arXiv 0807.36172008-07cond-mat.stat-mechcond-mat.dis-nn

Winding Number of Fractional Brownian Motion

M. A. Rajabpour

备注：: 8 pages, published version, minor changes
发表信息：: J. Phys. A: Math. Theor. 41 (2008) 425001
DOI：: 10.1088/1751-8113/41/42/425001

英文摘要：

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. In addition we find the winding number distribution of fractal time process, i.e., time fractional Fokker-Planck equation, in the presence of finite size winding center.

机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。

阅读原文

阅读 PDF ↗

arXiv 页面 ↗HTML 原文 ↗

本文内容

英文摘要相关论文

机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。

继续探索

相关论文

Mean square winding angle of Brownian motion around an impenetrable cylinder

An exact formula is derived, as an integral, for the mean square winding angle of Brownian motion (that is, diffusion) after time t, around an infinitely long impenetrable cylinder of radius a, having started at radius R(>a) from the axis. Strikingly, for the simpler problem with a=0, the mean square winding angle around a straight line, is long known to be instantly infinite however far away the starting point lies. the fractally small, fast, random walk steps of mathematical Brownian motion allow unbounded windings around the zero thickness of the straight line. A remedy if it is required, i…

2022-01-21cond-mat.stat-mech

Winding statistics of a Brownian particle on a ring

We consider a Brownian particle moving on a ring. We study the probability distributions of the total number of turns and the net number of counter-clockwise turns the particle makes till time t. Using a method based on the renewal properties of Brownian walker, we find exact analytical expressions of these distributions. This method serves as an alternative to the standard path integral techniques which are not always easily adaptable for certain observables. For large t, we show that these distributions have Gaussian scaling forms. We also compute large deviation functions associated to thes…

2014-10-30cond-mat.stat-mech

Winding number correlation for a Brownian loop in a plane

A Brownian loop is a random walk circuit of infinitely many, suitably infinitesimal, steps. In a plane such a loop may or may not enclose a marked point, the origin, say. If it does so it may wind arbitrarily many times, positive or negative, around that point. Indeed from the (long known) probability distribution, the mean square winding number is infinite, so all statistical moments - averages of powers of the winding number - are infinity (even powers) or zero (odd powers, by symmetry). If an additional marked point is introduced at some distance from the origin, there are now two winding n…

2019-10-01cond-mat.stat-mech

Winding number of a Brownian particle on a ring under stochastic resetting

We consider a random walker on a ring, subjected to resetting at Poisson-distributed times to the initial position (the walker takes the shortest path along the ring to the initial position at resetting times). In the case of a Brownian random walker the mean first-completion time of a turn is expressed in closed form as a function of the resetting rate. The value is shorter than in the ordinary process if the resetting rate is low enough. Moreover, the mean first-completion time of a turn can be minimised in the resetting rate. At large time the distribution of winding numbers does not reach …

2021-12-14cond-mat.stat-mech

Mortal Brownian motion: three short stories

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…

2019-05-07cond-mat.stat-mech

Windings of the 2D free Rouse chain

We study long time dynamical properties of a chain of harmonically bound Brownian particles. This chain is allowed to wander everywhere in the plane. We show that the scaling variables for the occupation times T_j, areas A_j and winding angles θ_j (j=1,...,n labels the particles) take the same general form as in the usual Brownian motion. We also compute the asymptotic joint laws P({T_j}), P({A_j}), P({θ_j}) and discuss the correlations occuring in those distributions.

2000-05-09cond-mat.stat-mech

更多相关论文收起更多论文

Fractional Brownian Motion Approximation Based on Fractional Integration of a White Noise

We study simple approximations to fractional Gaussian noise and fractional Brownian motion. The approximations are based on spectral properties of the noise. They allow one to consider the noise as the result of fractional integration/differentiation of a white Gaussian noise. We study correlation properties of the approximation to fractional Gaussian noise and point to the peculiarities of persistent and anti-persistent behaviors. We also investigate self-similar properties of the approximation to fractional Brownian motion, namely, ``tH laws`` for the structure function and the range. We con…

1999-02-15cond-mat.stat-mech

Modeling Single-File Diffusion by Step Fractional Brownian Motion and Generalized Fractional Langevin Equation

Single-file diffusion behaves as normal diffusion at small time and as anomalous subdiffusion at large time. These properties can be described by fractional Brownian motion with variable Hurst exponent or multifractional Brownian motion. We introduce a new stochastic process called Riemann-Liouville step fractional Brownian motion which can be regarded as a special case of multifractional Brownian motion with step function type of Hurst exponent tailored for single-file diffusion. Such a step fractional Brownian motion can be obtained as solution of fractional Langevin equation with zero dampi…

2009-05-04cond-mat.stat-mech

SLE on doubly-connected domains and the winding of loop-erased random walks

Two-dimensional loop-erased random walks (LERWs) are random planar curves whose scaling limit is known to be a Schramm-Loewner evolution SLE_k with parameter k = 2. In this note, some properties of an SLE_k trace on doubly-connected domains are studied and a connection to passive scalar diffusion in a Burgers flow is emphasised. In particular, the endpoint probability distribution and winding probabilities for SLE_2 on a cylinder, starting from one boundary component and stopped when hitting the other, are found. A relation of the result to conditioned one-dimensional Brownian motion is pointe…

2008-03-22cond-mat.stat-mechmath-phmath.MP

Scaling Properties of Weakly Self-Avoiding Fractional Brownian Motion in One Dimension

We use an off-lattice discretization of fractional Brownian motion and a Metropolis Algorithm to determine the asymptotic scaling of this discretized fractional Brownian motion under the influence of an excluded volume as in the Edwards and Domb-Joyce models. We find a good agreement between the Flory index describing the scaling of end-to-end length with a mean field formula proposed earlier for this class of models.

2015-01-10cond-mat.stat-mechphysics.comp-ph