Brownian particles, mind the speedcam! It is now possible to measure the instantaneous speed of a Brownian particle. Not only are these measurements of fundamental importance for statistical physics, they also open up new perspectives for the study of quantum systems. " Mind the speedcam if you want to avoid a fine! ". Brownian particles must have surely taken heed of this warning, since, until...

We have investigated and modeled the effect of interaction among magnetic particles and the magnitude and duration of external applied magnetic field on Brownian relaxation in a colloidal suspension. In the case of interacting magnetic particles, Brownian relaxation depends on the interparticle dipole-dipole interaction, which slows down the overall Brownian relaxation process of magnetic parti...

Many phylogenetic comparative methods that are currently widely used in the scientific literature assume a Brownian motion model for trait evolution, but the suitability of that model is rarely tested, and a number of important factors might affect whether this model is appropriate or not. For instance, we might expect evolutionary change in adaptive radiations to be driven by the availability ...

Near-boundary Brownian motion is a classic hydrodynamic problem of great importance in a variety of fields, from biophysics to micro-/nanofluidics. However, owing to challenges in experimental measurements of near-boundary dynamics, the effect of interfaces on Brownian motion has remained elusive. Here we report a computational study of this effect using μs-long large-scale molecular dynamics s...

In 2005, Nualart and Peccati [12] showed the so-called Fourth Moment Theorem asserting that, for a sequence of normalized multiple Wiener-Itô integrals to converge to the standard Gaussian law, it is necessary and sufficient that its fourth moment tends to 3. A few years later, Kemp et al. [8] extended this theorem to a sequence of normalized multiple Wigner integrals, in the context of the fre...

in this investigation the silicate nano structure of mcm-41 has been used for the production of nanofluid.the particles have negligible heat conductivity and therefore by their dispersion in a base fluid likewater, it is possible to study the increase of heat conductivity due to the brownian motion effects. in thiswork a suitable apparatus for the measurement of heat conductivity has been built...

We define kinetic Brownian motion on the diffeomorphism group of a closed Riemannian manifold, and prove that it provides an interpolation between hydrodynamic flow fluid Brownian-like flow.

In this paper an arbitrage strategy is constructed for the modified Black-Scholes model driven by fractional Brownian motion or by a time changed fractional Brownian motion, when the volatility is stochastic. This latter property allows the heavy tailedness of the log returns of the stock prices to be also accounted for in addition to the long range dependence introduced by the fractional Brown...