Related papers: Superprocesses with Coalescing Brownian Spatial Mo…
A pseudo-velocity concept, based on the extension of a linear body, is defined by a special relativity experiment. It suggests an analogy with the covariance properties of Wiener's process, ultimately implying that the scaling behavior of…
Cubical complexes are metric spaces constructed by gluing together unit cubes in an analogous way to the construction of simplicial complexes. We construct Brownian motion on such spaces, define random walks, and prove that the transition…
Motivated by the phenomenon of transport barriers in fusion plasma devices, we write a mathematical model of heat dispersion in a turbulent fluid with a transport barrier, properly idealized; in a scaling limit of the turbulence model with…
We introduce and construct on/off super-Brownian motion (on/off SBM) as a measure-valued scaling limit of critical on/off branching Brownian motions. The distinguishing feature of this process is that its infinitesimal particles can switch…
We show that Calogero-Sutherland models for interacting particles have a natural supersymmetric extension. For the construction, we use Jacobians which appear in certain superspaces. Some of the resulting Hamiltonians have a direct physics…
One-parameter solutions in supergravity carried by scalars and a metric trace out curves on the scalar manifold. In ungauged supergravity these curves describe a geodesic motion. It is known that a geodesic motion sometimes occurs in the…
This paper reviews the covariant formalism of N=1, D=10 classical superparticle models. It discusses the local invariances of a number of superparticle actions and highlights the problem of finding a covariant quantization scenario.…
The jumping-droplet condensation, namely the out-of-plane jumping of condensed droplets upon coalescence, has been a promising technical innovation in the fields of energy harvesting, droplet manipulation, thermal management, etc., yet is…
We study the mixing properties of a Brownian motion whose movements are hindered by semipermeable barriers. Our setting assumes that the process takes values in a smooth planar domain and that the barriers are one-dimensional closed curves.…
We establish the scaling limit of a class of boundary random walks to the full spectrum of Brownian-type processes on the half-line. By solving the associated martingale problem and employing weak convergence techniques, we prove that under…
In a recent paper of Eichelsbacher and Koenig (2008) the model of ordered random walks has been considered. There it has been shown that, under certain moment conditions, one can construct a k-dimensional random walk conditioned to stay in…
The one-dimensional electron gas exhibits spin-charge separation and power-law spectral responses to many experimentally relevant probes. Ordering in a quasi one-dimensional system is necessarily associated with a dimensional crossover, at…
This paper addresses the question of how Brownian-like motion can arise from the solution of a deterministic differential delay equation. To study this we analytically study the bifurcation properties of an apparently simple differential…
The growing field of large-scale time domain astronomy requires methods for probabilistic data analysis that are computationally tractable, even with large datasets. Gaussian Processes are a popular class of models used for this purpose…
We prove that two skew Brownian motions with the same skewness parameter (different from 0) and driven by the same Brownian motion coalesce a.s.
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…
In this work, we focus on the behavior of a single passive Brownian particle in a suspension of passive particles with short-range repulsive interactions and a larger self-diffusion coefficient. While the forces affecting the…
An overview of the author's papers on the new approach to the Brownian coagulation theory and its generalization to the diffusion-limited reaction rate theory is presented. The traditional diffusion approach of the Smoluchowski theory for…
Brownian motion of a particle with an arbitrary shape is investigated theoretically. Analytical expressions for the time-dependent cross-correlations of the Brownian translational and rotational displacements are derived from the…
A Hamiltonian dynamics defined on the two-dimensional hyperbolic plane by coupling the Morse and Rosen-Morse potentials is analyzed. It is demonstrated that orbits of all bounded motions are closed iff the product of the parameter $\tilde…