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We consider the orthogonalisation of the signature of a stochastic process as the analogue of orthogonal polynomials on path-space. Under an infinite radius of convergence assumption, we prove density of linear functions on the signature in…

Probability · Mathematics 2026-02-24 Ilya Chevyrev , Emilio Ferrucci , Darrick Lee , Terry Lyons , Harald Oberhauser , Nikolas Tapia

We consider Brownian motions with one-sided collisions, meaning that each particle is reflected at its right neighbour. For a finite number of particles a Sch\"{u}tz-type formula is derived for the transition probability. We investigate an…

Mathematical Physics · Physics 2015-04-23 Patrik L. Ferrari , Herbert Spohn , Thomas Weiss

In this paper we prove well posedness for a system coupling a nonlinear Dirac with a Klein-Gordon equation that represents a toy model for the Helium atom with relativistic corrections: the wave function of the electrons interacts with an…

Analysis of PDEs · Mathematics 2021-10-19 Federico Cacciafesta , Anne-Sophie de Suzzoni , Long Meng , Jérémy Sok

We define a time dependent empirical process based on $n$ independent fractional Brownian motions and describe strong approximations to it by Gaussian processes. They lead to strong approximations and functional laws of the iterated…

Probability · Mathematics 2016-06-21 Péter Kevei , David M. Mason

Given a sequence of resistance forms that converges with respect to the Gromov-Hausdorff-vague topology and satisfies a uniform volume doubling condition, we show the convergence of corresponding Brownian motions and local times. As a…

Probability · Mathematics 2016-09-08 D. A. Croydon , B. M. Hambly , T. Kumagai

I propose to use Hamiltonians which contain two-dimensional and three-dimensional kinetic terms for the description of two-dimensional systems in physics. As a model system the evolution of three-dimensional wavefunctions in the presence of…

Condensed Matter · Physics 2007-05-23 R. Dick

We study the long time behavior of an Ornstein-Uhlenbeck process under the influence of a periodic drift. We prove that, under the standard diffusive rescaling, the law of the particle position converges weakly to the law of a Brownian…

Mathematical Physics · Physics 2009-11-10 M. Hairer , G. A. Pavliotis

Time-dependent light-matter interactions are a widespread means by which to describe controllable experimental operations. They can be viewed as an approximation in which a third system - the control system - is treated as external within…

Quantum Physics · Physics 2021-02-11 Adam Stokes , Ahsan Nazir

We investigate a system of Brownian particles weakly bound by attractive parity-symmetric potentials that grow at large distances as $V(x) \sim |x|^\alpha$, with $0 < \alpha < 1$. The probability density function $P(x,t)$ at long times…

Statistical Mechanics · Physics 2024-07-24 Lucianno Defaveri , Eli Barkai , David A. Kessler

In this paper, we consider Bianchi type III and Kantowski-Sachs spacetimes and discuss the behavior of time-varying constants $G$ and $\Lambda$ by using two symmetric techniques, namely, kinematic self-similarity and matter collineation. In…

General Relativity and Quantum Cosmology · Physics 2010-11-02 M. Sharif , H. Rizwana Kausar

Motivated by a theorem of Barbour, we revisit some of the classical limit theorems in probability from the viewpoint of the Stein method. We setup the framework to bound Wasserstein distances between some distributions on infinite…

Probability · Mathematics 2018-07-30 Laure Coutin , Laurent Decreusefond

We have studied the extended Hubbard model with pair hopping in the atomic limit for arbitrary electron density and chemical potential. The Hamiltonian considered consists of (i) the effective on-site interaction U and (ii) the intersite…

Strongly Correlated Electrons · Physics 2012-05-01 Konrad Kapcia , Stanisław Robaszkiewicz , Roman Micnas

We consider a standard one-dimensional Brownian motion on the time interval $[0,1]$ conditioned to have vanishing iterated time integrals up to order $N$. We show that the resulting processes can be expressed explicitly in terms of shifted…

Probability · Mathematics 2021-03-05 Karen Habermann

We study certain physical observables of isoscalar heavy baryons using potential models based on hadronic degrees of freedom. The goal is to compare these results with those from an effective theory obtained in a combined heavy quark and…

Nuclear Theory · Physics 2016-09-08 Z. Aziza Baccouche , Thomas D. Cohen

We analyze a general family of position-dependent mass quantum Hamiltonians which are not self-adjoint and include, as particular cases, some Hamiltonians obtained in phenomenological approaches to condensed matter physics. We build a…

Quantum Physics · Physics 2016-01-26 M. A. Rego-Monteiro , Ligia M. C. S. Rodrigues , E. M. F. Curado

From experimental studies it is well-known that colloidal particles suspended in a near-critical binary solvent exhibit interesting aggregation phenomena, often associated with colloidal phase transitions, and assumed to be driven by…

Soft Condensed Matter · Physics 2015-06-19 John R. Edison , Nikos Tasios , Simone Belli , Robert Evans , Rene van Roij , Marjolein Dijkstra

The connection between domain relaxations at individual scales and the collective heterogeneous response in non-equilibrium systems is a topic of profound interest in recent times. In a model sys- tem of constantly driven oppositely charged…

Soft Condensed Matter · Physics 2016-12-16 Suman Dutta

We introduce a class of iterated processes called $\alpha$-time Brownian motion for $0<\alpha \leq 2$. These are obtained by taking Brownian motion and replacing the time parameter with a symmetric $\alpha$-stable process. We prove a…

Probability · Mathematics 2007-05-23 Erkan Nane

We study the sine-Gordon (SG) model at finite densities of the topological charge and small SG interaction constant, related to the one-dimensional Hubbard model near half-filling. Using the modified WKB approach, we find that the spectrum…

Strongly Correlated Electrons · Physics 2009-11-07 D. N. Aristov , A. Luther

The Brownian motion of a hot nanoparticle is described by an effective Markov theory based on fluctuating hydrodynamics. Its predictions are scrutinized over a wide temperature range using large-scale molecular dynamics simulations of a hot…

Soft Condensed Matter · Physics 2018-07-11 D. Chakraborty , M. V. Gnann , D. Rings , J. Glaser , F. Otto , F. Cichos , K. Kroy