Related papers: Brownian Motion - Past and Present
This article is a mathematical analysis of the Open Quantum Brownian Motion. This object was introduced by Bernard, Bauer, Benoist and Tilloy as the limit of a family of Open Quantum Random Walks on the discrete line. We prove the…
Stochastic motion of charged particles in the magnetic field was first studied almost half a century ago in the classical works by Taylor and Kursunoglu in connection with the diffusion of electrons and ions in plasma. In their works the…
We study the effect of a power law drift on Brownian motion in the positive half-line, where the order of the drift at 0 and infinity is different.
In systems possessing a spatial or dynamical symmetry breaking thermal Brownian motion combined with unbiased, non-equilibrium noise gives rise to a channelling of chance that can be used to exercise control over systems at the micro- and…
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…
Einstein regarded as one of the triumphs of his 1915 theory of gravity --- the general theory of relativity --- that it vindicated the action--reaction principle, while Newtonian mechanics as well as his 1905 special theory of relativity…
For drifted Brownian motion $X(t)= x - \mu t + B_t \ (\mu >0)$ starting from $x>0,$ we study the joint distribution of the first-passage time below zero, $\tau(x),$ and the first-passage area, $A(x),$ swept out by $X$ till the time…
In the first paper of this series, I investigated whether a wavefunction model of a heavy particle and a collection of light particles might generate "Brownian-Motion-Like" trajectories of the heavy particle. I concluded that it was…
In this paper we resolve an open problem proposed by Lai, Poor, Xin, and Georgiadis (2011, IEEE Transactions on Information Theory). Consider a sequence of Brownian Motions with unknown drift equal to one or zero, which we may be observed…
The Brownian motion of a hot nanoparticle is described by an effective Markov theory based on fluctuating hydrodynamics. Its predictions are scrutinized over a wide temperature range using large-scale molecular dynamics simulations of a hot…
Planck's introduction of the quantum of action in 1900 was followed by 25 years of trial and error in quest of the understanding of the quantum world; different ideas and directions had to be pursued until the path leading to the elementary…
Ornstein and Shields (Advances in Math., 10:143-146, 1973) proved that Brownian motion reflected on a bounded region is an infinite entropy Bernoulli flow and thus Ornstein theory yielded the existence of a measure-preserving isomorphism…
We consider a fractional Brownian motion with unknown linear drift such that the drift coefficient has a prior normal distribution and construct a sequential test for the hypothesis that the drift is positive versus the alternative that it…
We find a representation of the integral of a Gauss-Markov process in the interval [0, t], in terms of Brownian motion. Moreover, some connections with first-passagetime problems are discussed, and some examples are reported.
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.…
This paper begins by giving an historical context to fractional Brownian Motion and its development. Section 2 then introduces the fractional calculus, from the Riemann-Liouville perspective. In Section 3, we introduce Brownian motion and…
Depuis le tout d\'ebut du XX${}^\text{e}$ si\`ecle, l'\'etude des processus stochastiques est un domaine tr\`es actif de la recherche en math\'ematiques. Parmi ces processus, le mouvement brownien --- dont l'\'etude math\'ematique a \'et\'e…
A classical model of Brownian motion consists of a heavy molecule submerged into a gas of light atoms in a closed container. In this work we study a 2D version of this model, where the molecule is a heavy disk of mass M and the gas is…
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…
The physics that underpins modern technology is based on Einstein's theories of relativity and quantum mechanics. Most school students complete their compulsory science education without being taught any of these Einsteinian concepts. Only…