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The free multiplicative Brownian motion $b_{t}$ is the large-$N$ limit of Brownian motion $B_t^N$ on the general linear group $\mathrm{GL}(N;\mathbb{C})$. We prove that the Brown measure for $b_{t}$---which is an analog of the empirical…

Functional Analysis · Mathematics 2020-12-09 Brian Hall , Todd Kemp

A class of Gaussian processes generalizing the usual fractional Brownian motion for Hurst indices in (1/2,1) and multifractal Brownian motion introduced in Ralchenko and Shevchenko (Theory Probab Math Stat 80, 2010) and Boufoussi et al.…

Probability · Mathematics 2013-07-08 Jelena Ryvkina

We characterize the set of generalized quantum measurements that can be decomposed into a continuous measurement process using a stream of probe qubits and a tunable interaction Hamilto- nian. Each probe in the stream interacts weakly with…

Quantum Physics · Physics 2015-12-16 Jan Florjanczyk , Todd A. Brun

In this paper we study the quantum brownian motion of a scalar point particle in the analog Friedman-Robertson-Walker spacetime in the presence of a disclination, in a condensed matter system. The analog spacetime is obtained as an…

General Relativity and Quantum Cosmology · Physics 2022-07-13 E. J. B. Ferreira , E. R. Bezerra de Mello , H. F. Santana Mota

Motivated by questions about the open-system dynamics of topological quantum matter, we investigated the quantum Brownian motion of an electron in a homogeneous magnetic field. When the Fermi length $l_F=\hbar/(v_Fm_{\text{eff}})$ becomes…

Mesoscale and Nanoscale Physics · Physics 2016-06-21 Emilio Cobanera , Peter Kristel , Cristiane Morais Smith

Quantum walks, the quantum mechanical counterpart of classical random walks, is an advanced tool for building quantum algorithms that has been recently shown to constitute a universal model of quantum computation. Quantum walks is now a…

Quantum Physics · Physics 2012-10-01 Salvador E. Venegas-Andraca

This paper is concerned with Random walk approximations of the Brownian motion on the Affine group Aff(R). We are in particular interested in the case where the innovations are discrete. In this framework, the return probability of the walk…

Probability · Mathematics 2017-09-20 V Konakov , S Menozzi , Stanislav Molchanov

Nonintersecting motion of Brownian particles in one dimension is studied. The system is constructed as the diffusion scaling limit of Fisher's vicious random walk. N particles start from the origin at time t=0 and then undergo mutually…

Statistical Mechanics · Physics 2009-11-07 Taro Nagao , Makoto Katori , Hideki Tanemura

Birth of objective properties from subjective quantum world has been one of the key questions in the quantum-to-classical transition. Basing on recent results in the field, we study it in a quantum mechanical model of a boson-boson…

Quantum Physics · Physics 2015-02-25 J. Tuziemski , J. K. Korbicz

We establish an invariance principle connecting boundary random walks on $\mathbb N$ with Feller's Brownian motions on $[0,\infty)$. A Feller's Brownian motion is a Feller process on $[0,\infty)$ whose excursions away from the boundary $0$…

Probability · Mathematics 2026-01-22 Liping Li , Zhangjie Wang

Using a minimal-coupling-scheme we investigate the quantum Brownian motion of a particle in an anisotropic-dissipative-medium under the influence of an arbitrary potential in both relativistic and non-relativistic regimes. A general quantum…

Quantum Physics · Physics 2015-06-17 Ehsan Amooghorban , Fardin Kheirandish

A discrete-time Quantum Walk (QW) is essentially an operator driving the evolution of a single particle on the lattice, through local unitaries. Some QWs admit a continuum limit, leading to familiar PDEs (e.g. the Dirac equation). Recently…

Quantum Physics · Physics 2016-09-21 Pablo Arrighi , Stefano Facchini

We investigate the equilibrium properties of a quantum Brownian particle moving in a periodic potential, specifically addressing the nature of the dissipation-driven Schmid transition in the Ohmic regime. By employing World-Line Monte Carlo…

We prove limit theorems for the weighted quadratic variation of trifractional Brownian motion and $n$-th order fractional Brownian motion. Furthermore, a sufficient condition for the $L^P$-convergence of the weighted quadratic variation for…

Probability · Mathematics 2021-05-07 Xiyue Han

We compute the Brown measure of $x_{0}+i\sigma_{t}$, where $\sigma_{t}$ is a free semicircular Brownian motion and $x_{0}$ is a freely independent self-adjoint element that is not a multiple of the identity. The Brown measure is supported…

Probability · Mathematics 2022-05-02 Brian C. Hall , Ching-Wei Ho

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…

Other Condensed Matter · Physics 2009-09-29 Sumiyoshi Abe , A. K. Rajagopal

We study $n$ non-intersecting Brownian motions, corresponding to the eigenvalues of an $n\times n$ Hermitian Brownian motion. At the boundary of their limit shape we find that only three universal processes can arise: the Pearcey process…

Probability · Mathematics 2022-12-08 Thorsten Neuschel , Martin Venker

In this work we introduce correlated random walks on $\Z$. When picking suitably at random the coefficient of correlation, and taking the average over a large number of walks, we obtain a discrete Gaussian process, whose scaling limit is…

Probability · Mathematics 2007-05-23 Enriquez Nathanael

Persistent random walks are intermediate transport processes between a uniform rectilinear motion and a Brownian motion. They are formed by successive steps of random finite lengths and directions travelled at a fixed speed. The isotropic…

Statistical Mechanics · Physics 2020-02-24 Vincent Rossetto

We revisit the description provided by Ph. Biane of the spectral measure of the free unitary Brownian motion. We actually construct for any $t \in (0,4)$ a Jordan curve $\gamma_t$ around the origin, not intersecting the semi-axis…

Operator Algebras · Mathematics 2011-03-25 Nizar Demni , Taoufik Hmidi