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A stochastic process is a collection of random variables usually indexed by a totally ordered set.

2 votes
1 answer
344 views

Residency time of a spherical Brownian particle in a cylindrical container with another sphe...

I place two spherical particles, $P_1$ and $P_2$ (with radii $r_1$ & $r_2$), into a cylindrical container of radius $r_c$ ($r_1$ & $r_2$ $\leq \frac{1}{2}r_c$) and height $h$. While $P_1$ is immobili …
Rob Grey's user avatar
  • 599
2 votes
1 answer
157 views

Inferring the location of a reflecting boundary in a toroidal cage with a Brownian particle

Let's say I have a Brownian particle of some radius $r_b$ and coefficient of diffusion $D$, freely moving about in a toroidal/doughnut-shaped chamber with inner and outer radius $R_{inner}$ and $R_{ou …
Rob Grey's user avatar
  • 599
13 votes
1 answer
1k views

How far can a particle travel from its origin if it exhibits self-avoiding Brownian motion i...

Let's say I have a point-like Brownian particle undergoing two-dimensional diffusion on an infinite plane with the caveat is that the particle can never return to a coordinate that it previously visit …
Rob Grey's user avatar
  • 599
2 votes
3 answers
297 views

How long does it take a Brownian particle to achieve a uniform probability distribution acro...

Imagine I have a point-like Brownian particle, with diffusion constant $D$, and I place it at some initial coordinate in a cage of known geometry. Assuming the volume $V$ of the cage is "everywhere" …
Rob Grey's user avatar
  • 599