Brownian path

Brownian path
броуновская траектория, траектория броуновской частицы

English-russian dictionary of physics. 2013.

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  • Brownian motor — Brownian motors are nano scale or molecular devices by which thermally activated processes (chemical reactions) are controlled and used to generate directed motion in space and to do mechanical or electrical work. These tiny engines operate in an …   Wikipedia

  • Path integral formulation — This article is about a formulation of quantum mechanics. For integrals along a path, also known as line or contour integrals, see line integral. The path integral formulation of quantum mechanics is a description of quantum theory which… …   Wikipedia

  • Brownian bridge — A Brownian bridge is a continuous time stochastic process whose probability distribution is the conditional probability distribution of a Wiener process B ( t ) (a mathematical model of Brownian motion) given the condition that B (0) = B (1) = 0 …   Wikipedia

  • Fractional Brownian motion — A normalized fractional Brownian motion (denoted fBm) B^H(t) on [0,T] , Tin mathbb{R} is a continuous time Gaussian process starting at zero, with mean zero, and having the following correlation function::E [B^H(t) B^H(s)] =frac{1}{2}… …   Wikipedia

  • Functional integration — You may also be looking for functional integration (neurobiology) or functional integration (sociology). Functional integration is a collection of results in mathematics and physics where the domain of an integral is no longer a region of space,… …   Wikipedia

  • Wiener sausage — For the food sometimes called a Wiener (sausage), see hot dog or Vienna sausage. In the mathematical field of probability, the Wiener sausage is a neighborhood of the trace of a Brownian motion up to a time t , given by taking all points within a …   Wikipedia

  • Dimension function — In mathematics, the notion of an (exact) dimension function (also known as a gauge function) is a tool in the study of fractals and other subsets of metric spaces. Dimension functions are a generalisation of the simple diameter to the dimension… …   Wikipedia

  • Hausdorff measure — In mathematics a Hausdorff measure is a type of outer measure, named for Felix Hausdorff, that assigns a number in [0,∞] to each set in R n or, more generally, in any metric space. The zero dimensional Hausdorff measure is the number of points in …   Wikipedia

  • probability theory — Math., Statistics. the theory of analyzing and making statements concerning the probability of the occurrence of uncertain events. Cf. probability (def. 4). [1830 40] * * * Branch of mathematics that deals with analysis of random events.… …   Universalium

  • Random walk — A random walk, sometimes denoted RW, is a mathematical formalization of a trajectory that consists of taking successive random steps. The results of random walk analysis have been applied to computer science, physics, ecology, economics and a… …   Wikipedia

  • Wiener process — In mathematics, the Wiener process is a continuous time stochastic process named in honor of Norbert Wiener. It is often called Brownian motion, after Robert Brown. It is one of the best known Lévy processes (càdlàg stochastic processes with… …   Wikipedia


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