Related papers: Matrix valued Brownian motion and a paper by Polya
We discuss chains of interacting Brownian motions. Their time reversal invariance is broken because of asymmetry in the interaction strength between left and right neighbor. In the limit of a very steep and short range potential one arrives…
We consider Brownian motion on symmetric matrices of octonions, and study the law of the spectrum. Due to the fact that the octonion algebra is nonassociative, the dimension of the matrices plays a special role. We provide two specific…
In this paper we discuss various potentials related to the Riemann zeta function and the Riemann Xi function. These potentials are modified versions of Morse potentials and can also be related to modified forms of the radial harmonic…
We define bi-monotone independence, prove a bi-monotone central limit theorem and use it to study the distribution of bi-monotone Brownian motion, which is defined as the two-dimensional operator process with monotone and antimonotone…
It is known that a full description of Brownian motion in the entire course of time should incorporate both kinetic and hydrodynamic effects, but a formula accounts for both effects has been established only in three dimension and only for…
In this series of seven papers, predominantly by means of elementary analysis, we establish a number of identities related to the Riemann zeta function. Whilst this paper is mainly expository, some of the formulae reported in it are…
The monograph is devoted to the study of stochastic area functionals of Brownian motions and of the associated heat kernels on Lie groups and Riemannian manifolds. It is essentially self-contained and as such can serve as a textbook on the…
The curious connection between the spacings of the eigenvalues of random matrices and the corresponding spacings of the non trivial zeros of the Riemann zeta function is analyzed on the basis of the geometric dynamical global program of…
By the work of P. L\'evy, the sample paths of the Brownian motion are known to satisfy a certain H\"older regularity condition almost surely. This was later improved by Ciesielski, who studied the regularity of these paths in Besov and…
The first half of this chapter describes the development in mathematical models of Brownian motion after Einstein's seminal papers and current applications to optical tweezers. This instrument of choice among single-molecule biophysicists…
We present a brief review of the spectral approach to the Riemann hypothesis, according to which the imaginary part of the non trivial zeros of the zeta function are the eigenvalues of the Hamiltonian of a quantum mechanical system.
We consider classical particles coupled to the quantized electromagnetic field in the background of a spatially flat Robertson-Walker universe. We find that these particles typically undergo Brownian motion and acquire a non-zero mean…
In this paper we provide a proof of the Riemann Hypothesis by relating the non-trivial zeros of the zeta function to a certain Sturm-Liouville eigenvalue problem on a finite interval.
We define kinetic Brownian motion on the diffeomorphism group of a closed Riemannian manifold, and prove that it provides an interpolation between the hydrodynamic flow of a fluid and a Brownian-like flow.
In the setting of finite reflection groups, we prove that the projection of a Brownian motion onto a closed Weyl chamber is another Brownian motion normally reflected on the walls of the chamber. Our proof is probabilistic and the…
We investigate the physical interpretation of the Riemann zeta function as a FZZT brane partition function associated with a matrix/gravity correspondence. The Hilbert-Polya operator in this interpretation is the master matrix of the large…
According to a version of Donsker's theorem, geodesic random walks on Riemannian manifolds converge to the respective Brownian motion. From a computational perspective, however, evaluating geodesics can be quite costly. We therefore…
We define and study the multiparameter fractional Brownian motion. This process is a generalization of both the classical fractional Brownian motion and the multiparameter Brownian motion, when the condition of independence is relaxed.…
We construct an analogue of Dyson Brownian motion in the Siegel half-space H that we term Siegel Brownian motion. Given \beta in (0,\infty], a stochastic flow for Z_t in H is introduced so that the law of the eigenvalues \lambda_t of the…
Brownian motion of a particle with an arbitrary shape is investigated theoretically. Analytical expressions for the time-dependent cross-correlations of the Brownian translational and rotational displacements are derived from the…