114 citations · 554 across the 19 of their papers we have counts for
19 papers
Cost of excursions until first crossing of the origin for random walks and Lévy flights: an exact general formula
Francesco Mori, Satya N. Majumdar, Pierpaolo Vivo
We consider a discrete-time random walk on a line starting at where a cost is incurred at each jump. We obtain an exact analytical formula for the distribution of the t…
Nonlinear-Cost Random Walk: exact statistics of the distance covered for fixed budget
Satya N. Majumdar, Francesco Mori, Pierpaolo Vivo
We consider the Nonlinear-Cost Random Walk model in discrete time introduced in [Phys. Rev. Lett. 130, 237102 (2023)], where a fee is charged for each jump of the walker. The nonli…
Thermodynamic cost of finite-time stochastic resetting
Kristian Stølevik Olsen, Deepak Gupta, Francesco Mori +1
Recent experiments have implemented resetting by means of an external trap, whereby a system relaxes to the minimum of the trap and is reset in a finite time. In this work, we set…
Viscoelastic confinement induces periodic flow reversals in active nematics
Francesco Mori, Saraswat Bhattacharyya, Julia M. Yeomans +1
We use linear stability analysis and hybrid lattice Boltzmann simulations to study the dynamical behaviour of an active nematic confined in a channel made of viscoelastic material.…
Current fluctuations in stochastically resetting particle systems
Costantino Di Bello, Alexander K. Hartmann, Satya N. Majumdar +3
We consider a system of non-interacting particles on a line with initial positions distributed uniformly with density on the negative half-line. We consider two different model…
Cost of diffusion: nonlinearity and giant fluctuations
Satya N. Majumdar, Francesco Mori, Pierpaolo Vivo
We introduce a simple model of diffusive jump process where a fee is charged for each jump. The nonlinear cost function is such that slow jumps incur a flat fee, while for fast jum…
Entropy production of resetting processes
Francesco Mori, Kristian Stølevik Olsen, Supriya Krishnamurthy
Stochastic systems that undergo random restarts to their initial state have been widely investigated in recent years, both theoretically and in experiments. Oftentimes, however, re…
Time to reach the maximum for a stationary stochastic process
Francesco Mori, Satya N. Majumdar, Gregory Schehr
We consider a one-dimensional stationary time series of fixed duration . We investigate the time at which the process reaches the global maximum within the time inte…
Number of distinct sites visited by a resetting random walker
Marco Biroli, Francesco Mori, Satya N. Majumdar
We investigate the number of distinct sites visited by an -step resetting random walker on a -dimensional hypercubic lattice with resetting probability . In the c…
Resetting in Stochastic Optimal Control
Benjamin De Bruyne, Francesco Mori
``When in a difficult situation, it is sometimes better to give up and start all over again''. While this empirical truth has been regularly observed in a wide range of circumstanc…
First-order condensation transition in the position distribution of a run-and-tumble particle in one dimension
Francesco Mori, Giacomo Gradenigo, Satya N. Majumdar
We consider a single run-and-tumble particle (RTP) moving in one dimension. We assume that the velocity of the particle is drawn independently at each tumbling from a zero-mean Gau…
Distribution of the time of the maximum for stationary processes
Francesco Mori, Satya N. Majumdar, Gregory Schehr
We consider a one-dimensional stationary stochastic process of duration . We study the probability density function (PDF) of the time at whic…
Condensation transition in the late-time position of a Run-and-Tumble particle
Francesco Mori, Pierre Le Doussal, Satya N. Majumdar +1
We study the position distribution of a run-and-tumble particle (RTP) in arbitrary dimension , after runs. We assume that the constant speed of the part…
Mean perimeter and area of the convex hull of a planar Brownian motion in the presence of resetting
Satya N. Majumdar, Francesco Mori, Hendrik Schawe +1
We compute exactly the mean perimeter and the mean area of the convex hull of a -d Brownian motion of duration and diffusion constant , in the presence of resetting to th…
Universal survival probability for a correlated random walk and applications to records
Bertrand Lacroix-A-Chez-Toine, Francesco Mori
We consider a model of space-continuous one-dimensional random walk with simple correlation between the steps: the probability that two consecutive steps have same sign is with…
Universal Properties of a Run-and-Tumble Particle in Arbitrary Dimension
Francesco Mori, Pierre Le Doussal, Satya N. Majumdar +1
We consider an active run-and-tumble particle (RTP) in dimensions, starting from the origin and evolving over a time interval . We examine three different models for the…
Distribution of the Time Between Maximum and Minimum of Random Walks
Francesco Mori, Satya N. Majumdar, Gregory Schehr
We consider a one-dimensional Brownian motion of fixed duration . Using a path-integral technique, we compute exactly the probability distribution of the difference $τ=t_{\min}-…
Universal survival probability for a -dimensional run-and-tumble particle
Francesco Mori, Pierre Le Doussal, Satya N. Majumdar +1
We consider an active run-and-tumble particle (RTP) in dimensions and compute exactly the probability that the -component of the position of the RTP does not change s…
Time between the maximum and the minimum of a stochastic process
Francesco Mori, Satya N. Majumdar, Gregory Schehr
We present an exact solution for the probability density function of the time-difference between the minimum and the maximum of a one-dimensional Brownia…