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The generalized fractional Brownian motion is a Gaussian self-similar process whose increments are not necessarily stationary. It appears in applications as the scaling limit of a shot noise process with a power law shape function and…

Probability · Mathematics 2020-12-02 Tomoyuki Ichiba , Guodong Pang , Murad S. Taqqu

Suspensions of purely repulsive but self-propelled Brownian particles might undergo phase separation, a phenomenon that strongly resembles the phase separation of passive particles with attractions. Here we employ computer simulations to…

Statistical Mechanics · Physics 2016-08-05 David Richard , Hartmut Löwen , Thomas Speck

It is shown that the exact dynamics of a composite quantum system can be represented through a pair of product states which evolve according to a Markovian random jump process. This representation is used to design a general Monte Carlo…

Quantum Physics · Physics 2007-05-23 Heinz-Peter Breuer

The Klein-Kramers equation, governing the Brownian motion of a classical particle in quantum environment under the action of an arbitrary external potential, is derived. Quantum temperature and friction operators are introduced and at large…

Quantum Physics · Physics 2018-06-15 R. Tsekov

We consider a stochastic process which is (a) described by a continuous-time Markov chain on only short time-scales and (b) constrained to conserve a number of hidden quantities on long time-scales. We assume that the transition matrix of…

Statistical Mechanics · Physics 2020-10-27 Vitaly Vanchurin

Transport phenomena are ubiquitous in nature and known to be important for various scientific domains. Examples can be found in physics, electrochemistry, heterogeneous catalysis, physiology, etc. To obtain new information about diffusive…

Probability · Mathematics 2007-05-23 Denis S. Grebenkov

In this paper we study the quantum brownian motion of a scalar point particle in the analog Friedman-Robertson-Walker spacetime in the presence of a disclination, in a condensed matter system. The analog spacetime is obtained as an…

General Relativity and Quantum Cosmology · Physics 2022-07-13 E. J. B. Ferreira , E. R. Bezerra de Mello , H. F. Santana Mota

The motion of a quantum particle hopping on a simple cubic lattice under the influence of thermal noise and of a static random potential is expected to be diffusive, i.e., the particle is expected to exhibit `quantum Brownian motion', no…

Mathematical Physics · Physics 2017-09-22 Jürg Fröhlich , Jeffrey Schenker

A stochastic model of a continuous nondemolition observation of a free quantum Brownian motion is presented. The nonlinear stochastic wave equation describing the posterior dynamics of the observed quantum system is solved in a Gaussian…

Quantum Physics · Physics 2007-05-23 V. P. Belavkin , P. Staszewski

We have studied the temporal evolution of a quantum system subjected to strong dissipation at ultra-low temperatures where the system-bath interaction represents the leading energy scale. In this regime, theory predicts the time evolution…

Physical Brownian motion describes the dynamics of a Brownian particle experiencing frictional force. It was investigated in the classical work [L. S. Ornstein and G. E. Uhlenbeck, Phys. Rev. 36 (1930)] as a physically meaningful approach…

Probability · Mathematics 2026-03-10 Siran Li , Hao Ni , Qianyu Zhu

The master equation for a linear open quantum system in a general environment is derived using a stochastic approach. This is an alternative derivation to that of Hu, Paz and Zhang, which was based on the direct computation of path…

General Relativity and Quantum Cosmology · Physics 2011-08-04 Esteban Calzetta , Albert Roura , Enric Verdaguer

Stochastic process exhibiting power-law slopes in the frequency domain are frequently well modeled by fractional Brownian motion (fBm). In particular, the spectral slope at high frequencies is associated with the degree of small-scale…

Methodology · Statistics 2017-09-13 J. M. Lilly , A. M. Sykulski , J. J Early , S. C. Olhede

The Brownian motion of a light quantum particle in a heavy classical gas is theoretically described and a new expression for the friction coefficient is obtained for arbitrary temperature. At zero temperature it equals to the de Broglie…

Quantum Physics · Physics 2015-06-09 R. Tsekov

A structure of generator of a quantum dynamical semigroup for the dynamics of a test particle interacting through collisions with the environment is considered, which has been obtained from a microphysical model. The related master-equation…

Quantum Physics · Physics 2007-05-23 Bassano Vacchini

A formalism for quantum many-body systems is proposed through a semiclassical treatment in phase space, allowing us to establish a stochastic thermodynamics incorporating quantum statistics. Specifically, we utilize a stochastic…

Statistical Mechanics · Physics 2024-12-23 Zhaoyu Fei

One century after Einstein's work, Brownian Motion still remains both a fundamental open issue and a continous source of inspiration for many areas of natural sciences. We first present a discussion about stochastic and deterministic…

Chaotic Dynamics · Physics 2009-11-10 Fabio Cecconi , Massimo Cencini , Massimo Falcioni , Angelo Vulpiani

In this article we introduce cylindrical fractional Brownian motions in Banach spaces and develop the related stochastic integration theory. Here a cylindrical fractional Brownian motion is understood in the classical framework of…

Probability · Mathematics 2015-11-19 Elena Issoglio , Markus Riedle

We develop a dynamical framework for quantum measurement based on stochastic but unitary evolution in projective state space. Random Hamiltonians drawn from the Gaussian Unitary Ensemble generate stochastic unitary dynamics of the quantum…

Quantum Physics · Physics 2026-01-27 Alexey A. Kryukov

The generalized grey Brownian motion is a time continuous self-similar with stationary increments stochastic process whose one dimensional distributions are the fundamental solutions of a stretched time fractional differential equation.…

Probability · Mathematics 2021-01-01 José Luís da Silva , Mohamed Erraoui