Related papers: Fourth Moment Theorem and q-Brownian Chaos
A quantum-mechanical version of Einstein's 1905 theory of Brownian motion is presented. Starting from the Hamiltonian dynamics of an isolated composite of objective and environmental systems, subdynamics for the objective system is derived…
Let \beta_k(n) be the number of self-intersections of order k, appropriately renormalized, for a mean zero random walk X_n in Z^2 with 2+\delta moments. On a suitable probability space we can construct X_n and a planar Brownian motion W_t…
Motivated by L\'{e}vy's characterization of Brownian motion on the line, we propose an analogue of Brownian motion that has as its state space an arbitrary closed subset of the line that is unbounded above and below: such a process will be…
We derive the asymptotic behavior of weighted quadratic variations of fractional Brownian motion $B$ with Hurst index $H=1/4$. This completes the only missing case in a very recent work by I. Nourdin, D. Nualart and C. A. Tudor. Moreover,…
Experimental verification of the theoretical predictions made by Albert Einstein in his paper, published in 1905, on the molecular mechanisms of Brownian motion established the existence of atoms. In the last 100 years discoveries of many…
The conventional interpretation of quantum mechanics, though it permits a correspondence to classical physics, leaves the exact mechanism of transition unclear. Though this was only of philosophical importance throughout the twentieth…
We obtain the convergence in law of a sequence of excited (also called cookies) random walks toward an excited Brownian motion. This last process is a continuous semi-martingale whose drift is a function, say $\phi$, of its local time. It…
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,…
Inspired by the insightful article arXiv:1210.7587, we revisit the Nualart-Peccati-criterion arXiv:math/0503598 (now known as the Fourth Moment Theorem) from the point of view of spectral theory of general Markov diffusion generators. We…
The classical Ray-Knight theorems for Brownian motion determine the law of its local time process either at the first hitting time of a given value a by the local time at the origin, or at the first hitting time of a given position b by…
Quantization of Free Fields: The non-interacting field belonging to a new {\bf SO(1,3)\/} gauge field theory equivalent to General Relativity is canonically quantized in the Lorentz gauge and the physical Fock space for free gauge particles…
Recently, a $4$-index generalization of the Einstein theory is proposed by Moulin (Eur. Phys. J. C 77, 878 (2017)). Using this method, we find the most general $2$-index field equations derivable from the Einstein-Hilbert action. The…
Bifractional Brownian motion (bfBm) is a centered Gaussian process with covariance \[ R^{(H,K)}(s,t)= 2^{-K} \left( \left(|s|^{2H}+|t|^{2H} \right)^{K}-|t-s|^{2HK}\right), \qquad s,t\in R. \] We study the existence of bfBm for a given pair…
We study the IR/UV connection of the four-dimensional non-commutative phi^4 theory by using the Wilsonian Renormalization Group equation. Extending the usual formulation to the non-commutative case we are able to prove UV renormalizability…
Structures of quantum Fokker-Planck equations are characterized with respect to the properties of complete positivity, covariance under symmetry transformations and satisfaction of equipartition, referring to recent mathematical work on…
We consider a continuous-time random walk in the quarter plane for which the transition intensities are constant on each of the four faces $(0,\infty)^2$, $F_1=\{0\}\times(0,\infty)$, $F_2=(0,\infty)\times\{0\}$ and $\{(0,0)\}$. We show…
A panoramic overview is given, of a theorem [1] establishing physical and uniform bounds on the Fourier-transformed Schwinger functions of a massless phi^4 theory in four Euclidean dimensions, at any loop order in perturbation theory.
A short review of the classical theory of Brownian motion is presented. A new method is proposed for derivation of the Fokker-Planck equations, describing the probability density evolution, from stochastic differential equations. It is also…
We begin by exploring the intuition of Brownian motion by explaining its birth through the observations of Robert Brown and later through Bachelier's work on its applications to the financial market and finally its rigorous and concretized…
We consider an $N$-particle system of noncolliding Brownian motion starting from $x_1 \leq x_2 \leq ... \leq x_N$ with drift coefficients $\nu_j, 1 \leq j \leq N$ satisfying $\nu_1 \leq \nu_2 \leq ... \leq \nu_N$. When all of the initial…