Related papers: Kolmogorov complexity and the geometry of Brownian…
Brownian motion and scaled and interpolated simple random walk can be jointly embedded in a probability space in such a way that almost surely the $n$-step walk is within a uniform distance $O(n^{-1/2}\log n)$ of the Brownian path for all…
Brownian motion is a building block in modern probability theory. In this paper, we describe a formalization of Brownian motion using the Lean theorem prover. We build on the existing measure-theoretic foundations in Lean's mathematical…
We lay the theoretical and mathematical foundations of the square root of Browniam motion and we prove the existence of such a process. In doing so, we consider Brownian motion on quantized noncommutative Riemannian manifolds and show how a…
We use recent results on the Fourier analysis of the zero sets of Brownian motion to explore the diophantine properties of an algorithmically random Brownian motion (also known as a complex oscillation). We discuss the construction and…
This case study proposes robustness quantifications of many classical sample path properties of Brownian motion in terms of the (mean) deviation frequencies along typical a.s.~approximations. This includes L\'evy's construction of Brownian…
Brownian motion of a particle with an arbitrary shape is investigated theoretically. Analytical expressions for the time-dependent cross-correlations of the Brownian translational and rotational displacements are derived from the…
By considering a counting-type argument on Brownian sample paths, we prove a result similar to that of Orey and Taylor on the exact Hausdorff dimension of the rapid points of Brownian motion. Because of the nature of the proof we can then…
Time correlated fluctuations interacting with a spatial asymmetry potential are sufficient conditions to give rise to transport of Brownian particles. The transfer of information coming from the nonequilibrium bath, viewed as a source of…
Brownian motion near soft surfaces is a situation widely encountered in nanoscale and biological physics. However, a complete theoretical description is lacking to date. Here, we theoretically investigate the dynamics of a two-dimensional…
A novel topological and computational method for 'motion' is described. Motion is constrained by inequalities in terms of Kolmogorov Complexity. Causality is obtained as the output of a high-pass filter, passing through only high values of…
The quantum gravity has great difficulties with application of the probability notion. In given article this problem is analyzed according to algorithmic viewpoint. According to A.N. Kolmogorov, the probability notion can be connected with…
The stochastic rotational invariance of an integration by parts formula inspired by the Bismut approach to Malliavin calculus is proved in the framework of the Lie symmetry theory of stochastic differential equations. The non-trivial effect…
Geometrical optics provides an instructive insight into Brownian motion, ``pushed" into a large-deviations regime by imposed constraints. Here we extend geometrical optics of Brownian motion by accounting for diffusion inhomogeneity in…
We revise the Levy's construction of Brownian motion as a simple though still rigorous approach to operate with various Gaussian processes. A Brownian path is explicitly constructed as a linear combination of wavelet-based "geometrical…
This paper presents a unified geometric framework for Brownian motion on manifolds, encompassing intrinsic Riemannian manifolds, embedded submanifolds, and Lie groups. The approach constructs the stochastic differential equation by…
Cubical complexes are metric spaces constructed by gluing together unit cubes in an analogous way to the construction of simplicial complexes. We construct Brownian motion on such spaces, define random walks, and prove that the transition…
We describe a probabilistic model involving iterated Brownian motion for constructing a random chainable continuum. We show that this random continuum is indecomposable.
We construct a family of processes, from a single Poisson process, that converges in law to a complex Brownian motion. Moreover, we find realizations of these processes that converge almost surely to the complex Brownian motion, uniformly…
We unify Brownian motion and quantum mechanics in a single mathematical framework. In particular, we show that non-relativistic quantum mechanics of a single spinless particle on a flat space can be described by a Wiener process that is…
Quantum gravity has long remained elusive from an observational standpoint. Developing effective cosmological models motivated by the fundamental aspects of quantum gravity is crucial for bridging theory with observations. One key aspect is…