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We show that almost any one-dimensional projection of a suitably scaled random walk on a hypercube, inscribed in a hypersphere, converges weakly to an Ornstein-Uhlenbeck process as the dimension of the sphere tends to infinity. We also…

Probability · Mathematics 2009-08-26 Max Skipper

We present a unified approach to a couple of central limit theorems for radial random walks on hyperbolic spaces and time-homogeneous Markov chains on the positive half line whose transition probabilities are defined in terms of the Jacobi…

Probability · Mathematics 2012-01-18 Michael Voit

We prove a limit theorem for an integral functional of a Markov process. The Markovian dynamics is characterized by a linear Boltzmann equation modeling a one-dimensional test particle of mass $\lambda^{-1}\gg 1$ in an external periodic…

Mathematical Physics · Physics 2013-07-22 Jeremy Clark

The properties of an electron in a typical solid are modified by the interaction with the crystal ions, leading to the formation of a quasiparticle: the polaron. Such polarons are often described using the Fr\"ohlich Hamiltonian, which…

Superconductivity · Physics 2021-05-12 Matthew Houtput , Jacques Tempere

We establish a new class of functional central limit theorems for partial sum of certain symmetric stationary infinitely divisible processes with regularly varying L\'{e}vy measures. The limit process is a new class of symmetric stable…

Probability · Mathematics 2015-01-16 Takashi Owada , Gennady Samorodnitsky

We study Brownian paths perturbed by semibounded pair potentials and prove upper bounds on the mean square displacement. As a technical tool we derive infinite dimensional versions of key inequalities that were first used in [Sellke;…

Probability · Mathematics 2023-12-06 Volker Betz , Tobias Schmidt , Mark Sellke

We rigorously derive non-equilibrium space-time fluctuation for the particle density of a system of reflected diffusions in bounded Lipschitz domains in $\mathbb R^d$. The particles are independent and are killed by a time-dependent…

Probability · Mathematics 2021-01-12 Zhen-Qing Chen , Wai-Tong Louis Fan

We review our investigations on Gibbs measures relative to Brownian motion, in particular the existence of such measures and their path properties, uniqueness, resp. non-uniqueness. For the case when the energy only depends on increments,…

Mathematical Physics · Physics 2007-05-23 Volker Betz , Jozsef Lorinczi , Herbert Spohn

In earlier work we showed that the particle displacement for the multidimensional periodic Lorentz gas, in the limit of low scatterer density (Boltzmann-Grad limit), satisfies a central limit theorem with superdiffusive scaling. The present…

Mathematical Physics · Physics 2015-11-17 Jens Marklof , Balint Toth

We consider the quantum mechanics of a charged particle in the presence of Dirac's magnetic monopole. Wave functions are sections of a complex line bundle and the magnetic potential is a connection on the bundle. We use a continuum…

Mathematical Physics · Physics 2021-02-16 J. Dimock

We consider the diffusion scaling limit of the vicious walker model that is a system of nonintersecting random walks. We prove a functional central limit theorem for the model and derive two types of nonintersecting Brownian motions, in…

Probability · Mathematics 2007-05-23 Makoto Katori , Hideki Tanemura

We establish bounds for the covariance of a large class of functions of infinite variance stable random variables, including unbounded functions such as the power function and the logarithm. These bounds involve measures of dependence…

Statistics Theory · Mathematics 2011-11-10 Vladas Pipiras , Murad S. Taqqu , Patrice Abry

The combination of functional limit theorems with the pathwise analysis of deterministic and stochastic differential equations has proven to be a powerful approach to the analysis of fast-slow systems. In a multivariate setting, this…

Probability · Mathematics 2024-09-05 Maximilian Engel , Peter K. Friz , Tal Orenshtein

The method for calculating the ground-state energy and the optical conductivity spectra is developed for a system of a finite number of interacting arbitrary-coupling polarons in a spherical quantum dot with a parabolic confinement…

Strongly Correlated Electrons · Physics 2009-11-10 S. N. Klimin , V. M. Fomin , F. Brosens , J. T. Devreese

We study coherent transport through a double quantum dot. Its two electronic leads induce electronic matter and energy transport and a phonon reservoir contributes further energy exchanges. By treating the system-lead couplings…

Statistical Mechanics · Physics 2015-04-07 Thilo Krause , Tobias Brandes , Massimiliano Esposito , Gernot Schaller

We study a class of polaron-type Hamiltonians with sufficiently regular form factor in the interaction term. We investigate the strong-coupling limit of the model, and prove suitable bounds on the ground state energy as a function of the…

Mathematical Physics · Physics 2021-12-07 Krzysztof Myśliwy , Robert Seiringer

We describe generalized Brownian motion related to parabolic equation systems from a logical point of view, i.e., as a generalization of Anderson's random walk. The connection to classical spaces is based on the Loeb measure. It seems that…

Probability · Mathematics 2012-01-09 Joerg Kampen

We investigate the Fr\"ohlich polaron model on a three-dimensional torus, and give a proof of the second-order quantum corrections to its ground-state energy in the strong-coupling limit. Compared to previous work in the confined case, the…

Mathematical Physics · Physics 2022-07-25 Dario Feliciangeli , Robert Seiringer

We report on a theoretical investigation concerning the polaronic effect on the transport properties of a charge carrier in the one-dimensional molecular chain. Our technique is based on the Feynman's path integral approach. Analytical…

Mesoscale and Nanoscale Physics · Physics 2015-12-10 Sikarin Yoo-Kong , Watchara Liewrian

We investigate the stochastic motion of a Brownian particle in the harmonic potential with a time-dependent force constant. It may describe the motion of a colloidal particle in an optical trap where the potential well is formed by a…

Statistical Mechanics · Physics 2014-04-11 Chulan Kwon , Jae Dong Noh , Hyunggyu Park