Related papers: Brownian Motion for the School-Going Child
We construct a model of Brownian Motion on a pseudo-Riemannian manifold associated with general relativity. There are two aspects of the problem: The first is to define a sequence of stopping times associated with the Brownian "kicks" or…
We consider classical particles coupled to the quantized electromagnetic field in the background of a spatially flat Robertson-Walker universe. We find that these particles typically undergo Brownian motion and acquire a non-zero mean…
We prove a fundamental change of measure theorem for the Brownian-time Brownian motion and its associated Brownian-time processes class introduced by Allouba and Zheng in 2001. This result, together with Allouba's prior work on (1)…
In 1992, M. Wschebor proved a theorem on the convergence of small increments of the Brownian motion. Since then, it has been extended to various processes. We prove a version of this theorem for the Hermitian Brownian motion and the free…
We study a natural continuous time version of excited random walks, introduced by Norris, Rogers and Williams about twenty years ago. We obtain a necessary and sufficient condition for recurrence and for positive speed. This is analogous to…
We prove that minimal graphs (other than planes) are parabolic in the sense that any bounded harmonic function is determined by its boundary values. The proof relies on using the coupling introduced in the author's earlier paper "A…
The concepts of bare and effective mass are widely used within modern physics. Their meaning is discussed in advanced undergraduate and graduate courses such as solid state physics, nuclear physics and quantum field theory. Here, I discuss…
We present a random walk approximation to fractional Brownian motion where the increments of the fractional random walk are defined as a weighted sum of the past increments of a Bernoulli random walk.
Development of the contemporary theory of physical phenomena in the microcosm is considered to be a result of development of Einstein's ideas on a possibility of the event space modification and on a possibility of stochastic (Brownian)…
The purpose of this work is to construct a {\it Brownian motion} with values in simplicial complexes with piecewise differential structure. In order to state and prove the existence of such Brownian motion, we define a family of continuous…
The Klein-Kramers equation, governing the Brownian motion of a classical particle in quantum environment under the action of an arbitrary external potential, is derived. Quantum temperature and friction operators are introduced and at large…
By using the law of the excursions of Brownian motion with drift, we find the distribution of the $n-$th passage time of Brownian motion through a straight line $S(t)= a + bt.$ In the special case when $b = 0,$ we extend the result to a…
Transport phenomena are ubiquitous in nature and known to be important for various scientific domains. Examples can be found in physics, electrochemistry, heterogeneous catalysis, physiology, etc. To obtain new information about diffusive…
In two prior papers of this series, it was proposed that a wavefunction model of a heavy particle and a collection of light particles might generate ``Brownian-Motion-Like" trajectories as well as diffusive motion (displacement proportional…
We study a family of essentially pairwise independent Brownian motions indexed by a continuum of labels and show how the Fubini extension framework provides a rigorous way to represent such families as a single jointly measurable process.…
Although fractional Brownian motion was not invented by Benoit Mandelbrot, it was he who recognized the importance of this random process and gave it the name by which it is known today. This is a personal account of the history behind…
We introduce and discuss a simple Hamiltonian dynamical system, interpretable as a 3-body problem in the complex plane and providing the prototype of a mechanism explaining the transition from regular to irregular motions as travel on…
Brownian motion of single particles with various masses M and diameters D is studied by molecular dynamics simulations. Besides the momentum auto-correlation function of the Brownian particle the memory function and the fluctuating force…
Starting from a microscopic approach and using the formalism of quantum Brownian motion, partition function of a system composed of two separated pieces of anisotropic matter and a fluctuating medium in finite temperature is obtained…
Consider the first exit time of one-dimensional Brownian motion $\{B_s\}_{s\geq 0}$ from a random passageway. We discuss a Brownian motion with two time-dependent random boundaries in quenched sense. Let $\{W_s\}_{s\geq 0}$ be an other…