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Effusion of stochastic processes on a line
David S. Dean, Satya N. Majumdar, Gregory Schehr · 2023-03-16 · via math.PR updates on arXiv.org

We consider the problem of leakage or effusion of an ensemble of independent stochastic processes from a region where they are initially randomly distributed. The case of Brownian motion, initially confined to the left half line with uniform density and leaking into the positive half line is an example which has been extensively studied in the literature. Here we derive new results for the average number and variance of the number of leaked particles for arbitrary Gaussian processes initially confined to the negative half line and also derive its joint two-time probability distribution, both for the annealed and the quenched initial conditions. For the annealed case, we show that the two-time joint distribution is a bivariate Poisson distribution. We also discuss the role of correlations in the initial particle positions on the statistics of the number of particles on the positive half line. We show that the strong memory effects in the variance of the particle number on the positive real axis for Brownian particles, seen in recent studies, persist for arbitrary Gaussian processes and also at the level of two-time correlation functions.