Related papers: Fluctuation of planar Brownian loop capturing larg…
We define a natural conformally invariant measure on unrooted Brownian loops in the plane and study some of its properties. We relate this measure to a measure on loops rooted at a boundary point of a domain and show how this relation gives…
We investigate the influence of the vacuum fluctuations of a background electric field over a charged test particle in the presence of a perfectly reflecting flat wall. A switching function connecting different stages of the system is…
Security of oscillatory true random number generators remains not fully understood due to insufficient understanding of complex $1/f^\alpha$ phase noise. To bridge this gap, we introduce fractional Brownian motion as a comprehensive…
We suggest to use `fluctuation spectroscopy' as a method to detect granularity in a disordered metal close to a superconducting transition. We show that with lowering temperature $T$ the resistance $R(T)$ of a system of relatively large…
The model consists of a signal process $X$ which is a general Brownian diffusion process and an observation process $Y$, also a diffusion process, which is supposed to be correlated to the signal process. We suppose that the process $Y$ is…
We discuss two topics on the experimental measurements of fluctuation observables in relativistic heavy-ion collisions. First, we discuss the effects of the thermal blurring, i.e. the blurring effect arising from the experimental…
Conditioning a branching Brownian motion to have an atypically low maximum leads to a suppression of the branching mechanism. In this note, we consider a branching Brownian motion conditioned to have a maximum below $\sqrt{2}\alpha t$…
We consider the model of the Brownian plane, which is a pointed non-compact random metric space with the topology of the complex plane. The Brownian plane can be obtained as the scaling limit in distribution of the uniform infinite planar…
We use macroscopic fluctuation theory (MFT) to analyse current fluctuations in a non-interacting Brownian gas with one or more partially absorbing targets within a bounded domain $\Omega \subset \R^d$. We proceed by coarse-graining a…
We present resistance versus temperature data for a series of boron-doped nanocrystalline diamond films whose grain size is varied by changing the film thickness. Upon extracting the fluctuation conductivity near to the critical temperature…
In this work, we study the dynamics of a single active Brownian particle, as well as the collective behavior of interacting active Brownian particles, in a fluctuating heterogeneous environment. We employ a variant of the diffusing…
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…
Fractional Brownian motion and the fractional Langevin equation are models of anomalous diffusion processes characterized by long-range power-law correlations in time. We employ large-scale computer simulations to study these models in two…
The temporal evolution of microwave pulses transmitted through random dielectric samples is obtained from the Fourier transform of field spectra. Large fluctuations are found in the local or single channel delay time, which is the first…
We study the many-body dynamics of an initially factorized bosonic wave function in the mean-field regime. We prove large deviation estimates for the fluctuations around the condensate. We derive an upper bound extending a recent result to…
Area fluctuations of a Brownian excursion are described by the Airy distribution, which found applications in different areas of physics, mathematics and computer science. Here we generalize this distribution to describe the area…
We consider a nonlinear differential equation under the combined influence of small state-dependent Brownian perturbations of size $\varepsilon$, and fast periodic sampling with period $\delta$; $0<\varepsilon, \delta \ll 1$. Thus, state…
We analytically describe the decay to equilibrium of generic observables of a non-integrable system after a perturbation in the form of a random matrix. We further obtain an analytic form for the time-averaged fluctuations of an observable…
We study the large deviations of time-integrated observables of Markov diffusions that have perfectly reflecting boundaries. We discuss how the standard spectral approach to dynamical large deviations must be modified to account for such…
This work deals with the overdamped motion of a particle in a fluctuating one-dimensional periodic potential. If the potential has no inversion symmetry and its fluctuations are asymmetric and correlated in time, a net flow can be generated…