相关论文: Fluctuation of planar Brownian loop capturing larg…

We show how frequency fluctuations of a vibrational mode can be separated from other sources of phase noise. The method is based on the analysis of the time dependence of the complex amplitude of forced vibrations. The moments of the…

In this paper, we calculate the spectrum of scalar field fluctuations in a bouncing, asymptotically flat Universe, and investigate the dependence of the result on changes in the physics on length scales shorter than the Planck length which…

We consider the trapping reaction, $A+B\to B$, where $A$ and $B$ particles have a diffusive dynamics characterized by diffusion constants $D_A$ and $D_B$. The interaction with $B$ particles can be formally incorporated in an effective…

Fluctuations are important near phase transitions, where they can be difficult to describe quantitatively. Superconductivity in mesoscopic rings is particularly intriguing because the critical temperature is an oscillatory function of…

We consider a standard one-dimensional Brownian motion on the time interval $[0,1]$ conditioned to have vanishing iterated time integrals up to order $N$. We show that the resulting processes can be expressed explicitly in terms of shifted…

We present experimental and theoretical analysis of quantum fluctuation in a vacuum field in the presence of orthogonal linearly polarized pump field propagating through a Rb vapor cell. Previously reported theoretical and experimental…

The fluctuations in the particle size distribution for processes of fragmentation and aggregation are studied for stationary state regimes. The system is described in terms of a stochastic process over an adequate tree structure. The RMS…

We study the large deviations of the time-integrated current for a driven diffusion on the circle, often used as a model of nonequilibrium systems. We obtain the large deviation functions describing the current fluctuations using a…

Let $W^H=\{W^H(t), t \in \rr\}$ be a fractional Brownian motion of Hurst index $H \in (0, 1)$ with values in $\rr$, and let $L = \{L_t, t \ge 0\}$ be the local time process at zero of a strictly stable L\'evy process $X=\{X_t, t \ge 0\}$ of…

Condensation of fluctuations is an interesting phenomenon conceptually distinct from condensation on average. One stricking feature is that, contrary to what happens on average, condensation of fluctuations may occurr even in the absence of…

We study the large fluctuations of emitted radiations in the system of $N$ non-interacting two-level atoms. Two methods are used to calculate the probability of the large fluctuations and the time dependence of the excitation and emission.…

We study the recovery of one-dimensional semipermeable barriers for a stochastic process in a planar domain. The considered process acts like Brownian motion when away from the barriers and is reflected upon contact until a sufficient but…

A general kind of Brownian vortexes are demonstrated by applying an external nonconservative force field to a colloidal particle bound by a conservative optical trapping force at a liquid-air interface. As the liquid medium is translated at…

We extend previous theoretical studies of the contribution of fluctuating Cooper pairs to the persistent current in superconducting rings subjected to a magnetic field. For sufficiently small rings, in which the coherence length $\xi$…

In this paper, we are concerned with the long-range voter model on lattices. We prove a stationary fluctuation theorem for the occupation time of the model under a proper time-space scaling. In several cases, the fluctuation limits are…

We investigate Brownian motion with diffusivity alternately fluctuating between fast and slow states. We assume that sojourn-time distributions of these two states are given by exponential or power-law distributions. We develop a theory of…

We study a model of $ N $ mutually repellent Brownian motions under confinement to stay in some bounded region of space. Our model is defined in terms of a transformed path measure under a trap Hamiltonian, which prevents the motions from…

We construct obliquely reflected Brownian motions in all bounded simply connected planar domains, including non-smooth domains, with general reflection vector fields on the boundary. Conformal mappings and excursion theory are our main…

We study the fluctuation properties of the local time density, ${\rho _T} = \frac{1}{T}\int_0^T {\delta ( {r(t) - 1} )} dt$, spent by a $d$-dimensional Brownian particle at a spherical shell of unit radius, where $r(t)$ denotes the radial…

We revisit the model of a Brownian particle in a heat bath submitted to an actively controlled force proportional to the velocity that leads to thermal noise reduction (cold damping). We investigate the influence of the continuous feedback…