22 citations · 122 across the 16 of their papers we have counts for
16 papers
Collision types and times in interacting particle systems
Sergio Andraus, Nicole Hufnagel, Jacek Małecki
We consider a system of stochastic interacting particles with general diffusion coefficient and drift functions and we study the types of collisions that arise in them. In particul…
Collision times of multivariate Bessel processes with their Weyl chambers' boundaries and their Hausdorff dimension
Nicole Hufnagel, Sergio Andraus
Multivariate Bessel processes, otherwise known as radial Dunkl processes, are stochastic processes defined in a Weyl chamber that are repelled from the latter's boundary by a singu…
Hausdorff dimension of collision times in one-dimensional log-gases
Nicole Hufnagel, Sergio Andraus
We consider systems of multiple Brownian particles in one dimension that repel mutually via a logarithmic potential on the real line, more specifically the Dyson model. These syste…
Relaxation dynamics of two interacting electrical double-layers in a 1D Coulomb system
Lucas Varela, Sergio Andraus, Emmanuel Trizac +1
We consider an out-of-equilibrium one-dimensional model for two electrical double-layers. With a combination of exact calculations and Brownian Dynamics simulations, we compute the…
Limit theorems and soft edge of freezing random matrix models via dual orthogonal polynomials
Sergio Andraus, Kilian Hermann, Michael Voit
-dimensional Bessel and Jacobi processes describe interacting particle systems with particles and are related to -Hermite, -Laguerre, and -Jacobi ensembles. For fix…
Central limit theorems for multivariate Bessel processes in the freezing regime II: the covariance matrices
Sergio Andraus, Michael Voit
Bessel processes in dimensions are classified via associated root systems and multiplicity constants . They describe interacting Calogero-Moser-Suthe…
Dunkl jump processes: relaxation and a phase transition
Sergio Andraus
Dunkl processes are multidimensional Markov processes defined through the use of Dunkl operators. These processes have discontinuities, and they can be separated into their continu…
Limit theorems for multivariate Bessel processes in the freezing regime
Sergio Andraus, Michael Voit
Multivariate Bessel processes describe the stochastic dynamics of interacting particle systems of Calogero-Moser-Sutherland type and are related with -Hermite and Laguerre ensem…
Benjamini-Schramm convergence and limiting eigenvalue density of random matrices
Sergio Andraus
We review the application of the notion of local convergence on locally finite randomly rooted graphs, known as Benjamini-Schramm convergence, to the calculation of the global eige…
Temperature dependence of the threshold magnetic field for nucleation and domain wall propagation in an inhomogeneous structure with grain boundary
Sasmita Mohakud, Sergio Andraus, Masamichi Nishino +2
In order to study the dependence of the coercive force of sintered magnets on temperature, nucleation and domain wall propagation at the grain boundary are studied as rate-determin…
Characterizations of the hydrodynamic limit of the Dyson model
Sergio Andraus, Makoto Katori
Under appropriate conditions for the initial configuration, the empirical measure of the -particle Dyson model with parameter converges to a unique measure-valued proc…
Two-step asymptotics of scaled Dunkl processes
Sergio Andraus, Seiji Miyashita
Dunkl processes are generalizations of Brownian motion obtained by using the differential-difference operators known as Dunkl operators as a replacement of spatial partial derivati…
Multiple-particle diffusion processes from the viewpoint of Dunkl operators: relaxation to the steady state
Sergio Andraus
Two families of stochastic interacting particle systems, the interacting Brownian motions and Bessel processes, are defined as extensions of Dyson's Brownian motion models and the…
Two limiting regimes of interacting Bessel processes
Sergio Andraus, Makoto Katori, Seiji Miyashita
We consider the interacting Bessel processes, a family of multiple-particle systems in one dimension where particles evolve as individual Bessel processes and repel each other via…
Calogero-Moser Systems as a Diffusion-Scaling Transform of Dunkl Processes on the Line
Sergio Andraus, Makoto Katori, Seiji Miyashita
The Calogero-Moser systems are a series of interacting particle systems on one dimension that are both classically and quantum-mechanically integrable. Their integrability has been…
Interacting Particles on the Line and Dunkl Intertwining Operator of Type A: Application to the Freezing Regime
Sergio Andraus, Makoto Katori, Seiji Miyashita
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…