Related papers: Brownian motion on reflection quantum groups. Cons…
Spaces of constant curvature and their motion groups are described most naturally in Cartesian basis. All these motion groups also known as CK groups are obtained from orthogonal group by contractions and analytical continuations. On the…
We elaborate on the theorem saying that as permeability coefficients of snapping-out Brownian motions tend to infinity in such a way that their ratio remains constant, these processes converge to a skew Brownian motion. In particular,…
It is well known that freeness appears in the high-dimensional limit of independence for matrices. Thus, for instance, the additive free Brownian motion can be seen as the limit of the Brownian motion on hermitian matrices. More generally,…
Brownian motions on a metric graph are defined. Their generators are characterized as Laplace operators subject to Wentzell boundary at every vertex. Conversely, given a set of Wentzell boundary conditions at the vertices of a metric graph,…
Structures of quantum Fokker-Planck equations are characterized with respect to the properties of complete positivity, covariance under symmetry transformations and satisfaction of equipartition, referring to recent mathematical work on…
At fast timescales, the self-similarity of random Brownian motion is expected to break down and be replaced by ballistic motion. So far, an experimental verification of this prediction has been out of reach due to a lack of instrumentation…
I construct the state of a quantum particle with internal degree of freedom bouncing on a perfect reflector in presence of gravity. I predict from the result that revival of position expectation is possible for such system.
Approximations of fractional Brownian motion using Poisson processes whose parameter sets have the same dimensions as the approximated processes have been studied in the literature. In this paper, a special approximation to the…
In this paper we present a computation of the mean first-passage times both for a random walk in a discrete bounded lattice, between a starting site and a target site, and for a Brownian motion in a bounded domain, where the target is a…
We study the radius $R_T$ of a self-repellent fractional Brownian motion $\left\{B^H_t\right\}_{0\le t\le T}$ taking values in $\mathbb{R}^d$. Our sharpest result is for $d=1$, where we find that with high probability, \begin{equation*} R_T…
The kinematical foundations of Schwinger's algebra of selective measurements were discussed in a previous paper (arXiv:1905.12274) and, as a consequence of this, a new picture of quantum mechanics based on groupoids was proposed. In this…
This article presents a brief account of Amir O. Caldeira's contributions to the theory of quantum Brownian motion. Motivated by its importance, we outline the description of Brownian motion in the quantum regime following Caldeira's first…
A Brownian motion model is proposed to study parametric correlations in the transmission eigenvalues of open ballistic cavities. We find interesting universal properties when the eigenvalues are rescaled at the hard edge of the spectrum. We…
We consider the coadjoint action of a Loop group of a compact group on the dual of the corresponding centrally extended Loop algebra and prove that a Brownian motion in a Cartan subalgebra conditioned to remain in an affine Weyl chamber -…
Motivated by the interplay between structural and reduced form credit models, we propose to model the firm value process as a time-changed Brownian motion that may include jumps and stochastic volatility effects, and to study the first…
Brownian computers utilize thermal fluctuations as a resource for computation and hold promise for achieving ultra-low-energy computations. However, the lack of a statistical direction in Brownian motion necessitates the incorporation of…
We propose a new method of constructing the quantum Griffiths inequality. From a viewpoint of operator inequalities, we first study the quantum rotor model. This viewpoint clarifies important connections between the reflection positivity…
The geometry of the rotating disk is revisited and the quantum consequences are discussed. A suggestion to detect the presence of the Gaussian curvature on the rotating disk only measuring transition frequencies is made. A quantum…
The stationary reflected Brownian motion in a three-quarter plane has been rarely analyzed in the probabilistic literature, in comparison with the quarter plane analogue model. In this context, our main result is to prove that the…
We describe a $q$-deformed dynamical system corresponding to the quantum free particle moving along the circle. The algebra of observables is constructed and discussed. We construct and classify irreducible representations of the system.