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Consider two balls with radius $r>0$ whose centers are at a distance $2$, positioned symmetrically with respect to the origin in ${\mathbb{R}}^d$. Suppose that the initial velocities are independent standard normal vectors. When $r\to0$, the collision probability goes to 0 as $r^{d-1}$, and the asymptotic collision location distribution is a (defective) $t$-distribution. This distribution is rotationally symmetric about the origin for no apparent reason.

Consider the Skorokhod problem in the closed non-negative orthant: find a solution $(g(t),m(t))$ to \[ g(t)= f(t)+ Rm(t),\] where $f$ is a given continuous vector-valued function with $f(0)$ in the orthant, $R$ is a given $d\times d$ matrix with 1's along the diagonal, $g$ takes values in the orthant, and $m$ is a vector-valued function that starts at 0, each component of $m$ is non-decreasing and continuous, and for each $i$ the $i^{th}$ coordinate of $m$ increases only when the $i^{th}$ coordinate of $g$ is 0. The stochastic version of the Skorokhod problem replaces $f$ by the paths of Brownian motion. It is known that there exists a unique solution to the Skorokhod problem if the spectral radius of $|Q|$ is less than 1, where $Q=I-R$ and $|Q|$ is the matrix whose entries are the absolute values of the corresponding entries of $Q$. The first result of this paper shows pathwise uniqueness for the stochastic version of the Skorokhod problem holds if the spectral radius of $|Q|$ is equal to 1. The second result of this paper settles the remaining open cases for uniqueness for the deterministic version when the dimension $d$ is two.

We study a system of two coupled transport equations with freezing. The solutions freeze in time when they are equal. We prove existence and uniqueness of continuous solutions if the initial conditions are continuous. We discuss several qualitative and quantitative properties of the solutions. The equations arise in a model for collisions of a large number of tightly spaced balls.

Consider the Skorokhod equation in the closed first quadrant: \[ X_t=x_0+ B_t+\int_0^t{\bf v}(X_s)\, dL_s,\] where $B_t$ is standard 2-dimensional Brownian motion, $X_t$ takes values in the quadrant for all $t$, and $L_t$ is a process that starts at 0, is non-decreasing and continuous, and increases only at those times when $X_t$ is on the boundary of the quadrant. Suppose ${\bf v}$ equals $(-a_1,1)$ on the positive $x$ axis, equals $(1,-a_2)$ on the positive $y$ axis, and ${\bf v}(0)$ points into the closed first quadrant. Let $\theta_i=\arctan a_i$, $i=1,2$. It is known that there exists a solution to the Skorokhod equation for all $t\geq 0$ if and only if $\theta_1+\theta_2<\pi/2$ and moreover the solution is unique if $|a_1a_2|<1$. Suppose now that $\theta_1+\theta_2<\pi/2$, $\theta_2<0$, $\theta_1>-\theta_2>0$ and $|a_1a_2|>1$. We prove that for a large class of $(a_1,a_2)$, namely those for which \[\frac{\log|a_1|+\log|a_2|}{a_1+a_2}>\pi/2,\] pathwise uniqueness for the Skorokhod equation fails to hold.

Systems of pinned billiard balls serve as simplified models of collisions, where all particles remain fixed in their positions while their (pseudo-)velocities evolve in accordance with the laws of conservation of energy and momentum. For some families of ball configurations, Athreya, Burdzy, and Duarte have established the maximum upper bound for the number of pseudo-collisions, thereby demonstrating that the number of collisions is finite. The result has been extended to all ball configurations. In this project, we do extensive simulations to study two specific configurations. First, we consider balls arranged in a half-space and assign a single ball an inward (pseudo-) velocity. Simulations suggest that in the long run, most of the energy is concentrated near the boundary. Second, when the balls are arranged on a flat torus, we find that in the stationary regime, the distributions of the velocity components are i.i.d. normal. Additionally, we find that the components of the velocities in the direction of impact between two touching balls are uncorrelated.

We show that the spine of the Fleming-Viot process driven by Brownian motion and starting with two particles in a bounded interval has a different law from that of Brownian motion conditioned to stay in the interval forever. Furthermore, we estimate the ``extra drift.''

