相关论文: Fluctuation of planar Brownian loop capturing larg…
Sample-to-sample fluctuations of the time-dependent conductance of a system with static disorder have been studied by means of diagrammatic theory and microwave pulsed transmission measurements. The fluctuations of time-dependent…
The stochastic motion of a particle with long-range correlated increments (the moving phase) which is intermittently interrupted by immobilizations (the traping phase) in a disordered medium is considered in the presence of an external…
The single-particle density of states and the tunneling conductance are studied for a two-dimensional BCS-like Hamiltonian with a d_{x^2-y^2}-gap and phase fluctuations. The latter are treated by a classical Monte Carlo simulation of an XY…
We investigate a phase separation instability that occurs in a system of nearly elastically colliding hard spheres driven by a thermal wall. If the aspect ratio of the confining box exceeds a threshold value, granular hydrostatics predict…
We study the effect of single biased tracer particle in a bath of other particles performing the random average process (RAP) on an infinite line. We focus on the large time behavior of the mean and the fluctuations of the positions of the…
The linear response of non-equilibrium systems with Markovian dynamics satisfies a generalized fluctuation-dissipation relation derived from time symmetry and antisymmetry properties of the fluctuations. The relation involves the sum of two…
Van der Waals trap, a quantum fluctuation-induced potential characterized by short-range repulsive and long-range attractive forces, is intrinsically nonlinear. This work unveils the nonlinear effects on Brownian oscillators in the van der…
We study space-time fluctuations around a characteristic line for a one-dimensional interacting system known as the random average process. The state of this system is a real-valued function on the integers. New values of the function are…
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…
We study the fluctuations of the power variation of fractional Brownian motion in Brownian time
We consider the paths of a Gaussian random process $x(t)$, $x(0)=0$ not exceeding a fixed positive level over a large time interval $(0,T)$, $T\gg 1$. The probability $p(T)$ of such event is frequently a regularly varying function at…
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…
Let $B = (B_t)_{t \in {\bf R}}$ be a symmetric Brownian motion, i.e. $(B_t)_{t \in {\bf R}_+}$ and $(B_{-t})_{t \in {\bf R}_+}$ are independent Brownian motions starting at $0$. Given $a \ge b>0$, we describe the law of the random set…
The operational meaning of spacetime fluctuations is discussed. Classical spacetime geometry can be viewed as encoding the relations between the motions of test particles in the geometry. By analogy, quantum fluctuations of spacetime…
The fluctuation pressure that an infinitely extended fluid membrane exerts on two enclosing parallel hard walls is computed. Variational perturbation theory is used to extract the hard-wall limit from a perturbative expansion through six…
The conditional density of Brownian motion is considered given the max, B(t|\max), as well as those with additional information: B(t|close, max), B(t|close, max, min) and B(t|max, min) where the close is the final value: B(t=1)=c and t in…
We consider a finite or countable collection of one-dimensional Brownian particles whose dynamics at any point in time is determined by their rank in the entire particle system. Using Transportation Cost Inequalities for stochastic…
We measure the fluctuations of the position of a Brownian particle confined by an optical trap in an aging gelatin droplet after a fast quench. Its linear response to an external perturbation is also measured. We compute the spontaneous…
The magnitude of the local fluctuations of the net baryon number and electric charge differs widely between the confined and deconfined phases, and the difference is partially frozen at an early stage in relativistic heavy ion collisions.…
We study a Brownian excursion on the time interval $\left|t\right|\leq T$, conditioned to stay above a moving wall $x_{0}\left(t\right)$ such that $x_0\left(-T\right)=x_0\left(T\right)=0$, and $x_{0}\left(\left|t\right|<T\right)>0$. For a…