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We obtain the fluctuations for the occupation time of one-dimensional symmetric exclusion processes with speed change, where the transition rates (conductances) are driven by a general function W. The approach does not require sharp bounds…

Probability · Mathematics 2014-07-31 Tertuliano Franco , Patrícia Gonçalves , Adriana Neumann

The conditional expectation and conditional variance of Brownian motion is considered given the argmax, B(t|argmax), as well as those with additional information: B(t|close, argmax), B(t|max, argmax), B(t|close, max, argmax) where the close…

Probability · Mathematics 2021-06-03 Kurt S. Riedel

The ``Brownian bees'' model describes an ensemble of $N=$~const independent branching Brownian particles. The conservation of $N$ is provided by a modified branching process. When a particle branches into two particles, the particle which…

Statistical Mechanics · Physics 2023-02-08 Pavel Sasorov , Arkady Vilenkin , Naftali R. Smith

Brownian systems are characterized by spatiotemporal disorder, which arises from the erratic motion of particles driven by thermal fluctuations. When light interacts with such systems, it typically produces unpolarized and uncorrelated…

Optics · Physics 2026-01-07 Xiao Zhang , Peiyang Chen , Mei Li , Yuzhi Shi , Erez Hasman , Bo Wang , Xianfeng Chen

We consider a directed abelian sandpile on a strip of size $2\times n$, driven by adding a grain randomly at the left boundary after every $T$ time-steps. We establish the exact equivalence of the problem of mass fluctuations in the steady…

Statistical Mechanics · Physics 2015-06-04 Avinash Chand Yadav , Ramakrishna Ramaswamy , Deepak Dhar

The local equilibration time of quantum many-body systems has been conjectured to satisfy a `Planckian bound', $\tau_{\rm eq}\gtrsim \frac{\hbar}{T}$. We provide a sharp and universal definition of this time scale, and show that it is…

Strongly Correlated Electrons · Physics 2025-03-04 Luca V. Delacretaz

This work considers a type of slow-fast system, where the slow component is driven by fractional Brownian motion with H > 1/2 and the fast component is a Markovian stationary process. Our solution mapping is defined based on the…

Probability · Mathematics 2026-04-29 Xiaoyu Yang , Yong Xu

Diffusive transport in many complex systems features a crossover between anomalous diffusion at short times and normal diffusion at long times. This behavior can be mathematically modeled by cutting off (tempering) beyond a mesoscopic…

Statistical Mechanics · Physics 2021-10-15 Thomas Vojta , Zachary Miller , Samuel Halladay

The position of a colloidal particle trapped in an external field thermally fluctuates at equilibrium. As is well known, the ambient fluid is not a simple heat bath and the particle mass appears to increase, which influences the mean square…

Soft Condensed Matter · Physics 2017-04-20 Youhei Fujitani

We study fluctuations in diffusion-limited reaction systems driven out of their stationary state. Using a numerically exact method, we investigate fluctuation ratios in various systems which differ by their level of violation of microscopic…

Statistical Mechanics · Physics 2009-11-13 Sven Dorosz , Michel Pleimling

We study the long time behavior of a Brownian particle moving in an anomalously diffusing field, the evolution of which depends on the particle position. We prove that the process describing the asymptotic behaviour of the Brownian particle…

Mathematical Physics · Physics 2011-05-06 Michela Ottobre

We have considered the underdamped motion of a Brownian particle in the presence of a correlated external random force. The force is modeled by an Ornstein-Uhlenbeck process. We investigate the fluctuations of the work done by the external…

Statistical Mechanics · Physics 2014-11-19 Arnab Pal , Sanjib Sabhapandit

The long-term behavior of a supercritical branching random walk can be described and analyzed with the help of Biggins' martingales, parametrized by real or complex numbers. The study of these martingales with complex parameters is a rather…

Probability · Mathematics 2018-08-17 Alexander Iksanov , Konrad Kolesko , Matthias Meiners

We focus on the dynamics of a Brownian particle whose mass fluctuates. First we show that the behaviour is similar to that of a Brownian particle moving in a fluctuating medium, as studied by Beck [Phys. Rev. Lett. 87 (2001) 180601]. By…

Statistical Mechanics · Physics 2007-06-13 R. Lambiotte , M. Ausloos

We report on the residence times of capillary waves above a given height $h$ and on the typical waiting time in between such fluctuations. The measurements were made on phase separated colloid-polymer systems by laser scanning confocal…

We consider a system of diffusing particles on the real line in a quadratic external potential and with repulsive electrostatic interaction. The empirical measure process is known to converge weakly to a deterministic measure-valued process…

Probability · Mathematics 2010-03-23 Martin Bender

Optical tweezers allow the measurement of fluctuations at the nano-scale, in particular fluctuations in the end-to-end distance in single molecules. Fluctuation spectra can yield valuable information, but they can easily be contaminated by…

Biological Physics · Physics 2015-09-30 Marco Ribezzi-Crivellari , Anna Alemany , Felix Ritort

An earlier four-loop calculation of the fluctuation pressure of a fluid membrane between two infinite walls is extended to five loops. Variational perturbation theory is used to extract the hard-wall limit from perturbative results obtained…

Statistical Mechanics · Physics 2007-05-23 Boris Kastening

We study the current of particles that move independently in a common static random environment on the one-dimensional integer lattice. A two-level fluctuation picture appears. On the central limit scale the quenched mean of the current…

Probability · Mathematics 2016-08-14 Jonathon Peterson , Timo Seppäläinen

We discuss the random motion of charged test particles driven by quantum electromagnetic fluctuations at finite temperature in both the unbounded flat space and flat spacetime with a reflecting boundary and calculate the mean squared…

High Energy Physics - Theory · Physics 2007-05-23 Hongwei Yu , Jun Chen , Puxun Wu