For $f: [0,1]\to \mathbb R$, we consider $L^f_t$, the local time of space-time Brownian motion on the curve $f$. Let ${\cal S}_\alpha$ be the class of all functions whose H\"older norm of order $\alpha$ is less than or equal to 1. We show that the supremum of $L^f_1$ over $f$ in ${\cal S}_\alpha$ is finite if $\alpha>\frac12$.

We investigate the number of holes created by an ``earthworm'' moving on the two-dimensional integer lattice. The earthworm is modeled by a simple random walk. At the initial time, all vertices are filled with grains of soil except for the position of the earthworm. At each step, the earthworm pushes the soil in the direction of its motion. It leaves a hole (an empty vertex with no grain of soil) behind it. If there are holes in front of the earthworm (in the direction of its step), the closest hole is filled with a grain of soil. Thus the number of holes increases by 1 or remains unchanged at every step. We show that the number of holes is at least $\mathcal{O}(n^{3/4})$ after $n$ steps.

We discuss the propagation of kinetic energy through billiard balls fixed in place along a one-dimensional segment. The number of billiard balls is assumed to be large but finite and we assume kinetic energy propagates following the usual collision laws of physics. Assuming an underlying stochastic mean-field for the expectation and the variance of the kinetic energy, we derive a coupled system of nonlinear partial differential equations assuming a stochastic energy re-distribution procedure. The system of PDEs has a number of interesting dynamical properties some of which are numerically simulated.

Simulations support the conjecture that the dimension of the trace of Brownian earthworm is strictly greater than 3/2.

We analyze the functional equation $$F(x+F(x))=-F(x)$$ and reveal its relationship with a system of partial differential equations arising as the hydrodynamic limit of a system of pinned billiard balls on the line. The system of balls must freeze at some time, i.e., no velocity may change after the freezing time. The terminal velocity and the freezing time profiles play the role of boundary conditions for the PDEs (qua terminal conditions, despite being initial conditions from the wave equation perspective pursued here). Solutions to the functional equation provide the link between the freezing time and terminal velocity profiles on the one hand, and the solution to the PDE in the entirety of the space-time domain on the other., Comment: Metadata typos corrected

We consider systems of "pinned balls," i.e., balls that have fixed positions and pseudo-velocities. Pseudo-velocities change according to the same rules as those for velocities of totally elastic collisions between moving balls. The times of possible pseudo-collisions for different pairs of pinned balls are chosen in an exogenous way. We give an explicit upper bound for the maximum number of pseudo-collisions for a system of $n$ pinned balls in a $d$-dimensional space. The proof is based on analysis of foldings, i.e., mappings that formalize the idea of folding a piece of paper along a crease. We prove an upper bound for the size of an orbit of a point subjected to foldings.

Consider hard balls in a bounded rotating drum. If there is no gravitation then there is no Fermi acceleration, i.e., the energy of the balls remains bounded forever. If there is gravitation, Fermi acceleration may arise. A number of explicit formulas for the system without gravitation are given. Some of these are based on an explicit realization, which we derive, of the well-known microcanonical ensemble measure.

We show that the spine of the Fleming-Viot process driven by Brownian motion in a bounded Lipschitz domain with Lipschitz constant less than 1 converges to Brownian motion conditioned to stay in the domain forever.

The spine of two-particles Fleming-Viot process driven by Brownian motion is not a Bessel-3 process., Comment: 8 pages, 1 figure

We give a new upper bound $K_+$ on the number of totally elastic collisions of $n$ hard spheres with equal radii and equal masses in $R^d$. Our bound satisfies $\log K_+ \leq c(d) n \log n$., Comment: arXiv admin note: text overlap with arXiv:1804.04650

We prove Archimedes' principle for a macroscopic ball in ideal gas consisting of point particles with non-zero mass. The main result is an asymptotic theorem, as the number of point particles goes to infinity and their total mass remains constant. We also show that, asymptotically, the gas has an exponential density as a function of height. We find the asymptotic inverse temperature of the gas. We derive an accurate estimate of the volume of the phase space using the local central limit theorem., Comment: 33 pages, 4 figures

