Results 51 to 60 of about 1,696,206 (346)
Inertial effects of self-propelled particles: From active Brownian to active Langevin motion. [PDF]
Journal of Chemical Physics, 2019 Active particles that are self-propelled by converting energy into mechanical motion represent an expanding research realm in physics and chemistry. For micrometer-sized particles moving in a liquid ("microswimmers"), most of the basic features have been
H. Löwen
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Cluster Analysis on Locally Asymptotically Self-Similar Processes with Known Number of Clusters
Fractal and Fractional, 2022 We conduct cluster analysis of a class of locally asymptotically self-similar stochastic processes with finite covariance structures, which includes Brownian motion, fractional Brownian motion, and multifractional Brownian motion as paradigmatic examples.
Nan Rao, Qidi Peng, Ran Zhao
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Tail estimates for the Brownian excursion area and other Brownian areas [PDF]
, 2007 Several Brownian areas are considered in this paper: the Brownian excursion area, the Brownian bridge area, the Brownian motion area, the Brownian meander area, the Brownian double meander area, the positive part of Brownian bridge area, the positive ...
Janson, Svante, Louchard, Guy
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A Spurious Brownian Motion [PDF]
Proceedings of the American Mathematical Society, 1985 There exists an R d {{\mathbf {R}}^d} -valued mean-zero Gaussian process, all of whose projections agree with the projections of standard Brownian motion, yet which is not standard Brownian motion.
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Oscillating Brownian motion [PDF]
Journal of Applied Probability, 1978 An ‘oscillating' version of Brownian motion is defined and studied. ‘Ordinary' Brownian motion and ‘reflecting' Brownian motion are shown to arise as special cases. Transition densities, first-passage time distributions, and occupation time distributions for the process are obtained explicitly.
Julian Keilson, Jon A. Wellner
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The rapid points of a complex oscillation [PDF]
Logical Methods in Computer Science, 2012 By considering a counting-type argument on Brownian sample paths, we prove a result similar to that of Orey and Taylor on the exact Hausdorff dimension of the rapid points of Brownian motion.
Paul Potgieter
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Microhydrodynamics, Brownian Motion, and Complex Fluids
, 2018 This text is an introduction to the dynamics of fluids at small scales, the physical and mathematical underpinnings of Brownian motion, and the application of these subjects to the dynamics and flow of complex fluids such as colloidal suspensions and ...
M. Graham
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Operator Fractional Brownian Motion and Martingale Differences
Abstract and Applied Analysis, 2014 It is well known that martingale difference sequences are very useful in applications and theory. On the other hand, the operator fractional Brownian motion as an extension of the well-known fractional Brownian motion also plays an important role in both
Hongshuai Dai +2 more
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G-Brownian Motion as Rough Paths and Differential Equations Driven by G-Brownian Motion
, 2013 The present paper is devoted to the study of sample paths of G-Brownian motion and stochastic differential equations (SDEs) driven by G-Brownian motion from the view of rough path theory.
B.M. Hambly +24 more
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Relativistic Brownian motion [PDF]
Physics Reports, 2009 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 relativity, we review, here, recent progress in the phenomenological description of relativistic diffusion processes ...
Dunkel, Jörn, Hänggi, Peter
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