相关论文: Non-intersecting, simple, symmetric random walks a…

We consider the motion of a Brownian particle in $\mathbb{R}$, moving between a particle fixed at the origin and another moving deterministically away at slow speed $\epsilon>0$. The middle particle interacts with its neighbours via a…

We introduce a variation of the discrete time quantum walk, the nonreversal quantum walk, which does not step back onto a position which it has just occupied. This allows us to simulate a dimer and we achieve it by introducing a new type of…

Consider a symmetric aperiodic random walk in $Z^d$, $d\geq 3$. There are points (called heavy points) where the number of visits by the random walk is close to its maximum. We investigate the local times around these heavy points and show…

As an image of the many-to-one map of loop-erasing operation $\LE$ of random walks, a self-avoiding walk (SAW) is obtained. The loop-erased random walk (LERW) model is the statistical ensemble of SAWs such that the weight of each SAW…

We study the following one-dimensional model of annihilating particles. Beginning with all sites of $\mathbb{Z}$ uncolored, a blue particle performs simple random walk from $0$ until it reaches a nonzero red or uncolored site, and turns…

We consider a collection of independent standard Brownian particles (or random walks), starting from a configuration where at least one particle is positive, and study the first time they all become negative. This is clearly equivalent to…

For a homogeneous random walk in the quarter plane with nearest-neighbor transitions, starting from some state $(i_0,j_0)$, we study the event that the walk reaches the vertical axis, before reaching the horizontal axis. We derive an exact…

Random walks with a general, nonlinear barrier have found recent applications ranging from reionization topology to refinements in the excursion set theory of halos. Here, we derive the first-crossing distribution of random walks with a…

A convergence theorem is obtained for quantum random walks with particles in an arbitrary normal state. This result unifies and extends previous work on repeated-interactions models, including that of the author (2010, J. London Math. Soc.…

The tacnode process is a universal behavior arising in nonintersecting particle systems and tiling problems. For Dyson Brownian bridges, the tacnode process describes the grazing collision of two packets of walkers. We consider such a Dyson…

We establish an invariance principle for a one-dimensional random walk in a dynamical random environment given by a speed-change exclusion process. The jump probabilities of the walk depend on the configuration of the exclusion in a finite…

Donsker's theorem shows that random walks behave like Brownian motion in an asymptotic sense. This result can be used to approximate expectations associated with the time and location of a random walk when it first crosses a nonlinear…

We offer a unified approach to the theory of concave majorants of random walks by providing a path transformation for a walk of finite length that leaves the law of the walk unchanged whilst providing complete information about the concave…

A classical construction associates to a transient random walk on a discrete group $\Gamma$ a compact $\Gamma$-space $\partial_M \Gamma$ known as the Martin boundary. The resulting crossed product $C^*$-algebra $C(\partial_M \Gamma)…

Here we implement microfabricated boomerang particles with unequal arm lengths as a model for non-symmetry particles and study their Brownian motion in a quasi-two dimensional geometry by using high precision single particle motion…

We consider a one-dimensional system of Brownian particles that repel each other through a logarithmic potential. We study two formulations for the system and the relation between them. The first, Dyson's Brownian motion model, has an…

Consider non-intersecting Brownian motions on the line leaving from the origin and forced to two arbitrary points. Letting the number of Brownian particles tend to infinity, and upon rescaling, there is a point of bifurcation, where the…

The ordinary time-dependent perturbation theory of quantum mechanics, that describes the interaction of a stationary system with a time-dependent perturbation, predicts that the transition probabilities induced by the perturbation are…

When Robert Brown first observed colloidal pollen grains in water he inaccurately concluded that their motion arose "neither from currents in the fluid, nor from its gradual evaporation, but belonged to the particle itself". In this work we…

Nearest neighbor random walks in the quarter plane that are absorbed when reaching the boundary are studied. The cases of positive and zero drift are considered. Absorption probabilities at a given time and at a given site are made…