Related papers: Kingman's coalescent and Brownian motion
We present a Cameron--Martin type quasi-invariance theorem for subordinate Brownian motion. As applications, we establish an integration by parts formula and construct a gradient operator on the path space of subordinate Brownian motion,…
We propose a general model where quintessence couples to electromagnetism via its kinetic term. This novelty generalizes the linear dependence of the gauge kinetic function on $\phi$, commonly adopted in the literature. The interaction…
We present decompositions of various positive kernels as integrals or sums of positive kernels. Within this framework we study the reproducing kernel Hilbert spaces associated with the fractional and bi-fractional Brownian motions. As a…
We re-derive the quantum master equation for the decoherence of a massive Brownian particle due to collisions with the lighter particles from a thermal environment. Our careful treatment avoids the occurrence of squares of Dirac delta…
Brownian motion is ballistic on short time scales and diffusive on long time scales. Our theoretical investigations indicate that one can observe the exact opposite - an "anomaleous diffusion process" where initially diffusive motion…
Brownian motion has played important roles in many different fields of science since its origin was first explained by Albert Einstein in 1905. Einstein's theory of Brownian motion, however, is only applicable at long time scales. At short…
We show in detail some results, outlined in a previous paper regarding the case of Brownian motion (BM), about the distribution of the $n$th-passage time of a one-dimensional diffusion obtained by a space or time transformation of BM,…
We study the correlations of the celebrated Sine$_\beta$ point process. This point process arises as the bulk scaling limit of $\beta$-ensembles and has a geometric description through the Brownian carousel, as shown by Valk\'o and Vir\'ag…
The stochastic trajectories of molecules in living cells, as well as the dynamics in many other complex systems, often exhibit memory in their path over long periods of time. In addition, these systems can show dynamic heterogeneities due…
We define what we call an on/off Brownian snake. We use this to construct on/off super Brownian motion recently introduced to the literature by Blath and Jacobi and which is a measure-valued branching process with a dormant state and an…
We characterize the multifractal behavior of Brownian motion in the vicinity of an absorbing star polymer. We map the problem to an O(M)-symmetric phi^4-field theory relating higher moments of the Laplacian field of Brownian motion to…
The integrated Brownian motion is sometimes known as the Langevin process. Lachal studied several excursion laws induced by the latter. Here we follow a different point of view developed by Pitman for general stationary processes. We first…
We develop the kinetic theory of the flux-carrying Brownian motion recently introduced in the context of open quantum systems. This model constitutes an effective description of two-dimensional dissipative particles violating both…
In this paper, following earlier results in [2] we derive the asymptotic distribution as $t \to \infty$, of the excursion of Brownian motion straddling $t$, into an interval $(a,b)$, conditional on the event that there is such an excursion.
The quantum analog of the joint probability distributions describing a classical stochastic process is introduced. A prescription is given for constructing the quantum distribution associated with a sequence of measurements. For the case of…
Consider a system of Brownian particles on the real line where each pair of particles coalesces at a certain rate according to their intersection local time. Assume that there are infinitely many initial particles in the system. We give a…
We introduce a Kac's type walk whose rate of binary collisions preserves the total momentum but not the kinetic energy. In the limit of large number of particles we describe the dynamics in terms of empirical measure and flow, proving the…
A simple model coupling a one-dimensional beam particle to a one-dimensional harmonic oscillator is used to explore complementarity and entanglement. This model, well-known in the inelastic scattering literature, is presented under three…
We calculate the excursion and meander area distributions of the elastic Brownian motion by using the self adjoint extension of the Hamiltonian of the free quantum particle on the half line. We also give some comments on the area of the…
We study ballistic electron transport through a finite chain of quantum circular rings in the presence of spin-orbit interaction of strength \alpha. For a single ring the transmission and reflection coefficients are obtained analytically…