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We discuss the order statistics of the particle positions of a gas of $N$ identical independent particles performing Brownian motion in one dimension in a potential that asymptotically behaves like $V(x) \sim x^\gamma$ for…

统计力学 · 物理学 2026-03-26 Zdzislaw Burda , Mario Kieburg , Tomasz Maciocha

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…

统计力学 · 物理学 2014-06-03 Kabir Ramola , Satya N. Majumdar , Gregory Schehr

We study the long-range asymptotic behavior for an out-of-equilibrium countable one-dimensional system of Brownian particles interacting through their rank-dependent drifts. Focusing on the semi-infinite case, where only the leftmost…

概率论 · 数学 2017-08-10 Manuel Cabezas , Amir Dembo , Andrey Sarantsev , Vladas Sidoravicius

We consider a finite or countable collection of one-dimensional Brownian particles whose dynamics at any point in time is determined by their rank in the entire particle system. Using Transportation Cost Inequalities for stochastic…

概率论 · 数学 2010-11-11 Soumik Pal , Mykhaylo Shkolnikov

Consider a branching Brownian motion (BBM). It is well known \cite{Bramson1983ConvergenceOS, Lalley1987ACL} that the rightmost particle is located near \( m_t = \sqrt{2} t - \frac{3}{2\sqrt{2}} \log t \). Let $\mathcal{N}(t,x)$ be the set…

概率论 · 数学 2026-03-24 Gabriel Flath

We consider a Brownian particle moving on a ring. We study the probability distributions of the total number of turns and the net number of counter-clockwise turns the particle makes till time t. Using a method based on the renewal…

统计力学 · 物理学 2014-11-03 Anupam Kundu , Alain Comtet , Satya N. Majumdar

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…

概率论 · 数学 2021-12-28 P. Groisman , N. Soprano-Loto

Stochastic motion of particles in a highly unstable potential generates a number of diverging trajectories leading to undefined statistical moments of the particle position. This makes experiments challenging and breaks down a standard…

We study systems of Brownian particles on the real line, which interact by splitting the local times of collisions among themselves in an asymmetric manner. We prove the strong existence and uniqueness of such processes and identify them…

概率论 · 数学 2012-10-02 Ioannis Karatzas , Soumik Pal , Mykhaylo Shkolnikov

We construct a two-dimensional diffusion process with rank-dependent local drift and dispersion coefficients, and with a full range of patterns of behavior upon collision that range from totally frictionless interaction, to elastic…

概率论 · 数学 2012-08-24 E. Robert Fernholz , Tomoyuki Ichiba , Ioannis Karatzas

In this work we study a branching particle system of diffusion processes on the real line interacting through their rank in the system. Namely, each particle follows an independent Brownian motion, but only K $\ge$ 1 particles on the far…

偏微分方程分析 · 数学 2025-05-14 Mete Demircigil , Milica Tomasevic

We study interacting systems of linear Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. Our main objective has been to study the long range behavior of the…

概率论 · 数学 2008-01-22 Soumik Pal , Jim Pitman

We study a Brownian particle diffusing under a time-modulated stochastic resetting mechanism to a fixed position. The rate of resetting r(t) is a function of the time t since the last reset event. We derive a sufficient condition on r(t)…

统计力学 · 物理学 2016-05-18 Arnab Pal , Anupam Kundu , Martin R. Evans

The motion of particles in random potentials occurs in several natural phenomena ranging from the mobility of organelles within a biological cell to the diffusion of stars within a galaxy. A Brownian particle moving in the random optical…

光学 · 物理学 2014-02-06 Giorgio Volpe , Giovanni Volpe , Sylvain Gigan

Consider a time-varying collection of n points on the positive real axis, modeled as exponentials of n Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. If…

概率论 · 数学 2009-10-06 Sourav Chatterjee , Soumik Pal

We study the overlap distribution of two particles chosen under the Gibbs measure at two temperatures for the branching Brownian motion. We first prove the convergence of the overlap distribution using the extended convergence of the…

概率论 · 数学 2022-01-05 Benjamin Bonnefont

At high temperature, the overlap of two particles chosen independently according to the Gibbs measure of the branching Brownian motion converges to zero as time goes to infinity. We investigate the precise decay rate of the probability to…

概率论 · 数学 2026-03-03 Louis Chataignier , Michel Pain

We study records generated by Brownian particles in one dimension. Specifically, we investigate an ordinary random walk and define the record as the maximal position of the walk. We compare the record of an individual random walk with the…

统计力学 · 物理学 2014-06-13 E. Ben-Naim , P. L. Krapivsky

We consider a random walker on a ring, subjected to resetting at Poisson-distributed times to the initial position (the walker takes the shortest path along the ring to the initial position at resetting times). In the case of a Brownian…

统计力学 · 物理学 2022-03-30 Pascal Grange

Consider a system of infinitely many Brownian particles on the real line. At any moment, these particles can be ranked from the bottom upward. Each particle moves as a Brownian motion with drift and diffusion coefficients depending on its…

概率论 · 数学 2016-09-06 Andrey Sarantsev
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