Related papers: The Brownian web is a two-dimensional black noise

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…

This paper is concerned with two related types of directed polymers in a random medium. The first one is a d-dimensional Brownian motion living in a random environment which is Brownian in time and homogeneous in space. The second is a…

Diffusion is the result of repeated random scattering. It governs a wide range of phenomena from Brownian motion, to heat flow through window panes, neutron flux in fuel rods, dispersion of light in human tissue, and electronic conduction.…

Anomalous diffusion is discussed in the context of quantum Brownian motion with colored noise. It is shown that earlier results follow simply and directly from the fluctuation-dissipation theorem. The limits on the long-time dependence of…

Let $D_N$ be the set of points around which a planar Brownian motion winds at least $N$ times. We prove that the random measure on the plane with density $2 \pi N 1_{D_N}$ with respect to the Lebesgue measure converges almost surely weakly,…

We investigate the typical sizes and shapes of sets of points obtained by irregularly tracking two-dimensional Brownian bridges. The tracking process consists of observing the path location at the arrival times of a non-homogeneous Poisson…

Brownian motion has played important roles in many different fields of science since its origin was first explained by Albert Einstein in 1905. Einstein's theory of Brownian motion, however, is only applicable at long time scales. At short…

We study a model for the entanglement of a two-dimensional reflecting Brownian motion in a bounded region divided into two halves by a wall with three or more small windows. We map the Brownian motion into a Markov Chain on the fundamental…

We introduce and study a new random surface which we call the hyperbolic Brownian plane and which is the near-critical scaling limit of the hyperbolic triangulations constructed in arXiv:1401.3297. The law of the hyperbolic Brownian plane…

We consider a moving target and an active pursing agent, modeled as an intelligent active Brownian particle capable of sensing the instantaneous target location and adjust its direction of motion accordingly. An analytical and simulation…

This work is a continuation of our previous investigation of binary data corruption due to a Brownian agent [T. J. Newman and W. Triampo, preprint cond-mat/9811237]. We extend our study in three main directions which allow us to make closer…

For optimizing a non-convex function in finite dimension, a method is to add Brownian noise to a gradient descent, allowing for transitions between basins of attractions of different minimizers. To adapt this for optimization over a space…

Using a time-averaging technique we obtain exactly the probability distribution for position and velocity of a Brownian particle under the influence of two heat baths at different temperatures. These baths are expressed by a white noise…

We consider a variant of the radial spanning tree introduced by Baccelli and Bordenave. Like the original model, our model is a tree rooted at the origin, built on the realization of a planar Poisson point process. Unlike it, the paths of…

The motion of particles in random potentials occurs in several natural phenomena ranging from the mobility of organelles within a biological cell to the diffusion of stars within a galaxy. A Brownian particle moving in the random optical…

A noise reinforced Brownian motion is a centered Gaussian process $\hat B=(\hat B(t))_{t\geq 0}$ with covariance $E(\hat B(t)\hat B(s))=(1-2p)^{-1}t^ps^{1-p} \quad \text{for} \quad 0\leq s \leq t,$ where $p\in(0,1/2)$ is a reinforcement…

This work proposes a method for the two-dimensional simulation of Brownian particles in a fluid with restrictions. The method is based on simple numerical rules between two matrices. One of the matrix represent the identification of all…

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…

We construct a model of baryon diffusion which has the desired properties of causality and analyticity. The model also has the desired property of colored noise, meaning that the noise correlation function is not a Dirac delta function in…

When a physical system evolves in a thermal bath at a constant temperature, it arrives eventually to an equilibrium state whose properties are independent of the kinetic parameters and of the precise evolution scenario. This is generically…