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This thesis is dedicated to the study of stochastic processes; non-deterministic physical phenomena that can be well described by classical physics. The stochastic processes we are interested in are akin to Brownian Motion and can be…

Cosmology and Nongalactic Astrophysics · Physics 2023-06-06 Ashley Wilkins

We study the Brownian motion on the non-compact Grassmann manifold $\frac{\mathbf{U}(n-k,k)} {\mathbf{U}(n-k)\mathbf{U}(k)}$ and some of its functionals. The key point is to realize this Brownian motion as a matrix diffusion process, use…

Probability · Mathematics 2021-07-09 Fabrice Baudoin , Nizar Demni , Jing Wang

The stochastic trajectories of molecules in living cells, as well as the dynamics in many other complex systems, often exhibit memory in their path over long periods of time. In addition, these systems can show dynamic heterogeneities due…

Statistical Mechanics · Physics 2024-07-10 Michał Balcerek , Agnieszka Wyłomańska , Krzysztof Burnecki , Ralf Metzler , Diego Krapf

The value of a continuous character evolving on a phylogenetic tree is commonly modelled as the location of a particle moving under one-dimensional Brownian motion with constant rate. The Brownian motion model is best suited to characters…

Populations and Evolution · Quantitative Biology 2013-02-21 Michael G. Elliot , Arne O. Mooers

Motivated by L\'{e}vy's characterization of Brownian motion on the line, we propose an analogue of Brownian motion that has as its state space an arbitrary closed subset of the line that is unbounded above and below: such a process will be…

Probability · Mathematics 2009-09-29 Shankar Bhamidi , Steven N. Evans , Ron Peled , Peter Ralph

In this paper, firstly, we generalize the definition of the bifractional Brownian motion $B^{H,K}:=\Big(B^{H,K}\;;\;t\geq 0\Big)$, with parameters $H\in(0,1)$ and $K\in(0,1]$, to the case where $H$ is no longer a constant, but a function…

Probability · Mathematics 2020-04-09 M. Ait Ouahra , M. Mellouk , H. Ouahhabi , A. Sghir

We analyze the effect of additive fractional noise with Hurst parameter $H > \frac{1}{2}$ on fast-slow systems. Our strategy is based on sample paths estimates, similar to the approach by Berglund and Gentz in the Brownian motion case. Yet,…

Probability · Mathematics 2020-02-19 Katharina Eichinger , Christian Kuehn , Alexandra Neamtu

Experimental verification of the theoretical predictions made by Albert Einstein in his paper, published in 1905, on the molecular mechanisms of Brownian motion established the existence of atoms. In the last 100 years discoveries of many…

Statistical Mechanics · Physics 2007-05-23 Debashish Chowdhury

In this paper, we study rough path properties of stochastic integrals of It\^{o}'s type and Stratonovich's type with respect to $G$-Brownian motion. The roughness of $G$-Brownian Motion is estimated and then the pathwise Norris lemma in…

Probability · Mathematics 2016-08-24 Shige Peng , Huilin Zhang

We introduce the (path-valued) Brownian frame process whose evaluation at time t is the sample path of the underlying Brownian motion run from time t-1 to t. Due to its connections with Gaussian Volterra processes and SDDEs this is an…

Probability · Mathematics 2007-05-23 Benjamin Hoff

Sticky Brownian motion is the simplest example of a diffusion process that can spend finite time both in the interior of a domain and on its boundary. It arises in various applications such as in biology, materials science, and finance.…

Numerical Analysis · Mathematics 2020-07-21 Nawaf Bou-Rabee , Miranda Holmes-Cerfon

It is generally thought that the use of stochastic activation functions in deep learning architectures yield models with superior generalization abilities. However, a sufficiently rigorous statement and theoretical proof of this heuristic…

Machine Learning · Computer Science 2024-06-25 Sriram Nagaraj , Truman Hickok

We derive explicit forms of Markovian transition probability densities for the velocity space, phase-space and the Smoluchowski configuration-space Brownian motion of a charged particle in a constant magnetic field. By invoking a…

Statistical Mechanics · Physics 2009-10-31 R. Czopnik , P. Garbaczewski

We construct a model of Brownian Motion on a pseudo-Riemannian manifold associated with general relativity. There are two aspects of the problem: The first is to define a sequence of stopping times associated with the Brownian "kicks" or…

General Physics · Physics 2013-04-02 Paul O'Hara , Lamberto Rondoni

The L\'evy-Ciesielski Construction of Brownian motion is used to determine non-asymptotic estimates for the maximal deviation of increments of a Brownian motion process $(W_{t})_{t\in \left[ 0,T\right] }$ normalized by the global modulus…

Probability · Mathematics 2014-08-05 Vladimir Dobric , Lisa Marano

We aim to clarify confusions in the literature as to whether or not dynamical density functional theories for the one-body density of a classical Brownian fluid should contain a stochastic noise term. We point out that a stochastic as well…

Statistical Mechanics · Physics 2007-05-23 Andrew J. Archer , Markus Rauscher

Brownian motion on manifolds with non-trivial diffusion coefficient can be constructed by stochastic development of Euclidean Brownian motions using the fiber bundle of linear frames. We provide a comprehensive study of paths for such…

Probability · Mathematics 2022-08-31 Erlend Grong , Stefan Sommer

Brownian motion in confinement and at interfaces is a canonical situation, encountered from fundamental biophysics to nanoscale engineering. Using the Lorenz-Mie framework, we optically record the thermally-induced tridimensional…

Soft Condensed Matter · Physics 2021-07-14 Maxime Lavaud , Thomas Salez , Yann Louyer , Yacine Amarouchene

In Latouche and Nguyen (2015), the authors constructed a sequence of stochastic fluid processes and showed that it converges weakly to a Markov-modulated Brownian motion (MMBM). Here, we construct a different sequence of stochastic fluid…

Probability · Mathematics 2019-08-30 Giang T. Nguyen , Oscar Peralta

A geometric p-rough path can be seen to be a genuine path of finite p-variation with values in a Lie group equipped with a natural distance. The group and its distance lift (R^{d},+,0) and its Euclidean distance. This approach allows us to…

Probability · Mathematics 2007-05-23 Peter Friz , Nicolas Victoir