Related papers: On sojourn of Brownian motion inside moving bounda…
The motivation for this study came from the task of analysing the kinetic behavior of single molecules in a living cell based on Single Molecule Localization Microscopy. Given measurements of both the motion of clusters and molecules, the…
The goal of this paper is to define and study a notion of fractional Brownian motion on a Lie group. We define it as at the solution of a stochastic differential equation driven by a linear fractional Brownian motion. We show that this…
We study the stochastic motion of an intruder in a dilute driven granular gas. All particles are coupled to a thermostat, representing the external energy source, which is the sum of random forces and a viscous drag. The dynamics of the…
We perform detailed computational and experimental measurements of the driven dynamics of a dense, uniform suspension of sedimented microrollers driven by a magnetic field rotating around an axis parallel to the floor. We develop a…
A free non-relativistic particle moving in two dimensions on a half-plane can be described by self-adjoint Hamiltonians characterized by boundary conditions imposed on the systems. The most general boundary condition is parameterized in…
Biased diffusive transport of Brownian particles through irregularly shaped, narrow confining quasi-one-dimensional structures is investigated. The complexity of the higher dimensional diffusive dynamics is reduced by means of the so-called…
Very recent experiments have discovered that localized light in strongly absorbing media displays intriguing diffusive phenomena. Here we develop a first-principles theory of light propagation in open media with arbitrary absorption…
We construct a Brownian motion on complex partial flag manifolds with blocks of equal size as a matrix-valued diffusion from a Brownian motion on the unitary group. This construction leads to an explicit expression for the characteristic…
The Hausdorff dimension of the set of points that are covered infinitely many times by a sequence of randomly distributed balls in the unit cube can be expressed in terms of the sizes of the balls. This note presents a new proof of the…
A local homeomorphism between open subsets of a locally compact Hausdorff space induces dynamical systems with a wide range of applications, including in C*-algebras. In this paper, we introduce the concepts of nonwandering and wandering…
We study a correlated Brownian motion in two dimensions, which is reflected, stopped or killed in a wedge represented as the intersection of two half spaces. First, we provide explicit density formulas, hinted by the method of images. These…
We reveal fundamental analogies between soliton dynamics in light-induced random photonic lattices and Brownian motion of particles. In particular, we discover that the average squared soliton displacement increases linearly with distance…
We analyze \emph{fractional Brownian motion} and \emph{scaled Brownian motion} on the two-dimensional sphere $\mathbb{S}^{2}$. We find that the intrinsic long time correlations that characterize fractional Brownian motion collude with the…
In active Brownian motion, an internal propulsion mechanism interacts with translational and rotational thermal noise and other internal fluctuations to produce directed motion. We derive the distribution of its extreme fluctuations and…
We study the current of particles that move independently in a common static random environment on the one-dimensional integer lattice. A two-level fluctuation picture appears. On the central limit scale the quenched mean of the current…
We study the maximum of a Brownian motion with a parabolic drift; this is a random variable that often occurs as a limit of the maximum of discrete processes whose expectations have a maximum at an interior point. We give series expansions…
We study the twirling semigroups of (super)operators, namely, certain quantum dynamical semigroups that are associated, in a natural way, with the pairs formed by a projective representation of a locally compact group and a convolution…
Our purpose in this paper is to determine the limiting distribution and the evolution rate of particles near the frontier of branching Brownian motions. Here the branching rate is given by a Kato class measure with compact support in…
Starting from the hyperbolic Brownian motion as a time-changed Brownian motion, we explore a set of probabilistic models--related to the SABR model in mathematical finance--which can be obtained by geometry-preserving transformations, and…
In this note, we investigate the density of the exponential functional of the fractional Brownian motion. Based on the techniques of Malliavin's calculus, we provide a log-normal upper bound for the density.