相关论文: Noncolliding Brownian Motion and Determinantal Pro…
Einstein-Smoluchowski diffusion, damped harmonic oscillations, and spatial decoherence are special cases of an elegant class of Markovian quantum Brownian motion models that is invariant under linear symplectic transformations. Here we…
We prove the existence and uniqueness of a strong solution of a stochastic differential equation with normal reflection representing the random motion of finitely many globules. Each globule is a sphere with time-dependent random radius and…
The stochastic trajectories of molecules in living cells, as well as the dynamics in many other complex systems, often exhibit memory in their path over long periods of time. In addition, these systems can show dynamic heterogeneities due…
The scaled Brownian motion (SBM) is regarded as one of the paradigmatic random processes, featuring the anomalous diffusion property characterized by the diffusion exponent. It is a Gaussian, self-similar process with independent…
When analysing statistical systems or stochastic processes, it is often interesting to ask how they behave given that some observable takes some prescribed value. This conditioning problem is well understood within the linear operator…
Based on previous works, analytical calculational procedures for dealing with the strongly interacting fermions ground state are further developed through a medium dependent potential in terms of the Bethe-Peierls contact interaction model.…
Using the gauge/gravity correspondence, we study the dynamics of a heavy quark in two strongly-coupled systems at finite temperature: Super-Yang-Mills in the presence of a magnetic field and non-commutative Super-Yang-Mills. In the former,…
Fractional Brownian motion (fBm) is an important scale-invariant Gaussian non-Markovian process with stationary increments, which serves as a prototypical example of a system with long-range temporal correlations and anomalous diffusion.…
We discuss the dynamics and thermodynamics of systems with long-range interactions. We contrast the microcanonical description of an isolated Hamiltonian system to the canonical description of a stochastically forced Brownian system. We…
We compute analytically the probability $S(t)$ that a set of $N$ Brownian paths do not cross each other and stay below a moving boundary $g(\tau)= W \sqrt{\tau}$ up to time $t$. We show that for large $t$ it decays as a power law $S(t) \sim…
A nonlinear master equation is derived, reflecting properly the entropy of open quantum systems. In contrast to linear alternatives, its equilibrium solution is exactly the canonical Gibbs density matrix. The corresponding nonlinear…
Circular Brownian motion models of random matrices were introduced by Dyson and describe the parametric eigenparameter correlations of unitary random matrices. For symmetric unitary, self-dual quaternion unitary and an analogue of…
We study a simple microscopic model for the one-dimensional stochastic motion of a (non)relativistic Brownian particle, embedded into a heat bath consisting of (non)relativistic particles. The stationary momentum distributions are…
The purpose of this article is to develop a theory behind the occurrence of "path-integral" kernels in the study of extended determinantal point processes and non-intersecting line ensembles. Our first result shows how determinants…
The so-called Hadamard fractional Brownian motion, as defined in Beghin et al. (2025) by means of Hadamard fractional operators, is a Gaussian process which shares some properties with standard Brownian motion (such as the one-dimensional…
A system of N Brownian particles suspended in a nonuniform heat bath is treated as a thermodynamic system whith internal degrees of freedom, in this case their velocities and coordinates. Applying the scheme of non-equilibrium…
The non-thermal nature of self-propelling colloids offers new insights into non-equilibrium physics. The central mathematical model to describe their trajectories is active Brownian motion, where a particle moves with a constant speed,…
We study Brownian motion on Hermitian symmetric spaces of non-compact type in their bounded-domain realization. Using Jordan triple systems, we identify the spectral values after an appropriate change of variables as a Heckman-Opdam…
A new nonlinear Schroedinger equation is obtained explicitly from the fractal Brownian motion of a massive particle with a complex-valued diffusion constant. Real-valued energy (momentum) plane wave and soliton solutions are found in the…
We examine the probability that at least two eigenvalues of an Hermitian matrix-valued Gaussian process, collide. In particular, we determine sharp conditions under which such probability is zero. As an application, we show that the…