Related papers: Brownian motion and thermal capacity
In active Brownian motion, an internal propulsion mechanism interacts with translational and rotational thermal noise and other internal fluctuations to produce directed motion. We derive the distribution of its extreme fluctuations and…
Owing to the Chapman-Kolmogorov equation for Markovian dynamics,any equilibrium trajectory of a Brownian particle in a solvent fluid can be viewed as the superposition of an uncountable number of non-equilibrium states. This property…
We study the local-in-time regularity of the Brownian motion with respect to localized variants of modulation spaces M^{p, q}_s and Wiener amalgam spaces W^{p, q}_s. We show that the periodic Brownian motion belongs locally in time to M^{p,…
The aim of this paper is to present the new results concerning some functionals of Brownian motion with drift and present their applications in financial mathematics. We find a probabilistic representation of the Laplace transform of…
We analyze the translational and rotational motion of an ellipsoidal Brownian particle from the viewpoint of stochastic thermodynamics. The particle's Brownian motion is driven by external forces and torques and takes place in an…
We study Brownian motion on Hermitian symmetric spaces of non-compact type in their bounded-domain realization. Using Jordan triple systems, we identify the spectral values after an appropriate change of variables as a Heckman-Opdam…
We prove uniform Hausdorff and packing dimension results for the inverse images of a large class of real-valued symmetric L\'evy processes. Our main result for the Hausdorff dimension extends that of Kaufman (1985) for Brownian motion and…
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…
The trace of the heat kernel in a (D+1)-dimensional Euclidean spacetime (integer D > 1) is used to derive the free energy in finite temperature field theory. The spacetime presents a D-dimensional compact space (domain) with a…
Based upon the Smoluchowski equation on curved manifolds three physical observables are considered for the Brownian displacement, namely, geodesic displacement, $s$, Euclidean displacement, $\delta{\bf R}$, and projected displacement…
We study the random walk representation of the two-point function in statistical mechanics models near the critical point. Using standard scaling arguments we show that the critical exponent $\nu$ describing the vanishing of the physical…
We study the spectrum of the kinetic Brownian motion in the space of $d\times d$ Hermitian matrices, $d\geq2$. We show that the eigenvalues stay distinct for all times, and that the process $\Lambda$ of eigenvalues is a kinetic diffusion…
We consider the dynamics of a four-form field $\tilde {w} $, treating it as a distinct physical degree of freedom, independent of the metric. The equations of motion are derived from an action which, besides having the standard…
A superprocess with coalescing spatial motion is constructed in terms of one-dimensional excursions. Based on this construction, it is proved that the superprocess is purely atomic and arises as scaling limit of a special form of the…
We present the exact solution of the one-dimensional extended Hubbard model in the atomic limit within the Green's function and equation of motion formalism. We provide a comprehensive and systematic analysis of the model by considering all…
We study the maximum of a Brownian motion with a parabolic drift; this is a random variable that often occurs as a limit of the maximum of discrete processes whose expectations have a maximum at an interior point. We give series expansions…
Many-particle systems pose commonly known computational challenges in quantum theory. The obstacles arise from the difficulty in finding sets of eigenvalues and eigenvectors of the underlying Hamiltonian while enforcing fermion or boson…
This paper presents a novel formula for the transition density of the Brownian motion on a sphere of any dimension and discusses an algorithm for the simulation of the increments of the spherical Brownian motion based on this formula. The…
An interesting feature of the Davies-Unruh effect is that an uniformly accelerated observer sees an isotropic thermal spectrum of particles even though there is a preferred direction in this context, determined by the direction of the…
As a main example for the superstatistics approach, we study a Brownian particle moving in a d-dimensional inhomogeneous environment with macroscopic temperature fluctuations. We discuss the average occupation time of the particle in…