Functionals of Brownian motion, localization and metric graphs

DOI10.1088/0305-4470/38/37/R01zbMATH Open1077.82012arXivcond-mat/0504513OpenAlexW2137708363MaRDI QIDQ5705337FDOQ5705337

Jean Desbois, Christophe Texier, Alain Comtet

Publication date: 8 November 2005

Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Abstract: We review several results related to the problem of a quantum particle in a random environment. In an introductory part, we recall how several functionals of the Brownian motion arise in the study of electronic transport in weakly disordered metals (weak localization). Two aspects of the physics of the one-dimensional strong localization are reviewed : some properties of the scattering by a random potential (time delay distribution) and a study of the spectrum of a random potential on a bounded domain (the extreme value statistics of the eigenvalues). Then we mention several results concerning the diffusion on graphs, and more generally the spectral properties of the Schr"odinger operator on graphs. The interest of spectral determinants as generating functions characterizing the diffusion on graphs is illustrated. Finally, we consider a two-dimensional model of a charged particle coupled to the random magnetic field due to magnetic vortices. We recall the connection between spectral properties of this model and winding functionals of the planar Brownian motion.

Full work available at URL: https://arxiv.org/abs/cond-mat/0504513

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zbMATH Keywords

Brownian motiondisordered systemsquantum graphsweak localizationspectral determinantsquantum transport processes

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to statistical mechanics (82-02) Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics (82C41) Dynamics of disordered systems (random Ising systems, etc.) in time-dependent statistical mechanics (82C44) Transport processes in time-dependent statistical mechanics (82C70) Statistical mechanics of semiconductors (82D37)

Cited In (24)

• Holonomy of the planar Brownian motion in a Poisson punctured plane
• One-dimensional disordered quantum mechanics and Sinai diffusion with random absorbers
• Scattering matrices of regular coverings of graphs
• Feynman-Kac equation for Brownian non-Gaussian polymer diffusion
• On distributions of functionals of anomalous diffusion paths
• On Lerch's transcendent and the Gaussian random walk
• Harmonic functions of Brownian motions on metric graphs
• Superconvergence analysis of anisotropic finite element method for the time fractional substantial diffusion equation with smooth and nonsmooth solutions
• The scattering matrix with respect to an Hermitian matrix of a graph
• Wigner–Smith matrix, exponential functional of the matrix Brownian motion and matrix Dufresne identity
• First-passage functionals for Ornstein–Uhlenbeck process with stochastic resetting
• Exponential concentration of cover times
• On certain functionals of the maximum of Brownian motion and their applications
• Distribution of the time at which the deviation of a Brownian motion is maximum before its first-passage time
• VIBRATION SPECTRA OF FINITELY RAMIFIED, SYMMETRIC FRACTALS
• Matrix Kesten recursion, inverse-Wishart ensemble and fermions in a Morse potential
• A second-order difference scheme for the time fractional substantial diffusion equation
• Exponential number of equilibria and depinning threshold for a directed polymer in a random potential
• Weighted scattering matrices of regular coverings of graphs
• Large deviations for the density and current in non-equilibrium-steady-states on disordered rings
• Universal first-passage properties of discrete-time random walks and Lévy flights on a line: statistics of the global maximum and records
• Some weighted Bartholdi zeta function of a digraph
• Fluctuations of the product of random matrices and generalized Lyapunov exponent
• Effective Langevin equations for constrained stochastic processes

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