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For n + 1 particles moving independently on a straight line, we study the question of how long the leading position of one of them can last. Our focus is the asymptotics of the probability p(T,n) that the leader time will exceed T when n…

概率论 · 数学 2020-10-28 G. Molchan

The non-equilibrium steady states emerging from stochastic resetting to a distribution is studied. We show that for a range of processes, the steady-state moments can be expressed as a linear combination of the moments of the distribution…

统计力学 · 物理学 2023-10-10 Kristian Stølevik Olsen

We study the relaxation of a Brownian particle with long range memory under confinement in one dimension. The particle diffuses in an arbitrary confining potential and resets at random times to previously visited positions, chosen with a…

统计力学 · 物理学 2025-07-15 Denis Boyer , Satya N. Majumdar

We consider a system $x(t)=(x_{1}(t),...,x_{N}(t))$ consisting of $N$ Brownian particles with synchronizing interaction between them occurring at random time moments $\{\tau_{n}\}_{n=1}^{\infty}$. Under assumption that the free Brownian…

概率论 · 数学 2010-12-15 Anatoly Manita

We study a one-dimensional gas of $N$ Brownian particles that diffuse independently, but are {\it simultaneously} reset to the origin at a constant rate $r$. The system approaches a non-equilibrium stationary state (NESS) with long-range…

统计力学 · 物理学 2025-11-11 Marco Biroli , Hernan Larralde , Satya N. Majumdar , Gregory Schehr

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

We consider a version of random motion of hard core particles on the semi-lattice $ 1, 2, 3,...$, where in each time instant one of three possible events occurs, viz., (a) a randomly chosen particle hops to a free neighboring site, (b) a…

无序系统与神经网络 · 物理学 2008-01-03 J. W. van de Leur , A. Yu. Orlov

We study the persistence exponent for the first passage time of a random walk below the trajectory of another random walk. More precisely, let $\{B_n\}$ and $\{W_n\}$ be two centered, weakly dependent random walks. We establish that…

概率论 · 数学 2019-05-21 Bastien Mallein , Piotr Miłoś

We investigate two complementary problems related to maintaining the relative positions of N random walks on the line: (i) the leader problem, that is, the probability {\cal L}_N(t) that the leftmost particle remains the leftmost as a…

统计力学 · 物理学 2009-11-07 D. ben-Avraham , B. M. Johnson , C. A. Monaco , P. L. Krapivsky , S. Redner

We present a complete theory for the full particle statistics of the positions of bulk and extremal particles in a one-dimensional Coulomb Gas (CG) with an arbitrary potential, in the typical and large deviations regimes. Typical…

Given a random process $x(\tau)$ which undergoes stochastic resetting at a constant rate $r$ to a position drawn from a distribution ${\cal P}(x)$, we consider a sequence of dynamical observables $A_1, \dots, A_n$ associated to the…

统计力学 · 物理学 2023-06-08 Naftali R. Smith , Satya N. Majumdar , Gregory Schehr

We introduce particle systems in one or more dimensions in which particles perform branching Brownian motion and the population size is kept constant equal to $N > 1$, through the following selection mechanism: at all times only the $N$…

概率论 · 数学 2013-05-02 Nathanael Berestycki , Lee Zhuo Zhao

Let $X_{\lambda _{1}},X_{\lambda _{2}},\ldots ,X_{\lambda _{n}}$ be independent nonnegative random variables with $X_{\lambda _{i}}\sim F(\lambda _{i}t)$, $i=1,\ldots ,n$, where $\lambda _{i}>0$, $i=1,\ldots ,n$ and $F$ is an absolutely…

统计理论 · 数学 2021-02-19 Subhash C. Kochar , Nuria Torrado

Brownian particles that are replicated and annihilated at equal rate have strongly correlated positions, forming a few compact clusters separated by large gaps. We characterize the distribution of the particles at a given time, using a…

统计力学 · 物理学 2023-02-23 Benoît Ferté , Pierre Le Doussal , Alberto Rosso , Xiangyu Cao

We study the behaviour of a Brownian particle in the overdamped regime in the presence of a harmonic potential, assuming its diffusion coefficient to randomly jump between two distinct values. In particular, we characterize the probability…

Motivated by the goal of understanding the evolution of populations undergoing selection, we consider branching Brownian motion in which particles independently move according to one-dimensional Brownian motion with drift, each particle may…

概率论 · 数学 2021-02-04 Matthew I. Roberts , Jason Schweinsberg

We consider the model of random planar maps of size $n$ biased by a weight $u>0$ per $2$-connected block, and the closely related model of random planar quadrangulations of size $n$ biased by a weight $u>0$ per simple component. We exhibit…

概率论 · 数学 2024-02-06 William Fleurat , Zéphyr Salvy

We investigate the run and tumble particle (RTP), also known as persistent Brownian motion, in one dimension. A telegraphic noise $\sigma(t)$ drives the particle which changes between $\pm 1$ values with some rates. Denoting the rate of…

统计力学 · 物理学 2020-10-07 Prashant Singh , Sanjib Sabhapandit , Anupam Kundu

Giant diffusion, where the diffusion coefficient of a Brownian particle in a periodic potential with an external force is significantly enhanced by the external force, is a non-trivial non-equilibrium phenomenon. We propose a simple…

统计力学 · 物理学 2025-06-17 Kento Iida , Andreas Dechant , Takuma Akimoto

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