Related papers: Fractional Dynamical Behavior in Quantum Brownian …
We prove a theorem showing that quantum mechanics is not directly a stochastic process characterizing Brownian motion but rather its square root. This implies that a complex-valued stochastic process is involved. Schr\"odinger equation is…
We consider random Schr\"odinger equations on $\bR^d$ or $\bZ^d$ for $d\ge 3$ with uncorrelated, identically distributed random potential. Denote by $\lambda$ the coupling constant and $\psi_t$ the solution with initial data $\psi_0$.…
We consider a single Brownian particle in a spatially symmetric, periodic system far from thermal equilibrium. This setup can be readily realized experimentally. Upon application of an external static force F, the average particle velocity…
We have presented a simple approach to quantum theory of Brownian motion and barrier crossing dynamics. Based on an initial coherent state representation of bath oscillators and an equilibrium canonical distribution of quantum mechanical…
Stochastic process exhibiting power-law slopes in the frequency domain are frequently well modeled by fractional Brownian motion (fBm). In particular, the spectral slope at high frequencies is associated with the degree of small-scale…
Anomalous diffusion is frequently described by scaled Brownian motion (SBM), a Gaussian process with a power-law time dependent diffusion coefficient. Its mean squared displacement is $\langle x^2(t)\rangle\simeq\mathscr{K}(t)t$ with…
We consider a system of $N$ non-crossing Brownian particles in one dimension. We find the exact rate function that describes the long-time large deviation statistics of their occupation fraction in a finite interval in space. Remarkably, we…
We have developed in the previous works a statistical model of quantum fluctuation based on a chaotic deviation from infinitesimal stationary action which is constrained by the principle of Locality to have a unique exponential distribution…
In this work we introduce correlated random walks on $\Z$. When picking suitably at random the coefficient of correlation, and taking the average over a large number of walks, we obtain a discrete Gaussian process, whose scaling limit is…
We study many interacting Brownian particles under a tilted periodic potential. We numerically measure the linear response coefficient of the density field by applying a slowly varying potential transversal to the tilted direction. In…
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…
The quantum Brownian motion paradigm provides a unified framework where one can see the interconnection of some basic quantum statistical processes like decoherence, dissipation, particle creation, noise and fluctuation. We treat the case…
The quantum-mechanical description of assemblies of particles whose motion is confined to two (or one) spatial dimensions offers many possibilities that are distinct from bosons and fermions. We call such particles anyons. The simplest…
This paper provides yet another look at the mixed fractional Brownian motion (fBm), this time, from the spectral perspective. We derive an approximation for the eigenvalues of its covariance operator, asymptotically accurate up to the…
The quantum thermodynamic behavior of small systems is investigated in presence of finite quantum dissipation. We consider the archetype cases of a damped harmonic oscillator and a free quantum Brownian particle. A main finding is that…
We investigate Brownian motion with diffusivity alternately fluctuating between fast and slow states. We assume that sojourn-time distributions of these two states are given by exponential or power-law distributions. We develop a theory of…
The present paper describes a practical example in which the probability distribution of the prices of a stock market blue chip is calculated as the wave function of a quantum particle confined in a potential well. This model may naturally…
While free and weakly interacting particles are well described by a a second-quantized nonlinear Schr\"odinger field, or relativistic versions of it, the fields of strongly interacting particles are governed by effective actions, whose…
The Heisenberg equations of motion for a quantum particle of mass $m$ are deduced from the infinitesimal qr-number equations of motion for the particle. The infinitesimal qr-number equations, and hence the standard quantum mechanical…
We measured the overall motion of Brownian particles suspended in water by a self-mixing thin-slice solid-state laser with extreme optical sensitivity. From the demodulated signal of laser intensity fluctuations through self-mixing…