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The approach to the theory of a relativistic random process is considered by the path integral method as Brownian motion taking into account the boundedness of speed. An attempt was made to build a relativistic analogue of the Wiener…
We analyze the equations governing the evolution of distributions of the work and the heat exchanged with the environment by a manipulated stochastic system, by means of a compact and general derivation. We obtain explicit solutions for…
A Wigner-Klein-Kramers equation is proposed, which merges relativistic, quantum and thermo dynamics. The relativistic effect on quantum Brownian motion is studied via the Breit-Fermi Hamiltonian applied into a dissipative Madelung…
Brownian motion is a ubiquitous physical phenomenon across the sciences. After its discovery by Brown and intensive study since the first half of the 20th century, many different aspects of Brownian motion and stochastic processes in…
Eigenproblems frequently arise in theory and applications of stochastic processes, but only a few have explicit solutions. Those which do, are usually solved by reduction to the generalized Sturm--Liouville theory for differential…
We derive quantum Boltzmann equations for preheating by means of the density matrix formalism, which account for both the non-adiabatic particle production and the leading collisional processes between the produced particles. In so doing,…
Two families of stochastic interacting particle systems, the interacting Brownian motions and Bessel processes, are defined as extensions of Dyson's Brownian motion models and the eigenvalue processes of the Wishart and Laguerre processes…
The generalization of fractional Brownian motion in infinite-dimensional white and grey noise spaces has been recently carried over, following the Mandelbrot-Van Ness representation, through Riemann-Liouville type fractional operators. Our…
We consider a quantum particle coupled (with strength $\la$) to a spatial array of independent non-interacting reservoirs in thermal states (heat baths). Under the assumption that the reservoir correlations decay exponentially in time, we…
We develop a microscopic theory for the dynamics of quantum fluids of light, deriving an effective kinetic equation in momentum space that takes the form of the convection-diffusion equation. In the particular case of two-dimensional…
We compute the entropy production engendered in the environment from a single Brownian particle which moves in a mean flow, and show that it corresponds in expectation to classical near-equilibrium entropy production in the surrounding…
A fully quantum treatment of Einstein's Brownian motion is given, showing in particular the role played by the two original requirements of translational invariance and connection between dynamics of the Brownian particle and atomic nature…
A novel refinement of the conventional treatment of Kadanoff--Baym equations is suggested. Besides the Boltzmann equation another differential equation is used for calculating the evolution of the non-equilibrium two-point function.…
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…
A Euclidean formulation of relativistic quantum mechanics is discussed. Representations of the Hilbert space inner product and Poincar\'e generators are all expressed in terms of Euclidean space-time variables. The formulation does not…
We develop a general framework for response theory in diffusion processes governed by Fokker-Planck equations, based on the notion of the Dissipation Function. Using the analytically solvable Brownian oscillator model, we derive exact…
Based on the generalized Langevin equation for the momentum of a Brownian particle a generalized asymptotic Einstein relation is derived. It agrees with the well-known Einstein relation in the case of normal diffusion but continues to hold…
The governing equations of Brownian rigid bodies that both translate and rotate are of interest in fields such as self-assembly of proteins, anisotropic colloids, dielectric theory, and liquid crystals. In this paper, the partial…
We investigate the distributional properties of two generalized Ornstein-Uhlenbeck (OU) processes whose stationary distributions are the gamma law and the bilateral gamma law, respectively. The said distributions turn out to be related to…
In order to approximate the exit time of a one-dimensional diffusion process, we propose an algorithm based on a random walk. Such an algorithm so-called Walk on Moving Spheres was already introduced in the Brownian context. The aim is…