Extreme value statistics and Arcsine laws of Brownian motion in the presence of a permeable barrier
Abstract The Arcsine laws of Brownian motion are a collection of results describing three
different statistical quantities of one-dimensional Brownian motion: the time at which the …
different statistical quantities of one-dimensional Brownian motion: the time at which the …
Distribution of the time of the maximum for stationary processes
We consider a one-dimensional stationary stochastic process x (τ) of duration T. We study
the probability density function (PDF) P (tm| T) of the time tm at which x (τ) reaches its global …
the probability density function (PDF) P (tm| T) of the time tm at which x (τ) reaches its global …
Extremal statistics for a resetting Brownian motion before its first-passage time
W Guo, H Yan, H Chen - Physical Review E, 2023 - APS
We study the extreme value statistics of a one-dimensional resetting Brownian motion (RBM)
till its first passage through the origin starting from the position x 0 (> 0). By deriving the exit …
till its first passage through the origin starting from the position x 0 (> 0). By deriving the exit …
Dynamically emergent correlations between particles in a switching harmonic trap
We study a one dimensional gas of N noninteracting diffusing particles in a harmonic trap,
whose stiffness switches between two values μ 1 and μ 2 with constant rates r 1 and r 2 …
whose stiffness switches between two values μ 1 and μ 2 with constant rates r 1 and r 2 …
Full-record statistics of one-dimensional random walks
We develop a comprehensive framework for analyzing full-record statistics, covering record
counts M (t 1), M (t 2),..., their corresponding attainment times TM (t 1), TM (t 2),..., and the …
counts M (t 1), M (t 2),..., their corresponding attainment times TM (t 1), TM (t 2),..., and the …
Run-and-tumble particle in one-dimensional potentials: mean first-passage time and applications
We study a one-dimensional run-and-tumble particle (RTP), which is a prototypical model for
active systems, moving within an arbitrary external potential. Using backward Fokker-Planck …
active systems, moving within an arbitrary external potential. Using backward Fokker-Planck …
The distribution of the maximum of independent resetting Brownian motions
The probability distribution of the maximum M t of a single resetting Brownian motion (RBM)
of duration t and resetting rate r, properly centered and scaled, is known to converge to the …
of duration t and resetting rate r, properly centered and scaled, is known to converge to the …
Mean back relaxation for position and densities
Correlation functions are a standard tool for analyzing statistical particle trajectories.
Recently, a so-called mean back relaxation (MBR) has been introduced, which correlates …
Recently, a so-called mean back relaxation (MBR) has been introduced, which correlates …
Extremal statistics for a one-dimensional Brownian motion with a reflective boundary
F Huang, H Chen - Physica A: Statistical Mechanics and its Applications, 2024 - Elsevier
In this work, we investigate the extreme value statistics of a one-dimensional Brownian
motion (with the diffusion constant D) during a time interval 0, t in the presence of a reflective …
motion (with the diffusion constant D) during a time interval 0, t in the presence of a reflective …
Extreme value statistics of first-passage trajectories of resetting Brownian motion in an interval
F Huang, H Chen - Journal of Statistical Mechanics: Theory and …, 2024 - iopscience.iop.org
In this work, we consider one-dimensional resetting Brownian motion confined in a unit
interval with absorbing boundaries at both ends. The Brownian particle is reset to the …
interval with absorbing boundaries at both ends. The Brownian particle is reset to the …