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The three arcsine laws for Brownian motion are a cornerstone of extreme-value statistics. For a Brownian $B_t$ starting from the origin, and evolving during time $T$, one considers the following three observables: (i) the duration $t_+$ the…

Statistical Mechanics · Physics 2018-01-31 Tridib Sadhu , Mathieu Delorme , Kay Jörg Wiese

We study an inertial Brownian particle moving in a symmetric periodic substrate, driven by a zero-mean biharmonic force and correlated thermal noise. The Brownian motion is described in terms of a Generalized Langevin Equation with an…

Statistical Mechanics · Physics 2010-10-19 Lukasz Machura , Jerzy Luczka

We study the Brownian motion of a single particle coupled to an external ac field in a two-dimensional random potential. We find that for small fields a large-scale vorticity pattern of the steady-state net currents emerges, a consequence…

Statistical Mechanics · Physics 2007-05-23 Maxim A. Makeev , Imre Derényi , Albert-László Barabási

We derive a model based on the structure of dependence between a Brownian motion and its reflection according to a barrier. The structure of dependence presents two states of correlation: one of comonotonicity with a positive correlation…

Probability · Mathematics 2021-01-11 Thomas Deschatre

We discuss a novel approach for directional, light dark matter searches inspired by the high precision position measurements achieved in gravitational wave detectors. If dark matter interacts with ordinary matter, movable masses are subject…

High Energy Physics - Phenomenology · Physics 2020-06-12 Ting Cheng , Reinard Primulando , Martin Spinrath

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…

Statistical Mechanics · Physics 2020-01-29 Ralf Metzler

We observe that the probability distribution of the Brownian motion with drift $-c \frac x {1-t}$ where $c\not =1$ is singular with respect to that of the classical Brownian bridge measure on $[0,1]$, while their Cameron-Martin spaces are…

Probability · Mathematics 2018-03-29 Xue-Mei Li

The force acting on a test particle moving around a body that is gravitating and emitting electromagnetic radiation at the same time is computed up to the second order in $1/c$, and the shift of perihelion is found. The total shift is…

Astrophysics · Physics 2007-05-23 V. Balek , J. Klacka

We study the influence of the lattice topography and the coupling between motion in different directions, for a three-dimensional Brownian motor based on cold atoms in a double optical lattice. Due to controllable relative spatial phases…

Atomic Physics · Physics 2008-01-23 H. Hagman , C. M. Dion , P. Sjolund , S. J. H. Petra , A. Kastberg

Active particles which are self-propelled by converting energy into mechanical motion represent an expanding research realm in physics and chemistry. For micron-sized particles moving in a liquid ("microswimmers"), most of the basic…

Soft Condensed Matter · Physics 2020-02-19 Hartmut Löwen

We study the trajectorywise blowup behavior of a semilinear partial differential equation that is driven by a mixture of multiplicative Brownian and fractional Brownian motion, modeling different types of random perturbations. The linear…

Probability · Mathematics 2023-01-06 Marco Dozzi , Ekaterina T. Kolkovska , José A. López-Mimbela , Rim Touibi

The distribution of the first-passage time (FPT)$T_a$ for a Brownian particle with drift $\mu$ subject to hitting an absorber at a level $a>0$ is well-known and given by its density $\gamma(t) = \frac{a}{\sqrt{2 \pi t^3} } e^{-\frac{(a-\mu…

Statistical Mechanics · Physics 2024-09-04 Alain Mazzolo

We analyze the Brownian Motion limit of a prototypical unit step reinforced random-walk on the half line. A reinforced random walk is one which changes the weight of any edge (or vertex) visited to increase the frequency of return visits.…

Probability · Mathematics 2013-10-02 Jerome K. Percus , Ora E. Percus

Active Brownian particles, even without attractive and anisotropic inter-particle interactions, can form a high-density phase featuring structure-ordered domains as well as collective motion regions under thermal noise. However, the…

Soft Condensed Matter · Physics 2026-01-14 Cheng Yang , Qiandong Dai , Shun Xu , Xin Zhou

We explore the impact of loop effects on positivity in effective field theories emerging in the infrared from unitary and causal microscopic dynamics. Focusing on massless particles coupled to gravity, we address the treatment of…

High Energy Physics - Theory · Physics 2025-06-24 Carl Beadle , Giulia Isabella , Davide Perrone , Sara Ricossa , Francesco Riva , Francesco Serra

In this paper we prove the existence of strong solutions to a SDE with a generalized drift driven by a multidimensional fractional Brownian motion for small Hurst parameters H<1/2. Here the generalized drift is given as the local time of…

Probability · Mathematics 2018-04-11 David R. Baños , Salvador Ortiz-Latorre , Andrey Pilipenko , Frank Proske

Consider the $\lambda$-Green function and the $\lambda$-Poisson kernel of a Lipschitz domain $U\subset \mathbb H^n=\left\{x\in\mathbb R^n:x_n>0\right\}$ for hyperbolic Brownian motion with drift. We provide several relationships that…

Probability · Mathematics 2019-07-12 Grzegorz Serafin

A new extension of the sub-fractional Brownian motion, and thus of the Brownian motion, is introduced. It is a linear combination of a finite number of sub-fractional Brownian motions, that we have chosen to call the mixed sub-fractional…

Probability · Mathematics 2013-12-13 Mounir Zili

We introduce and construct on/off super-Brownian motion (on/off SBM) as a measure-valued scaling limit of critical on/off branching Brownian motions. The distinguishing feature of this process is that its infinitesimal particles can switch…

Probability · Mathematics 2023-07-21 Jochen Blath , Dave Jacobi

We consider an optimal control problem, where a Brownian motion with drift is sequentially observed, and the sign of the drift coefficient changes at jump times of a symmetric two-state Markov process. The Markov process itself is not…

Probability · Mathematics 2019-08-06 Alexey Muravlev , Mikhail Urusov , Mikhail Zhitlukhin