Georgia Institute of Technology College of Sciences

Suppose that particles are randomly distributed in $R^d$, and they are subject to identical stochastic motion independently of each other. The Smoluchowski process describes fluctuations of the number of particles in an observation region over time. The goal is to infer on particle displacement process from such count data. We discuss probabilistic properties of the Smoluchowski processes and consider related statistical problems for two different models of the particle displacement process: the undeviated uniform motion (when a particle moves with random constant velocity along a straight line) and the Brownian motion displacement. In these settings we develop estimators with provable accuracy guarantees.