Related papers: Brownian Motion - Past and Present
Let $W(t), t\ge 0$ be standard Brownian motion. We study the size of the time intervals $I$ which are admissible for the long range of slow increase, namely given a real $z>0$, $$ \sup_{t\in I}{|W(t)|\over \sqrt t} \le z, $$ and we estimate…
It has been conjectured since the work of Lalley and Sellke (1987) that the branching Brownian motion seen from its tip (e.g. from its rightmost particle) converges to an invariant point process. Very recently, it emerged that this can be…
We condition a Brownian motion with arbitrary starting point $y \in \mathbb{R}$ on spending at most $1$ time unit below $0$ and provide an explicit description of the resulting process. In particular, we provide explicit formulas for the…
We discuss a novel approach for directional, light dark matter searches inspired by the high precision position measurements achieved in gravitational wave detectors. If dark matter interacts with ordinary matter, movable masses are subject…
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.…
Brownian motion is the perpetual irregular motion exhibited by small particles immersed in a fluid. Such random motion of the particles is produced by statistical fluctuations in the collisions they suffer with the molecules of the…
In this paper we revisit the problem of Brownian motion in a tilted periodic potential. We use homogenization theory to derive general formulas for the effective velocity and the effective diffusion tensor that are valid for arbitrary…
We have revisited the Brownian motion on the basis of the fractional Langevin equation which turns out to be a particular case of the generalized Langevin equation introduced by Kubo on 1966. The importance of our approach is to model the…
A result of R. Durrett, D. Iglehart and D. Miller states that Brownian meander is Brownian motion conditioned to stay positive for a unit of time, in the sense that it is the weak limit, as $x$ goes to 0, of Brownian motion started at $x>0$…
Let (B_t : t > 0) be a planar Brownian motion and define gauge functions $\phi_\alpha(s)=log(1/s)^{-\alpha}$ for $\alpha>0$. If $\alpha<1$ we show that almost surely there exists a point x in the plane such that $H^{\phi_\alpha}({t > 0 :…
That the speed of light is always c=300,000km/s relative to any observer in nonaccelerating motion is one of the foundational concepts of physics. Experimentally this was supposed to have been first revealed by the 1887 Michelson-Morley…
A short review of the classical theory of Brownian motion is presented. A new method is proposed for derivation of the Fokker-Planck equations, describing the probability density evolution, from stochastic differential equations. It is also…
We derive a simple integral representation for the distribution of the maximum of Brownian motion minus a parabola, which can be used for computing the density and moments of the distribution, both for one-sided and two-sided Brownian…
We solve the problem of formulating Brownian motion in a relativistically covariant framework in 1+1 and 3+1 dimensions. We obtain covariant Fokker-Planck equations with (for the isotropic case) a differential operator of invariant…
In this paper, it is presented the well known aspect of non linearity of internal human body structures. Similarity on the basis of the Fractional Brownian Motion from the static ones, as the geometrical fractals like the Intestine and…
Let K be a compact subset of ${\mathbb R}^n$. We choose at random with uniform law a point at distance $\epsilon$ of K and start a Brownian motion (BM) from this point. We study the probability that this BM hits K for the first time at a…
In this paper we study the drifted Brownian meander, that is a Brownian motion starting from $ u $ and subject to the condition that $ \min_{ 0\leq z \leq t} B(z)> v $ with $ u > v $. The limiting process for $ u \downarrow v $ is analyzed…
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…
We state an exact simulation scheme for the first passage time of a Brownian motion to a symmetric linear boundary.
The Brownian motion of a charged test particle caused by quantum electromagnetic vacuum fluctuations between two perfectly conducting plates is examined and the mean squared fluctuations in the velocity and position of the test particle are…