We study solutions to the stochastic fixed point equation $X\stackrel{d}{=}AX+B$ where the coefficients $A$ and $B$ are nonnegative random variables. We introduce the ``local dependence measure'' (LDM) and its Legendre-type transform to analyze the left tail behavior of the distribution of $X$. We discuss the relationship of LDM with earlier results on the stochastic fixed point equation and we apply LDM to prove a theorem on a Fleming-Viot-type process., Comment: 31 pages

We analyze the local and global smoothing rates of the smoothing process and obtain convergence rates to stationarity for the dual process known as the potlatch process. For general finite graphs, we connect the smoothing and convergence rates to the spectral gap of the associated Markov chain. We perform a more detailed analysis of these processes on the torus. Polynomial corrections to the smoothing rates are obtained. They show that local smoothing happens faster than global smoothing. These polynomial rates translate to rates of convergence to stationarity in $L^2$-Wasserstein distance for the potlatch process on $\mathbb{Z}^d$., Comment: 48 pages. To appear in The Annals of Probability

We prove the sharp bound for the probability that two experts who have access to different information, represented by different $\sigma$-fields, will give radically different estimates of the probability of an event. This is relevant when one combines predictions from various experts in a common probability space to obtain an aggregated forecast. Our proof is constructive in the sense that, not only the sharp bounds are proved, but also the optimizer is constructed via an explicit algorithm.

Let $\Omega \subset \mathbb{R}^n$ be a convex domain and let $f:\Omega \rightarrow \mathbb{R}$ be a positive, subharmonic function (i.e. $\Delta f \geq 0$). Then $$ \frac{1}{|\Omega|} \int_{\Omega}{f dx} \leq \frac{c_n}{ |\partial \Omega| } \int_{\partial \Omega}{ f d\sigma},$$ where $c_n \leq 2n^{3/2}$. This inequality was previously only known for convex functions with a much larger constant. We also show that the optimal constant satisfies $c_n \geq n-1$. As a byproduct, we establish a sharp geometric inequality for two convex domains where one contains the other $ \Omega_2 \subset \Omega_1 \subset \mathbb{R}^n$: $$ \frac{|\partial \Omega_1|}{|\Omega_1|} \frac{| \Omega_2|}{|\partial \Omega_2|} \leq n.$$

We present a game inspired by research on the possible number of billiard ball collisions in the whole Euclidean space. One player tries to place $n$ static "balls" with zero radius (i.e., points) in a way that will minimize the total number of possible collisions caused by the cue ball. The other player tries to find initial conditions for the cue ball to maximize the number of collisions. The value of the game is $\sqrt{n}$ (up to constants). The lower bound is based on the Erd\H{o}s-Szekeres Theorem. The upper bound may be considered a generalization of the Erd\H{o}s-Szekeres Theorem.

We establish bounds on the probability that two different agents, who share an initial opinion expressed as a probability distribution on an abstract probability space, given two different sources of information, may come to radically different opinions regarding the conditional probability of the same event.

(i) Uncountably many synchronized reflected Brownian motions can hit the boundary of a $C^2$ domain at the same time. (ii) Measures associated to local times of two synchronized reflected Brownian motions are mutually singular until the time when the normal vectors at the reflection locations become identical. (iii) Mirror coupled reflected Brownian motions can simultaneously hit opposite sides of a wedge at different distances from the origin.

We construct a class of reflection laws for billiard processes in the unit interval whose stationary distribution for the billiard position and its velocity is the product of the uniform distribution and the standard normal distribution. These billiard processes have Markovian reflection laws, meaning their velocity is constant between reflections but changes in a Markovian way at reflection times., Comment: 33 pages

We consider systems of "pinned balls," i.e., balls that have fixed positions and pseudo-velocities. Pseudo-velocities change according to the same rules as those for velocities of totally elastic collisions between moving balls. The times of collisions for different pairs of pinned balls are chosen in an exogenous way. We give an explicit upper bound for the maximum number of pseudo-collisions for a system of $n$ pinned balls in a $d$-dimensional space, in terms of $n$, $d$ and the locations of ball centers. As a first step, we study foldings, i.e., mappings that formalize the idea of folding a piece of paper along a crease.

