Related papers: Brownian motion on Lie groups and open quantum sys…
Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…
In systems possessing a spatial or dynamical symmetry breaking thermal Brownian motion combined with unbiased, non-equilibrium noise gives rise to a channelling of chance that can be used to exercise control over systems at the micro- and…
A survey of the probabilistic approaches to quantum dynamical semigroups with unbounded generators is given. An emphasis is made upon recent advances in the structural theory of covariant Markovian master equations. The relations with the…
Surprisingly the looking natural random walk leading to Brownian motion occurs to be often biased in a very subtle way: usually refers to only approximate fulfillment of thermodynamical principles like maximizing uncertainty. Recently, a…
We use the stochastic quantization method to construct a supersymmetric version of the quantum spherical model. This is based on the equivalence between the Brownian motion described by a Langevin equation and the supersymmetric quantum…
The first part of this paper is devoted to the Brown measure of the product of the free unitary Brownian motion by an arbitrary free non negative operator. Our approach follows the one recently initiated by Driver-Hall-Kemp though there are…
Brownian motion of colloidal particles in the quasi-two-dimensional (qTD) confinement displays distinct kinetic characters from that in bulk. Here we experimentally report a dynamic evolution of Brownian particles in the qTD system. The…
We develop the representation theory of a finite semigroup over an arbitrary commutative semiring with unit, in particular classifying the irreducible and minimal representations. The results for an arbitrary semiring are as good as the…
Brownian motion is a central scientific paradigm. Recently, due to increasing efforts and interests towards miniaturization and small-scale physics or biology, the effects of confinement on such a motion have become a key topic of…
This paper reviews and extends some recent results on the multivariate fractional Brownian motion (mfBm) and its increment process. A characterization of the mfBm through its covariance function is obtained. Similarly, the correlation and…
We consider an infinite system of non overlapping globules undergoing Brownian motions in R^3. The term globules means that the objects we are dealing with are spherical, but with a radius which is random and time-dependent. The dynamics is…
Consider the first exit time of one-dimensional Brownian motion $\{B_s\}_{s\geq 0}$ from a random passageway. We discuss a Brownian motion with two time-dependent random boundaries in quenched sense. Let $\{W_s\}_{s\geq 0}$ be an other…
We prove that the empirical law of eigenvalues of Brownian motion on the Lie Group $\mathrm{GL}(N,\mathbb{C})$ converges almost surely to a deterministic probability measure, characterized by a free stochastic differential equation. This…
The dynamics of a Brownian particle in a constant magnetic field and time-dependent electric field is studied in the limit of white noise, using a Langevin approach for the classical problem and the path-integral Feynman-Vernon and…
In this article we study the connection of fractional Brownian motion, representation theory and reflection positivity in quantum physics. We introduce and study reflection positivity for affine isometric actions of a Lie group on a Hilbert…
Cubical complexes are metric spaces constructed by gluing together unit cubes in an analogous way to the construction of simplicial complexes. We construct Brownian motion on such spaces, define random walks, and prove that the transition…
In this note we introduce the concept of a semi-bounded unitary representations of an infinite-dimensional Lie group $G$. Semi-boundedness is defined in terms of the corresponding momentum set in the dual $\g'$ of the Lie algebra $\g$ of…
Mathematical core of quantum mechanics is the theory of unitary representations of symmetries of physical systems. We argue that quantum behavior is a natural result of extraction of "observable" information about systems containing…
We construct a stochastic process, called the Liouville Brownian motion, which is the Brownian motion associated to the metric $e^{\gamma X(z)}\,dz^2$, $\gamma<\gamma_c=2$ and $X$ is a Gaussian Free Field. Such a process is conjectured to…
We characterize the pointer states generated by the master equation of quantum Brownian motion and derive stochastic equations for the dynamics of their trajectories in phase space. Our method is based on a Poissonian unraveling of the…