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ABSTRACT We propose a new formulation of the Vašičekmodel within the framework of functional data analysis. We treat observations (continuous‐time rates) within a suitably defined trading day as a single statistical object. We then consider a sequence of such objects, indexed by day.
Piotr Kokoszka +4 more
wiley +1 more source
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Physical Review E, 1994
We present microscopic observations of the diffusion in water of micrometer-sized spheres confined between two walls. Deviations from the Stokes-Einstein law are observed, which for different bead diameters and different separations between the walls depend on a single dimensionless parameter.
, Faucheux, , Libchaber
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We present microscopic observations of the diffusion in water of micrometer-sized spheres confined between two walls. Deviations from the Stokes-Einstein law are observed, which for different bead diameters and different separations between the walls depend on a single dimensionless parameter.
, Faucheux, , Libchaber
openaire +2 more sources
Physical Review Letters, 1983
A new master equation describing the irreversible process of a quantum mechanical Brownian particle is proposed. The master equation is shown to obey the symmetry of detailed balance leading to a quantum analog of the reciprocity relations, and the fluctuation-dissipation theorem is obtained. The method is applied to the damped harmonic oscillator. The
Grabert, Hermann, Talkner, Peter
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A new master equation describing the irreversible process of a quantum mechanical Brownian particle is proposed. The master equation is shown to obey the symmetry of detailed balance leading to a quantum analog of the reciprocity relations, and the fluctuation-dissipation theorem is obtained. The method is applied to the damped harmonic oscillator. The
Grabert, Hermann, Talkner, Peter
openaire +2 more sources
American Journal of Physics, 1962
In this paper, we derive the general law for the Brownian motion displacement of a particle in a colloidal solution on the basis of a wave equation for energy, which adequately explains its vibratory character.
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In this paper, we derive the general law for the Brownian motion displacement of a particle in a colloidal solution on the basis of a wave equation for energy, which adequately explains its vibratory character.
openaire +2 more sources
2022
Abstract In Brownian motion, macroscopic (visible) dust particles are seen to undergo random motion. This was interpreted as collisions with invisible smaller constituents and hence as evidence for atoms even in antiquity. We discuss Brownian motion as evidence for such microscopic structure and elaborate the underlying mathematical ...
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Abstract In Brownian motion, macroscopic (visible) dust particles are seen to undergo random motion. This was interpreted as collisions with invisible smaller constituents and hence as evidence for atoms even in antiquity. We discuss Brownian motion as evidence for such microscopic structure and elaborate the underlying mathematical ...
+4 more sources

