Related papers: Binomial-Poisson entropic inequalities and the M/M…
We present a novel reshuffling exchange model and investigate its long time behavior. In this model, two individuals are picked randomly, and their wealth $X_i$ and $X_j$ are redistributed by flipping a sequence of fair coins leading to a…
Assuming an effective quadratic Hamiltonian, we derive an approximate, linear stochastic equation of motion for the density-fluctuations in liquids, composed of overdamped Brownian particles. From this approach, time dependent two point…
Noncolliding diffusion processes reported in the present paper are $N$-particle systems of diffusion processes in one-dimension, which are conditioned so that all particles start from the origin and never collide with each other in a finite…
We theoretically study the scale-invariant relaxation dynamics in segregating two-component Bose-Einstein condensates with large particle-number imbalance, and uncover that random walk of droplet for the minor component plays a fundamental…
We consider a Hamiltonian lattice field model with two conserved quantities, energy and volume, perturbed by stochastic noise preserving the two previous quantities. It is known that this model displays anomalous diffusion of energy of…
We establish the averaging property for a queuing process with one server, M(t)/GI/1. It is a new relation between the output flow rate and the input flow rate, crucial in the study of the Poisson Hypothesis. Its implications include the…
The molecular density functional theory of fluids provides an exact theory for computing solvation free energies in implicit solvents. One of the reasons it has not received nearly as much attention as quantum density functional theory for…
This paper provides the asymptotic analysis of the loss probability in the $GI/M/1/n$ queueing system as $n$ increases to infinity. The approach of this paper is alternative to that of the recent papers of Choi and Kim [2000] and Choi et al…
In [Schuhmacher, Electron. J. Probab. 10 (2005), 165--201] estimates of the Barbour-Brown distance d_2 between the distribution of a thinned point process and the distribution of a Poisson process were derived by combining discretization…
We analyse a non-equilibrium exclusion process in which particles are created and annihilated in pairs and hop to the the right or to the left with different transition rates, $p$ and $q$, respectively. We have studied the dynamics of a…
Consider the motion of a charged, point particle moving in the complement of a Poisson distribution of hard sphere scatterers in two dimensions under the effect of a fixed magnetic field. Building on, and extending a coupling method…
We present a class of positive discrete random variables extending the Conway--Maxwell-Poisson distribution. This class emerges in a natural way from an application in queueing theory and contains distributions exhibiting quite different…
The maximal inequalities for diffusion processes have drawn increasing attention in recent years. However, the existing proof of the $L^p$ maximum inequalities for the Ornstein-Uhlenbeck process was dubious. Here we give a rigorous proof of…
This study investigates the steady Boltzmann equation in one spatial variable for a polyatomic single-component gas in a half-space. Inflow boundary conditions are assumed at the half-space boundary, where particles entering the half-space…
Flip-flop processes refer to a family of stochastic fluid processes which converge to either a standard Brownian motion (SBM) or to a Markov modulated Brownian motion (MMBM). In recent years, it has been shown that complex distributional…
The $L^p$ maximal inequalities for martingales are one of the classical results in the theory of stochastic processes. Here we establish the sharp moderate maximal inequalities for one-dimensional diffusion processes, which include the…
We consider $n$ independent, identically distributed one-dimensional Brownian motions, $B_j(t)$, where $B_j(0)$ has a rapidly decreasing, smooth density function $f$. The empirical quantiles, or pointwise order statistics, are denoted by…
We consider the motion of an underdamped Brownian particle in a tilted periodic potential in a wide temperature range. Based on the previous data [1] and the new simulation results we show that the underdamped motion of particles in…
We develop a new framework for establishing approximate factorization of entropy on arbitrary probability spaces, using a geometric notion known as non-negative sectional curvature. The resulting estimates are equivalent to entropy…
The excess entropy of restricted primitive model electrolytes is calculated using a potential based approach through the symmetric Poisson-Boltzmann and the modified Poisson-Boltzmann theories. The theories are utilized in conjunction with…