Cover Image

Infinite ergodicity for geometric Brownian motion

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Giordano, Stefano, Cleri, Fabrizio, Blossey, Ralf
Format:	Preprint
Published:	2022
Subjects:	Statistical Mechanics Mathematical Physics Probability
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Short-time expansion of one-dimensional Fokker-Planck equations with heterogeneous diffusion
by: Dupont, Tom, et al.
Published: (2024)

Generalized Geometric Brownian motion and the Infinite Ergodicity concept
by: Giordano, S., et al.
Published: (2026)

Resetting Dyson Brownian motion
by: Biroli, Marco, et al.
Published: (2025)

Scaled Brownian motion with random anomalous diffusion exponent
by: Woszczek, Hubert, et al.
Published: (2024)

Riemann-Liouville fractional Brownian motion with random Hurst exponent
by: Woszczek, Hubert, et al.
Published: (2024)

Finite-time blowup of a Brownian particle in a repulsive potential
by: Krapivsky, P. L., et al.
Published: (2025)

Short-time blowup statistics of a Brownian particle in repulsive potentials
by: Meerson, Baruch
Published: (2025)

$\mathbb{H}^{2|2}$-model and Vertex-Reinforced Jump Process on Regular Trees: Infinite-Order Transition and an Intermediate Phase
by: Wildemann, Peter, et al.
Published: (2023)

Infinite ergodic theory and Non-extensive entropies
by: Gaggero-Sager, L. M., et al.
Published: (2010)

Explicit noise and dissipation operators for quantum stochastic thermodynamics
by: Giordano, Stefano, et al.
Published: (2025)

The effective diffusion constant of stochastic processes with spatially periodic noise
by: Giordano, Stefano, et al.
Published: (2024)

Large deviations of spectral determinants of matrix-valued random Schrödinger operators and Dyson Brownian motion in cubic potentials
by: Fyodorov, Yan, et al.
Published: (2025)

Boundary operators in the Brownian loop soup
by: Camia, Federico, et al.
Published: (2026)

A martingale approach to time-dependent and time-periodic linear response in Markov jump processes
by: Faggionato, Alessandra, et al.
Published: (2022)

Markov duality and Bethe ansatz formula for half-line open ASEP
by: Barraquand, Guillaume, et al.
Published: (2022)

Dynamical phase transition for the homogeneous multi-component Curie-Weiss-Potts model
by: Mun, Kyunghoo
Published: (2022)

Fixed Points and Universality Classes in Coupled Kardar-Parisi-Zhang Equations
by: Roy, Dipankar, et al.
Published: (2025)

Multispecies totally asymmetric simple exclusion process with long-range swap
by: Lee, Eunghyun
Published: (2025)

Liquid-vapor transition in a model of a continuum particle system with finite-range modified Kac pair potential
by: He, Qidong, et al.
Published: (2025)

Large deviations of the largest eigenvalue for deformed GOE/GUE random matrices via replica
by: Doussal, Pierre Le
Published: (2025)

Linear statistics at the microscopic scale for the 2D Coulomb gas
by: Doussal, Pierre Le, et al.
Published: (2025)

Pfaffian Transition Probability and Correlation Kernel of TASEP in Half-space
by: de Gier, Jan, et al.
Published: (2025)

Universality in coupled stochastic Burgers systems with degenerate flux Jacobian
by: Roy, Dipankar, et al.
Published: (2024)

Logarithmic Spectral Distribution of a non-Hermitian $β$-Ensemble
by: Akemann, Gernot, et al.
Published: (2025)

A discontinuous percolation phase transition on the hierarchical lattice
by: Bäumler, Johannes, et al.
Published: (2025)

Finite-time trajectorial estimates for inhomogeneous random walks
by: Ott, Sébastien, et al.
Published: (2025)

Exact solution of three-point functions in critical loop models
by: Ang, Morris, et al.
Published: (2026)

Multiscale analysis of the conductivity in the Lorentz mirrors model
by: Lefevere, Raphael
Published: (2025)

Critical speeding-up in dynamical percolation
by: Elci, Eren Metin, et al.
Published: (2024)

Evaluation of integrals for the emptiness formation probability in the square-ice model
by: Colomo, Filippo, et al.
Published: (2024)

Siegmund duality for physicists: a bridge between spatial and first-passage properties of continuous and discrete time stochastic processes
by: Guéneau, Mathis, et al.
Published: (2024)

Large time cumulants of the KPZ equation on an interval
by: Barraquand, Guillaume, et al.
Published: (2025)

The number of minima in random landscapes generated by constrained random walk and Lévy flights: universal properties
by: Kundu, Anupam, et al.
Published: (2024)

Solvable stationary non equilibrium states
by: Carinci, Gioia, et al.
Published: (2023)

Universality in the number variance and counting statistics of the real and symplectic Ginibre ensemble
by: Akemann, Gernot, et al.
Published: (2023)

Ornstein-Zernike behavior for Ising models with infinite-range interactions
by: Aoun, Yacine, et al.
Published: (2021)

Moderate-to-large deviation asymptotics for real eigenvalues of the elliptic Ginibre matrices
by: Byun, Sung-Soo, et al.
Published: (2025)

Dissipative Spectral Form Factor of the Complex Elliptic Ginibre Ensemble across Various Non-Hermiticity Regimes
by: Akemann, Gernot, et al.
Published: (2026)

Derivative relations for determinants, Pfaffians and characteristic polynomials in random matrix theory
by: Akemann, Gernot, et al.
Published: (2026)

A large deviation principle for the multispecies stirring process
by: Casini, Francesco, et al.
Published: (2024)