Related papers: Diffusive variance for a tagged particle in $d\leq…
We study the order statistics of one dimensional branching Brownian motion in which particles either diffuse (with diffusion constant $D$), die (with rate $d$) or split into two particles (with rate $b$). At the critical point $b=d$ which…
This article is accepted for publication in the "Annals I.H.P. Prob. & Stat.". We investigate the ballistic behavior of diffusions in random environment. We introduce conditions in the spirit of (T) and (T') of the discrete setting, cf.…
We consider Langevin equation with dichotomously fluctuating diffusivity, where the diffusion coefficient changes dichotomously in time, in order to study fluctuations of time-averaged observables in temporary heterogeneous diffusion…
The adsorption of particles diffusing in a half-space bounded by the substrate and irreversibly sticking to the substrate upon contacts is investigated. We show that when absorbing particles are planar disks diffusing in the…
Suppose that $N_0$ independently diffusing particles, each with diffusivity $D$, are initially released at $x=\ell>0$ on the semi-infinite interval $0\leq x<\infty$ with an absorber at $x=0$. We determine the probability ${\cal P}(N)$ that…
We consider a particle diffusing outside a compact planar set and investigate its boundary local time $\ell_t$, i.e., the rescaled number of encounters between the particle and the boundary up to time $t$. In the case of a disk, this is…
The influence of crowding on the diffusion of tagged particles in a dense medium is investigated in the framework of a mean-field model, derived in the continuum limit from a microscopic stochastic process with exclusion. The probability…
We study a 2D lattice model of forward-directed waves in which the integrated intensity for classical waves (or probability for quantum mechanical particles) is conserved. The model describes the time evolution of 1D quantum particle in a…
In this paper we study the fluctuations from the limiting behavior of small noise random perturbations of diffusions with multiple scales. The result is then applied to the exit problem for multiscale diffusions, deriving the limiting law…
In a recent study, (Jain et al 2007 Phys. Rev. Lett. 99 190601), a symmetric exclusion process with time-dependent hopping rates was introduced. Using simulations and a perturbation theory, it was shown that if the hopping rates at two…
We present a study of diffusion enhancement of underdamped Brownian particles in 1D symmetric space-periodic potential due to external symmetric time-periodic forcing with zero mean. We show that the diffusivity can be enhanced by many…
We establish limit theorems for the fluctuations of the rescaled occupation time of a $(d,\alpha,\beta)$-branching particle system. It consists of particles moving according to a symmetric $\alpha$-stable motion in $\mathbb{R}^d$. The…
Consider "Frozen Random Walk" on $\mathbb{Z}$: $n$ particles start at the origin. At any discrete time, the leftmost and rightmost $\lfloor{\frac{n}{4}}\rfloor$ particles are "frozen" and do not move. The rest of the particles in the "bulk"…
Exploiting the coherent medium approximation, random walk among sites distributed randomly in space is investigated when the jump rate depends on the distance between two adjacent sites. In one dimension, it is shown that when the jump rate…
A number of results for reactions involving subdiffusive species all with the same anomalous exponent gamma have recently appeared in the literature and can often be understood in terms of a subordination principle whereby time t in…
We consider finite-range asymmetric exclusion processes on $\mathbb Z$ with non-zero drift. The diffusivity $D(t)$ is expected to be of ${\mathcal O}(t^{1/3})$. We prove that $D(t)\ge Ct^{1/3}$ in the weak (Tauberian) sense that…
In this note we demonstrate that a quantum-like interference picture could appear as a statistical effect of interference of deterministic particles, i.e. particles that have trajectories and obey deterministic equations, if one introduces…
We investigate quantum persistence by analyzing amplitude and phase fluctuations of the wave function governed by the time-dependent free-particle Schr\"odinger equation. The quantum system is initialized with local random uncorrelated…
We introduce and analyze a class of interacting particle systems on the real line that combine features of the stochastic rat race and (deterministic) follow-the-leader models. The particle system evolves as a continuous-time pure jump…
We study the statistics of a tagged particle in single-file diffusion, a one-dimensional interacting infinite-particle system in which the order of particles never changes. We compute the two-time correlation function for the displacement…