相关论文: On the two-point function of the one-dimensional K…

The n-point function for the integral over unitary matrices with Itzykson-Zuber measure is reduced to the integral over Gelfand-Tzetlin table; integrand (for generic n) is given by linear exponential times rational function. For $n=2$ and…

We provide evidence that the KPZ exponents in two-dimensional quantum gravity can be interpreted as scaling exponents of correlation functions which are functions of the invariant geodesic distance between the fields.

We show how the Smoluchowski dynamics of a colloidal Brownian particle suspended in a molecular solvent can be reached starting from the microscopic Liouvillian evolution of the full classical model in the high friction limit. The…

The dynamics of Brownian motion has widespread applications extending from transport in designed micro-channels up to its prominent role for inducing transport in molecular motors and Brownian motors. Here, Brownian transport is studied in…

We study the motion of a stochastic string in the background of a BTZ black hole. In the 1+1 dimensional boundary theory this corresponds to a very heavy external particle (e.g, a quark), interacting with the fields of a CFT at finite…

We define a stochastic lattice model for a fluctuating directed polymer in $d\geq 2$ dimensions. This model can be alternatively interpreted as a fluctuating random path in 2 dimensions, or a one-dimensional asymmetric simple exclusion…

We consider two versions of discrete time totally asymmetric simple exclusion processes (TASEPs) with geometric and Bernoulli random hopping probabilities. For the process mixed with these and continuous time dynamics, we obtain a single…

We derive estimates relating the values of a solution at any two points to the distance between the points, for quasilinear isotropic elliptic equations on compact Riemannian manifolds, depending only on dimension and a lower bound for the…

We consider a two-dimensional model system of Brownian particles in which slow particles are accelerated while fast particles are damped. The motion of the individual particles are described by a Langevin equation with Rayleigh-Helmholtz…

The dynamics of individual colloidal particles in random potential energy landscapes were investigated experimentally and by Monte Carlo simulations. The value of the potential at each point in the two-dimensional energy landscape follows a…

In a recent contribution, Dotsenko establishes a Fredholm determinant formula for the two-point distribution of the KPZ equation in the long time limit and starting from narrow wedge initial conditions. We establish that his expression is…

A recent paper of Tsai shows how the first few moments of a stochastic flow in the space of measures can completely determine its law. Here we give another proof of this result for the particular case of the one-dimensional multiplicative…

We study the dynamics of Brownian particles in a heterogeneous one-dimensional medium with a spatially-dependent diffusion coefficient of the form $D(x)\sim |x|^c$, at constant temperature. The particle's probability distribution function…

We derive a quantum master equation from first principles to describe friction in one dimensional, collisional Brownian motion. We are the first to avoid an ill-defined square of the Dirac delta function by using localized wave packets…

By means of the Malliavin calculus, integral representation for the second derivative of the loglikelihood function are given for a model based on discrete time observations of the solution to SDE driven by a Levy process.

The purpose of this paper is to introduce a curious function of two variables, expressable via the employment of the Lambert W Funtion, which can be generalized to satisfy Euler's Equation of Inviscid Motion over a specific domain, with…

The relaxation time limit of the one-point distribution of the spatially periodic totally asymmetric simple exclusion process is expected to be the universal one point distribution for the models in the KPZ universality class in a periodic…

When analyzing experimental or simulation time-series data, the question arises whether it is possible to tell from a one-dimensional time-dependent trajectory whether the system is in equilibrium or not. We here consider the…

In this work, we aim to study a strong version of Ito's lemma for convex function. By considering the corresponding sub-martingale on a Brownian motion, we gain more insights about the convex function through a probabilistic viewpoint. The…

We consider two-level finite element discretization methods for the stream function formulation of the Navier-Stokes equations. The two-level method consists of solving a small nonlinear system on the coarse mesh, then solving a linear…