ with $n$ a…
We study experimentally, numerically and theoretically the optimal mean time needed by a Brownian particle, freely diffusing either in one or two dimensions, to reach, within a tolerance radius $R_{\text tol}$, a target at a distance $L$…
It is shown that in the case of the one-particle one-dimensional scattering problem for a given time-independent potential, for each state of the whole quantum ensemble of identically prepared particles, there is an unique pair of…
We study experimentally and theoretically the optimal mean time needed by a free diffusing Brownian particle to reach a target at a distance L from an initial position in the presence of resetting. Both the initial position and the…
We study the persistence exponent for the first passage time of a random walk below the trajectory of another random walk. More precisely, let $\{B_n\}$ and $\{W_n\}$ be two centered, weakly dependent random walks. We establish that…
We study stationary fluctuations in two models involving $N$ Brownian particles undergoing stochastic resetting to the origin in 1d. We start with the basic reset model where the particles reset independently (model A). Then we introduce…
Mortality introduces an intrinsic time scale into the scale-invariant Brownian motion. This fact has important consequences for different statistics of Brownian motion. Here we are telling three short stories, where spontaneous death, such…
It is shown that a normalisable probability density can be defined for the entire complex plane in the modified de Broglie-Bohm quantum mechanics, which gives complex quantum trajectories. This work is in continuation of a previous one that…
This work proposes a method for the two-dimensional simulation of Brownian particles in a fluid with restrictions. The method is based on simple numerical rules between two matrices. One of the matrix represent the identification of all…
Let $T^D$ denote the first exit time of a planar Brownian motion from a domain $D$. Given two simply connected planar domains $U,W \neq \SC$ containing $0$, we investigate the cases in which we are more likely to have fast exits (meaning…
We consider the classical one-dimensional random walk of a particle on the right-half real line. We assume that the particle is initially at position x=k, k > 0, and moves to the right with probability p or to the left with probability 1-p.…
A strong law of large numbers for $d$-dimensional random projections of the $n$-dimensional cube is derived. It shows that with respect to the Hausdorff distance a properly normalized random projection of $[-1,1]^n$ onto $\mathbb{R}^d$…
In nanoscale space and pico- to nanoseconds enormous physical, chemical and biological processes take place, while the motions of involved particles/molecules under thermal fluctuations are usually analyzed using the conventional theory of…
Rotor walk is deterministic counterpart of random walk on graphs. We study that under a certain initial configuration in Z^d, n particles perform rotor walks from the origin consecutively. They would stop if they hit the origin or infinity.…
Overdamped Brownian motion of a self-propelled particle is studied by solving the Langevin equation analytically. On top of translational and rotational diffusion, in the context of the presented model, the "active" particle is driven along…
We obtain rates of convergence to stationarity in L^1-Wasserstein distance for a d-dimensional reflected Brownian motion (RBM) in the nonnegative orthant that are explicit in the dimension and the system parameters. The results are then…