相关论文: Constrained Brownian motion: Fluctuations away fro…

Let $U$ be a Haar distributed matrix in $\mathbb U(n)$ or $\mathbb O (n)$. In a previous paper, we proved that after centering, the two-parameter process \[T^{(n)} (s,t) = \sum_{i \leq \lfloor ns \rfloor, j \leq \lfloor nt\rfloor}…

Systems where resource availability approaches a critical threshold are common to many engineering and scientific applications and often necessitate the estimation of first passage time statistics of a Brownian motion (Bm) driven by…

We study fluctuations of an ensemble of $N$ independent particles undergoing anomalous diffusion with random renewal resetting. The anomalous diffusion is modeled by the scaled Brownian motion (sBm): a Gaussian process, characterized by a…

We prove that the Airy process, A(t), locally fluctuates like a Brownian motion. In the same spirit we also show that in a certain scaling limit, the so called discrete polynuclear growth (PNG) process behaves like a Brownian motion.

The position of a colloidal particle trapped in an external field thermally fluctuates at equilibrium. As is well known, the ambient fluid is not a simple heat bath and the particle mass appears to increase, which influences the mean square…

The effect of fluctuations on the conductivity of ion channels is investigated. It is shown that modulation of the potential barrier at the selectivity site due to electrostatic amplification of charge fluctuations at the channel mouth…

We revisit classical asymptotics when testing for a structural break in linear regression models by obtaining the limit theory of residual-based and Wald-type processes. First, we establish the Brownian bridge limiting distribution of these…

The escape of a Brownian particle over a dichotomously fluctuating barrier is investigated for various shapes of the barrier. The problem of resonant activation is revisited with the attention on the effect of the barrier shape on optimal…

In this paper, we study the edge behavior of Dyson Brownian motion with general $\beta$. Specifically, we consider the scenario where the averaged initial density near the edge, on the scale $\eta_*$, is lower bounded by a square root…

We give a simple technic to derive the Berry-Ess\'een bounds for the quadratic variation of the subfractional Brownian motion (subfBm). Our approach has two main ingredients: ($i$) bounding from above the covariance of quadratic variation…

In this work we study the consequences of a longitudinal Bjorken expansion and a Hubble-like temperature cooling scenario on a 1+1D non-linear model of the diffusive dynamics of fluctuations in the net-baryon density. The equilibrium…

The article shows a bridge representation for the joint density of a system of stochastic processes consisting of a Brownian motion with drift coupled with a correlated fractional Brownian motion with drift. As a result, a small time…

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.…

Brownian circuits perform computations using stochastic transitions driven by thermal fluctuations. While the energetic costs of such fluctuation-driven computation have been extensively studied within stochastic thermodynamics, much less…

Let X_t be a subordinate Brownian motion, and suppose that the Levy measure of the underlying subordinator has completely monotone density. Under very mild conditions, we find integral formulae for the tail distribution P(\tau_x > t) of…

Let $\mu_t$ denote the critical derivative Gibbs measure of branching Brownian motion at time $t$. It has been proved by Madaule (Stochastic Process. Appl. 126 (2016), no. 2, 470--502) and Maillard and Zeitouni (Ann. Inst. Henri Poincar\'e…

In this paper we argue that boundary condition may run with energy scale. As an illustrative example, we consider one-dimensional quantum mechanics for a spinless particle that freely propagates in the bulk yet interacts only at the origin.…

When a Brownian particle, initially being in the potential well, overcomes the barrier and moves to the absorptive border, it still has a chance to be scattered back to the well by thermal fluctuations. We study this phenomenon carefully…

We study bubble-wall dynamics in cosmological first-order phase transitions in a two-scalar-field model, where the wall is formed by $\phi$ and an additional real scalar $s$ couples through a portal interaction. We evolve the coupled…

We study a space-time Brownian motion with drift B(t)=(t_0+t,y_0+W(t)+t) killed at the moving boundary of the cone {(t,x):0<x<t}. This article determines the parabolic Martin boundary and all harmonic functions associated with this process.…