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We study a planar random motion $\big(X(t),\,Y(t)\big)$ with orthogonal directions, where the direction switches are governed by a homogeneous Poisson process. At each Poisson event, the moving particle turns clockwise or counterclockwise…

概率论 · 数学 2024-08-06 Manfred Marvin Marchione , Enzo Orsingher

Let $L_t$ be the longest gap before time $t$ in an inhomogeneous Poisson process with rate function $\lambda_t$ proportional to $t^{\alpha-1}$ for some $\alpha\in(0,1)$. It is shown that $\lambda_tL_t-b_t$ has a limiting Gumbel distribution…

概率论 · 数学 2017-09-22 Søren Asmussen , Jevgenijs Ivanovs , Johan Segers

We give an exact expression for the distribution of the position X(t) of a single second class particle in the asymmetric simple exclusion process (ASEP) where initially the second class particle is located at the origin and the first class…

概率论 · 数学 2009-10-06 Craig A. Tracy , Harold Widom

Different change-point type models encountered in statistical inference for stochastic processes give rise to different limiting likelihood ratio processes. In this paper we consider two such likelihood ratios. The first one is an…

统计理论 · 数学 2010-04-05 Serguei Dachian

We consider the Hammersley-Aldous-Diaconis (HAD) process with sinks and sources such that there is a microscopic shock at every time $t$; denote $Z(t)$ its position. We show that the mean and variance of $Z(t)$ are linear functions of $t$…

概率论 · 数学 2008-01-17 Cristian F. Coletti , Pablo A. Ferrari , Leandro P. R. Pimentel

We study the long time behavior of an Ornstein-Uhlenbeck process under the influence of a periodic drift. We prove that, under the standard diffusive rescaling, the law of the particle position converges weakly to the law of a Brownian…

数学物理 · 物理学 2009-11-10 M. Hairer , G. A. Pavliotis

We consider a branching random walk on a multi($Q$)-type, supercritical Galton-Watson tree which satisfies Kesten-Stigum condition. We assume that the displacements associated with the particles of type $Q$ have regularly varying tails of…

概率论 · 数学 2019-09-25 Ayan Bhattacharya , Krishanu Maulik , Zbigniew Palmowski , Parthanil Roy

We write down the Poisson structure for a relativistic particle where the Lorentz group does not act canonically, but instead as a Poisson-Lie group. In so doing we obtain the classical limit of a particle moving on a noncommutative space…

q-alg · 数学 2009-10-28 A. Simoni , A. Stern , I. Yakushin

Consider branching Brownian motion in which we begin with one particle at the origin, particles independently move according to Brownian motion, and particles split into two at rate one. It is well-known that the right-most particle at time…

概率论 · 数学 2024-06-10 Julien Berestycki , Jiaqi Liu , Bastien Mallein , Jason Schweinsberg

In this paper we will show how the results found in Cator and Pimentel 2009, about the Busemann functions in last-passage percolation, can be used to calculate the asymptotic distribution of the speed of a single second class particle…

概率论 · 数学 2010-08-12 Eric Cator , Leandro P. R. Pimentel

We study the asymptotic speed of a second class particle in the two-species asymmetric simple exclusion process (ASEP) on $\mathbb{Z}$ with each particle belonging either to the first class or the second class. For any fixed non-negative…

概率论 · 数学 2019-03-26 Promit Ghosal , Axel Saenz , Ethan C. Zell

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 study planar random motions with finite velocities, of norm $c>0$, along orthogonal directions and changing at the instants of occurrence of a non-homogeneous Poisson process with rate function $\lambda(t),\ t\ge0$. We focus on the…

概率论 · 数学 2021-08-24 Fabrizio Cinque , Enzo Orsingher

We consider the totally asymmetric simple exclusion process (TASEP) with non-random initial condition having density $\rho$ on $\mathbb{Z}_-$ and $\lambda$ on $\mathbb{Z}_+$, and a second class particle initially at the origin. For…

概率论 · 数学 2018-05-23 Patrik L. Ferrari , Peter Nejjar , Promit Ghosal

We consider the asymmetric simple exclusion process on $\mathbb{Z}$ with a single second class particle initially at the origin. The first class particles form two rarefaction fans which come together at the origin, where the large time…

概率论 · 数学 2020-06-24 Peter Nejjar

We consider any fixed $d\in\mathbb{Z}_{>0}$ number of second class particles in the asymmetric simple exclusion process (ASEP), constructed via a basic coupling of two ASEPs. We give the joint distribution of the positions of the second…

概率论 · 数学 2026-04-21 Daniel Adams , Márton Balázs , Jessica Jay

We consider the typical cell of a stationary Poisson hyperplane tessellation in d-dimensional Euclidean space. It is well known that the expected vertex number of the typical cell is independent of the directional distribution of the…

概率论 · 数学 2015-09-22 Rolf Schneider

We show that the longitudinal position $x(t)$ of a particle in a $(d+1)$-dimensional layered random velocity field (the Matheron-de Marsily model) can be identified as a fractional Brownian motion (fBm) characterized by a variable Hurst…

统计力学 · 物理学 2009-11-10 Satya N. Majumdar

Random motions on the line and on the plane with space-varying velocities are considered and analyzed in this paper. On the line we investigate symmetric and asymmetric telegraph processes with space-dependent velocities and we are able to…

概率论 · 数学 2016-09-16 R. Garra , E. Orsingher

In this paper we study some conditional probabilities for the totally asymmetric simple exclusion processes (TASEP) with second class particles. To be more specific, we consider a finite system with one first class particle and $N-1$ second…

概率论 · 数学 2018-01-15 Eunghyun Lee