相关论文: The correlated linking numbers of a Brownian loop …

A Brownian loop is a random walk circuit of infinitely many, suitably infinitesimal, steps. In a plane such a loop may or may not enclose a marked point, the origin, say. If it does so it may wind arbitrarily many times, positive or…

Let v be a bounded function with bounded support in R^d, d>=3. Let x,y in R^d. Let Z(t) denote the path integral of v along the path of a Brownian bridge in R^d which runs for time t, starting at x and ending at y. As t->infty, it is…

We pursue the analysis made in [1] on the arithmetic area enclosed by m closed Brownian paths. We pay a particular attention to the random variable S{n1,n2, ...,n} (m) which is the arithmetic area of the set of points, also called winding…

We numerically investigate the transport of a suspended overdamped Brownian particle which is driven through a two-dimensional rectangular array of circular obstacles with finite radius. Two limiting cases are considered in detail, namely,…

Classically the kinetic theory for a perfect gas has zero spatial number density correlation between separate points because the particles are independent. But the joint spatial and temporal correlation is non-zero (and easily calculable)…

We show how to build an immersion coupling of a two-dimensional Brownian motion $(W_1, W_2)$ along with $\binom{n}{2} + n= \tfrac12n(n+1)$ integrals of the form $\int W_1^iW_2^j \circ dW_2$, where $j=1,\ldots,n$ and $i=0, \ldots, n-j$ for…

We provide an explicit formula giving the optimal number of paths needed to simulate two correlated Brownian motions.

We consider the model space of constant curvature in dimension n and characterize all co-adapted couplings of Brownian motions on this space for which the distance between the processes is deterministic. In addition, the construction of the…

In this article, results have been presented for the two-time correlation functions for a free and a harmonically confined Brownian particle in a simple shear flow. For a free Brownian particle, the motion along the direction of shear…

We study a model for the entanglement of a two-dimensional reflecting Brownian motion in a bounded region divided into two halves by a wall with three or more small windows. We map the Brownian motion into a Markov Chain on the fundamental…

We use dimensional regularization to evaluate quantum mechanical path integrals in arbitrary curved spaces on an infinite time interval. We perform 3-loop calculations in Riemann normal coordinates, and 2-loop calculations in general…

Path integrals developed by Richard Feynman have been an important tool in Physics in studying quantum field theory. In mathematics, it has also been widely used in providing formal proofs in the study of Index theorem and asymptotic…

We introduce the model of two-dimensional continuous random interlacements, which is constructed using the Brownian trajectories conditioned on not hitting a fixed set (usually, a disk). This model yields the local picture of Wiener sausage…

We construct an application, which takes as input a simple path and a possibly infinite collection of loops, and outputs a continuous path by adding the loops chronologically to the simple path as the simple path encounters them. By…

Distance correlation is a new class of multivariate dependence coefficients applicable to random vectors of arbitrary and not necessarily equal dimension. Distance covariance and distance correlation are analogous to product-moment…

We raise a question on whether a dynamical system driven by Markov process is Markovian, for which we are able to propose a criterion and examples of positive case. This investigation leads us to develop (i) a general construction of…

Brownian motion in one or more dimensions is extensively used as a stochastic process to model natural and engineering signals, as well as financial data. Most works dealing with multidimensional Brownian motion consider the different…

In this work the dynamics of a freely jointed random chain which fluctuates at constant temperature in some viscous medium is studied. The chain is regarded as a system of small particles which perform a brownian motion and are subjected to…

We show that for two classical brownian particles there exists an analog of continuous-variable quantum entanglement: The common probability distribution of the two coordinates and the corresponding coarse-grained velocities cannot be…

The Feynman path integral of ordinary quantum mechanics is complexified and it is shown that possible integration cycles for this complexified integral are associated with branes in a two-dimensional A-model. This provides a fairly direct…