相关论文: One dimensional annihilating particle systems as e…
A well-known result with respect to the one dimensional nearest-neighbor symmetric simple exclusion process is the convergence to fractional Brownian motion with Hurst parameter 1/4, in the sense of finite-dimensional distributions, of the…
We construct a class of superprocesses by taking the high density limit of a sequence of interacting-branching particle systems. The spatial motion of the superprocess is determined by a system of interacting diffusions, the branching…
We construct a family $I_{n_{\eps}}(f)_{t}$ of continuous stochastic processes that converges in the sense of finite dimensional distributions to a multiple Wiener-It\^o integral $I_{n}^{H}(f1^{\otimes n}_{[0,t]})$ with respect to the…
We study diffusion-limited pair annihilation $A+A\to 0$ on one-dimensional lattices with inhomogeneous nearest neighbour hopping in the limit of infinite reaction rate. We obtain a simple exact expression for the particle concentration…
We consider a model of branching Brownian motion with self repulsion. Self-repulsion is introduced via change of measure that penalises particles spending time in an $\e$-neighbourhood of each other. We derive a simplified version of the…
Numerical simulations and cluster mean-field approximations with coherent anomaly extrapolation show that the critical line of the 1d annihilation fission process is separated into two regions. In both the small and high diffusion cases the…
Modern developments in microscopy and image processing are revolutionizing areas of physics, chemistry and biology as nanoscale objects can be tracked with unprecedented accuracy. The goal of single particle tracking is to determine the…
We consider a large family of branching-selection particle systems. The branching rate of each particle depends on its rank and is given by a function $b$ defined on the unit interval. There is also a killing measure $D$ supported on the…
We study an infinite system of moving particles, where each particle is of type A or B. Particles perform independent random walks at rates D_A>0 and D_B>0, and the interaction is given by mutual annihilation A+B->0. The initial condition…
Consider an n-fold integrated Brownian motion. We show that a simple change in time and scale transforms it into a stationary Gaussian process. The collection of stationary processes so constructed not only constitutes an interesting family…
We consider certain noncolliding interacting particle systems driven by Brownian noise. A key example is drifted Brownian motions conditioned not to intersect and related models of eigenvalues of Hermitian random matrices. We establish…
We study the joint asymptotic behavior of spacings between particles at the edge of multilevel Dyson Brownian motions, when the number of levels tends to infinity. Despite the global interactions between particles in multilevel Dyson…
This study presents a generalized theory for the diffusion of Brownian particles in shear flows. By solving the Langevin equations using stochastic instead of classical calculus, we propose a new mathematical formulation that resolves the…
This article studies the quasi-stationary behaviour of absorbed one-dimensional diffusion processes with killing on $[0,\infty)$. We obtain criteria for the exponential convergence to a unique quasi-stationary distribution in total…
This article studies the quasi-stationary behaviour of absorbed one-dimensional diffusions. We obtain necessary and sufficient conditions for the exponential convergence to a unique quasi-stationary distribution in total variation,…
We revisit the problem of diffusion in a driven system consisting of an inertial Brownian particle moving in a symmetric periodic potential and subjected to a symmetric time-periodic force. We reveal parameter domains in which diffusion is…
Occupation time fluctuation limits of particle systems in R^d with independent motions (symmetric stable Levy process, with or without critical branching) have been studied assuming initial distributions given by Poisson random measures…
Efficiency of search for randomly distributed targets is a prominent problem in many branches of the sciences. For the stochastic process of L\'evy walks, a specific range of optimal efficiencies was suggested under variation of search…
We present the transition probability for the asymmetric simple exclusion process on the half-space for general initial conditions and particle insertion at the boundary. In the limit of total asymmetry, where particles only jump to the…
The first-passage-time problem for a Brownian motion with alternating infinitesimal moments through a constant boundary is considered under the assumption that the time intervals between consecutive changes of these moments are described by…