There is a close relationship between critical exponents for proa-bilities of events and fractal properties of paths of Brownian motion and random walk in two and three dimensions. Cone points, cut points, frontier points, and pioneer points for Brownian motion are examples of sets whose Hausdorr dimension can be given in terms of corresponding exponents. In the latter three cases, the exponent...

Brownian motion is the motion of a particle due to the buffeting by the molecules in a gas or liquid. The particle must be small enough that the effects of the discrete nature of matter are apparent, but large compared to the molecular scale (pollen in the early experiments, various plastic beads these days). It is a convenient example to display the residual effects of molecular noise on macro...

We study the spectrum of kinetic Brownian motion in space d×d Hermitian matrices, d≥2. show that eigenvalues stay distinct for all times, and process Λ is a diffusion (i.e. pair (Λ,Λ˙) its derivative Markovian) if only d=2. In large scale time limit, we converges to usual (Markovian) Dyson under suitable normalisation, regardless dimension.