相关论文: On the theory of relativistic Brownian motion

This work is a numerical experiment of stochastic motion of conservative Hamiltonian system or weakly damped Brownian particles. The objective is to prove the existence of path probability and to compute its values. By observing a large…

We prove that the random empirical measure of appropriately rescaled particle trajectories of the interchange process on path graphs converges weakly to the deterministic measure of stationary Brownian motion on the unit interval. This is a…

We derive explicit formulas for probabilities of Brownian motion with jumps crossing linear or piecewise linear boundaries in any finite interval. We then use these formulas to approximate the boundary crossing probabilities for general…

We revise the Levy's construction of Brownian motion as a simple though still rigorous approach to operate with various Gaussian processes. A Brownian path is explicitly constructed as a linear combination of wavelet-based "geometrical…

The relativistic generalization of a free Brownian motion theory is presented. The global characteristics of the relaxation are {\it explicitly} found for the velocity and momentum (stochastic) kinetics. It is shown that the thermal…

The indefinite integral of the homogenized Ornstein-Uhlenbeck process is a well-known model for physical Brownian motion, modelling the behaviour of an object subject to random impulses [L. S. Ornstein, G. E. Uhlenbeck: On the theory of…

The motion of a particle is studied in a random space-time. It is assumed that the velocity is small enough for the non-relativistic approximation to be valid. The randomness of the metric induces a diffusion in coordinate space. Hence it…

We introduce the (path-valued) Brownian frame process whose evaluation at time t is the sample path of the underlying Brownian motion run from time t-1 to t. Due to its connections with Gaussian Volterra processes and SDDEs this is an…

Feynman path integrals formalism for non-relativistic quantum mechanics is revisited. A comparison is made with the cases of light progagation (Huygens principle) and Brownian motion. The difficulties for a physical model behind Feynman…

We consider a Brownian particle moving on a ring. We study the probability distributions of the total number of turns and the net number of counter-clockwise turns the particle makes till time t. Using a method based on the renewal…

A quantum model based on a Euler-Lagrange variational approach is proposed. In analogy with the classical transport, our approach maintain the description of the particle motion in terms of trajectories in a configuration space. Our method…

We compute in a relativistic way the time-of-arrival and the traversal time through a region of a free particle with spin 1/2. We do this by applying the relativistic extension of the Event-Enhanced Quantum Theory which we have presented in…

We propose an approach to compute the boundary crossing probabilities for a class of diffusion processes which can be expressed as piecewise monotone (not necessarily one-to-one) functionals of a standard Brownian motion. This class…

Approximations of fractional Brownian motion using Poisson processes whose parameter sets have the same dimensions as the approximated processes have been studied in the literature. In this paper, a special approximation to the…

Brownian motion of a particle with an arbitrary shape is investigated theoretically. Analytical expressions for the time-dependent cross-correlations of the Brownian translational and rotational displacements are derived from the…

Stimulated by experimental progress in high energy physics and astrophysics, the unification of relativistic and stochastic concepts has re-attracted considerable interest during the past decade. Focusing on the framework of special…

This is a guide to the mathematical theory of Brownian motion and related stochastic processes, with indications of how this theory is related to other branches of mathematics, most notably the classical theory of partial differential…

We study a (relativistic) Wiener process on a complexified (pseudo-)Riemannian manifold. Using Nelson's stochastic quantization procedure, we derive three equivalent descriptions for this problem. If the process has a purely real quadratic…

We derive P(M,t_m), the joint probability density of the maximum M and the time t_m at which this maximum is achieved for a class of constrained Brownian motions. In particular, we provide explicit results for excursions, meanders and…

We study the one-dimensional motion of a Brownian particle inside a confinement described by two reactive boundaries which can partially reflect or absorb the particle. Understanding the effects of such boundaries is important in physics,…