Related papers: Brownian motion on reflection quantum groups. Cons…
We discuss the random motion of charged test particles driven by quantum electromagnetic fluctuations at finite temperature in both the unbounded flat space and flat spacetime with a reflecting boundary and calculate the mean squared…
We describe a probabilistic model involving iterated Brownian motion for constructing a random chainable continuum. We show that this random continuum is indecomposable.
A multidimensional Brownian motion with partial reflection on a hyperplane $S$ in the direction $qN+\alpha $, where $N$ is the conormal vector to the hyperplane and $q\in [-1,1], \alpha \in S$ are given parametres, is constructed and this…
We define and study the multiparameter fractional Brownian motion. This process is a generalization of both the classical fractional Brownian motion and the multiparameter Brownian motion, when the condition of independence is relaxed.…
The approach to the theory of a relativistic random process is considered by the path integral method as Brownian motion taking into account the boundedness of speed. An attempt was made to build a relativistic analogue of the Wiener…
Local perturbations of a Brownian motion are considered. As a limit we obtain a non-Markov process that behaves as a reflected Brownian motion on the positive half line until its local time at zero reaches some exponential level, then…
Quantum Brownian motion in the strong friction limit is studied based on the exact path integral formulation of dissipative systems. In this limit the time-nonlocal reduced dynamics can be cast into an effective equation of motion, the…
We clarify the relationship between black hole entropy and the number of degrees of freedom in the dual QFT with a cut-off. We show that simple gravity arguments predict the correct cut-off procedure.
We study random walks on sub-Riemannian manifolds using the framework of retractions, i.e., approximations of normal geodesics. We show that such walks converge to the correct horizontal Brownian motion if normal geodesics are approximated…
We discuss the relationships between some classical representations of the fractional Brownian motion, as a stochastic integral with respect to a standard Brownian motion, or as a series of functions with independent Gaussian coefficients.…
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…
In this paper, we derive equations of motion for the normal-order, the symmetric-order and the antinormal-order quantum characteristic functions, applicable for general Hamiltonian systems. We do this by utilizing the `characteristic form'…
This paper discusses the general structure of reflection positive Euclidean covariant distributions that can be used to construct Euclidean representations of relativistic quantum mechanical models of systems of a finite number of degrees…
Classical objectivity as a property of quantum states---a view proposed to explain the observer-independent character of our world from quantum theory, is an important step in bridging the quantum-classical gap. It was recently derived in…
Motivated by the study of the convex hull of the trajectory of a Brownian motion in the unit disk reflected orthogonally at its boundary, we study inhomogeneous fragmentation processes in which particles of mass $m \in (0,1)$ split at a…
We consider a Brownian motion with drift in the quarter plane with orthogonal reflection on the axes. The Laplace transform of its stationary distribution satisfies a functional equation, which is reminiscent from equations arising in the…
We calculate a renormalized Hamiltonian for pure-glue QCD and diagonalize it. The renormalization procedure is designed to produce a Hamiltonian that will yield physical states that rapidly converge in an expansion in free-particle…
This note proves that the separation convergence towards the uniform distribution abruptly occurs at times around ln(n)/n for the (time-accelerated by 2) Brownian motion on the sphere with a high dimension n. The arguments are based on a…
Cubical complexes are metric spaces constructed by gluing together unit cubes in an analogous way to the construction of simplicial complexes. We construct Brownian motion on such spaces, define random walks, and prove that the transition…
In this paper, we study reflecting Brownian motion with Poissonian resetting. After providing a probabilistic description of the phenomenon using jump diffusions and semigroups, we analyze the time-reversed process starting from the…