Related papers: Brownian motion and thermal capacity

By the concurrent use of two different resummation methods, the composite operator formalism and the Dyson-Schwinger equation, we re-examinate the behavior at finite temperature of the O(N)-symmetric $\lambda\phi^{4}$ model in a generic…

Let \{B_t^H,t\geq0\} be a d-dimensional fractional Brownian motion. We prove that the approximation of the first-order derivative of self-intersection local time, defined as…

We introduce a transform on the class of stochastic exponentials for d-dimensional Brownian motions. Each stochastic exponential generates another stochastic exponential under the transform. The new exponential process is often merely a…

Brownian motion of a heavy charged particle at zero and small (but finite) temperature is studied in presence of finite density. We are primarily interested in the dynamics at (near) zero temperature which is holographically described by…

For a real analytic periodic function $\phi:\mathbb{R}\to\mathbb{R}^d$, an integer $b \ge 2$ and $\lambda\in(1/b,1)$, we prove that the box dimension and the Hausdorff dimension of the graph of the Weierstrass function…

For $f: [0,1]\to \mathbb R$, we consider $L^f_t$, the local time of space-time Brownian motion on the curve $f$. Let ${\cal S}_\alpha$ be the class of all functions whose H\"older norm of order $\alpha$ is less than or equal to 1. We show…

We characterize the high-temperature thermodynamics of rotating bosons and fermions in two- (2D) and three-dimensional (3D) isotropic harmonic trapping potentials. We begin by calculating analytically the conventional virial coefficients…

Uniform large deviation principles for positive functionals of all equivalent types of infinite dimensional Brownian motions acting together with a Poisson random measure are established. The core of our approach is a variational…

A uniform dimensional result for normally reflected Brownian motion (RBM) in a large class of non-smooth domains is established. Exact Hausdorff dimensions for the boundary occupation time and the boundary trace of RBM are given. Extensions…

We study the motion of a particle in a periodic potential with Ohmic dissipation. In $D=1$ dimension it is well known that there are two phases depending on the dissipation: a localized phase with zero temperature mobility $\mu=0$ and a…

We prove a non-central limit theorem for the symmetric weighted odd-power variations of the fractional Brownian motion with Hurst parameter H< 1/2. As applications, we study the asymptotic behavior of the trapezoidal weighted odd-power…

The random motion of a Brownian particle confined in some finite domain is considered. Quite generally, the relevant statistical properties involve infinite series, whose coefficients are related to the eigenvalues of the diffusion…

We derive the moments of the first passage time for Brownian motion conditioned by either the maximum value or the area swept out by the motion. These quantities are the natural counterparts to the moments of the maximum value and area of…

We derive a simple integral representation for the distribution of the maximum of Brownian motion minus a parabola, which can be used for computing the density and moments of the distribution, both for one-sided and two-sided Brownian…

Bose-Einstein condensation (BEC) of an ideal gas is investigated, beyond the thermodynamic limit, for a finite number $N$ of particles trapped in a generic three-dimensional power-law potential. We derive an analytical expression for the…

Efficiency of a Brownian particle moving along the axis of a three-dimensional asymmetric periodic channel is investigated in the presence of a symmetric unbiased force and a load. Reduction of the spatial dimensionality from two or three…

The diffusion coefficient--a measure of dissipation, and the entropy--a measure of fluctuation are found to be intimately correlated in many physical systems. Unlike the fluctuation dissipation theorem in linear response theory, the…

We consider a substance with equation of state $P=wE$ at constant $w$ and find that it is an ideal gas of quasi-particles with the energy spectrum $\epsilon_p\sim p^{wq}$ that can constitute either regular matter (when $w>0$) or exotic…

For $d \geq 2$ let $B$ be standard $d$-dimensional Brownian motion. For any $\alpha < 1/d$ we construct an $\alpha$-H\"{o}lder continuous function $f \colon [0,1] \to \mathbb{R}^d$ so that the range of $B-f$ covers an open set. This…

If $L^x$ is the total occupation local time of $d$-dimensional super-Brownian motion, $X$, for $d=2$ and $d=3$, we construct a random measure $\mathcal{L}$, called the boundary local time measure, as a rescaling of $L^x e^{-\lambda L^x} dx$…