ﻻ يوجد ملخص باللغة العربية
Mortality introduces an intrinsic time scale into the scale-invariant Brownian motion. This fact has important consequences for different statistics of Brownian motion. Here we are telling three short stories, where spontaneous death, such as radioactive decay, puts a natural limit to lifetime achievements of a Brownian particle. In story 1 we determine the probability distribution of a mortal Brownian particle (MBP) reaching a specified point in space at the time of its death. In story 2 we determine the probability distribution of the area $A=int_0^{T} x(t) dt$ of a MBP on the line. Story 3 addresses the distribution of the winding angle of a MBP wandering around a reflecting disk in the plane. In stories 1 and 2 the probability distributions exhibit integrable singularities at zero values of the position and the area, respectively. In story 3 a singularity at zero winding angle appears only in the limit of very high mortality. A different integrable singularity appears at a nonzero winding angle. It is inherited from the recently uncovered singularity of the short-time large-deviation function of the winding angle for immortal Brownian motion.
Brownian motion has played important roles in many different fields of science since its origin was first explained by Albert Einstein in 1905. Einsteins theory of Brownian motion, however, is only applicable at long time scales. At short time scales
Fractional Brownian motion is a non-Markovian Gaussian process indexed by the Hurst exponent $Hin [0,1]$, generalising standard Brownian motion to account for anomalous diffusion. Functionals of this process are important for practical applications a
We find the exact winding number distribution of Riemann-Liouville fractional Brownian motion for large times in two dimensions using the propagator of a free particle. The distribution is similar to the Brownian motion case and it is of Cauchy type.
We study the effects of an intermittent harmonic potential of strength $mu = mu_0 u$ -- that switches on and off stochastically at a constant rate $gamma$, on an overdamped Brownian particle with damping coefficient $ u$. This can be thought of as a
We investigate the dynamics of quantum particles in a ratchet potential subject to an ac force field. We develop a perturbative approach for weak ratchet potentials and force fields. Within this approach, we obtain an analytic description of dc curre