We give a new and elementary proof that the number of elastic collisions of a finite number of balls in the Euclidean space is finite. We show that if there are $n$ balls of equal masses and radii 1, and at the time of a collision between any two balls the distance between any other pair of balls is greater than $n^{-n}$, then the total number of collisions is bounded by $n^{(5/2+\varepsilon)n}$, for any fixed $\varepsilon>0$ and large $n$. We also show that if there is a number of collisions larger than $n^{cn}$ for an appropriate $c>0$, then a large number of these collisions occur within a subfamily of balls that form a very tight configuration., Comment: 22 pages

We prove by example that the number of elastic collisions of $n$ balls of equal mass and equal size in $d$-dimensional space can be greater than $n^3/27$ for $n\geq 3$ and $d\geq 2$. The previously known lower bound was of order $n^2$., Comment: 35 pages, 7 figures

We consider random reflections (according to the Lambertian distribution) of a light ray in a thin variable width (but almost circular) tube. As the width of the tube goes to zero, properly rescaled angular component of the light ray position converges in distribution to a diffusion whose parameters (diffusivity and drift) are given explicitly in terms of the tube width.

We study solutions to the stochastic fixed point equation $X\stackrel{d}{=}AX+B$ when the coefficients are nonnegative and $B$ is an "inverse exponential decay" (IED) random variable. We provide theorems on the left tail of $X$ which complement well-known tail results of Kesten and Goldie. We generalize our results to ARMA processes with nonnegative coefficients whose noise terms are from the IED class. We describe the lower envelope for these ARMA processes., Comment: 32 pages, 1 figure. To appear in Bernoulli

We consider random labelings of finite graphs conditioned on a small fixed number of peaks. We introduce a continuum framework where a combinatorial graph is associated with a metric graph and edges are identified with intervals. Next we consider a sequence of partitions of the edges of the metric graph with the partition size going to zero. As the mesh of the subdivision goes to zero, the conditioned random labelings converge, in a suitable sense, to a deterministic function which evolves as an increasing process of subsets of the metric graph that grows at rate one while maximizing an appropriate notion of entropy. We call such functions floodings. We present a number of qualitative and quantitative properties of floodings and some explicit examples.

We study random labelings of graphs conditioned on a small number (typically one or two) peaks, i.e., local maxima. We show that the boundaries of level sets of a random labeling of a square with a single peak have dimension 2, in a suitable asymptotic sense. The gradient line of a random labeling of a long ladder graph conditioned on a single peak consists mostly of straight line segments. We show that for some tree-graphs, if a random labeling is conditioned on exactly two peaks then the peaks can be very close to each other. We also study random labelings of regular trees conditioned on having exactly two peaks. Our results suggest that the top peak is likely to be at the root and the second peak is equally likely, more or less, to be any vertex not adjacent to the root.

We consider light ray reflections in $n$-dimensional semi-infinite tube, for $n\geq 3$, made of Lambertian material. The source of light is placed far away from the exit, and the light ray is assumed to reflect so that the distribution of the direction of the reflected light ray has the density proportional to the cosine of the angle with the normal vector. We present new results on the exit distribution from the tube, and generalizations of some theorems from an earlier article, where the dimension was limited to $n=2$ and $3$., Comment: 28 pages, 6 figures, to Appear in the Journal of Theoretical Probability

We construct obliquely reflected Brownian motions in all bounded simply connected planar domains, including non-smooth domains, with general reflection vector fields on the boundary. Conformal mappings and excursion theory are our main technical tools. A key intermediate step, which may be of independent interest, is an alternative characterization of reflected Brownian motions in smooth bounded planar domains with a given field of angles of oblique reflection on the boundary in terms of a pair of quantities, namely an integrable positive harmonic function, which represents the stationary distribution of the process, and a real number that represents, in a suitable sense, the asymptotic rate of rotation of the process around a reference point in the domain. Furthermore, we also show that any obliquely reflected Brownian motion in a simply connected Jordan domain can be obtained as a suitable limit of obliquely reflected Brownian motions in smooth domains.

We investigate the motion of an inert (massive) particle being impinged from below by a particle performing (reflected) Brownian motion. The velocity of the inert particle increases in proportion to the local time of collisions and decreases according to a constant downward gravitational acceleration. We study fluctuations and strong laws of the motion of the particles. We further show that the joint distribution of the velocity of the inert particle and the gap between the two particles converges in total variation distance to a stationary distribution which has an explicit product form., Comment: Overall presentation improved. 44 pages