Brownian half-plane excursion and critical Liouville quantum gravity
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The underlying goal of this Master's thesis is of laying down, in so far as possible, the foundations for later work in Geometric Stochastic Mechanics. The first part is a presentation of symplectic reduction, going through the momentum map and culminating ...
This work is a study of three interacting particle systems that are modified versions of the contact process. The contact process is a spin system defined on a graph and is commonly taken as a model for the spread of an infection in a population; transmiss ...
This thesis describes measurements of Brownian motion of a colloidal particle using optical trapping. Two aspects are investigated: (i) influence of inertial effects on Brownian motion, and (ii) effect of the optical trap on Brownian motion. The first part ...
Thermal position fluctuations of a colloidal particle in an optical trap are measured with microsecond resolution using back-focal-plane interferometry. The mean-square displacement MSD(t) and power spectral density are in excellent agreement with the theo ...
We have developed an in situ method to calibrate optical tweezers experiments and simultaneously measure the size of the trapped particle or the viscosity of the surrounding fluid. The positional fluctuations of the trapped particle are recorded with a hig ...
The topic of this thesis is the study of several stochastic control problems motivated by sailing races. The goal is to minimize the travel time between two locations, by selecting the fastest route in face of randomly changing weather conditions, such as ...
At timescales once deemed immeasurably small by Einstein, the random movement of Brownian particles in a liquid is expected to be replaced by ballistic motion. So far, an experimental verification of this prediction has been out of reach due to a lack of i ...
Observation of the Brownian motion of a small probe interacting with its environment provides one of the main strategies for characterizing soft matter. Essentially, two counteracting forces govern the motion of the Brownian particle. First, the particle i ...
In this paper, we present a quantitative, trajectory-based method for calibrating stochastic motion models of water-floating robots. Our calibration method is based on the Correlated Random Walk (CRW) model, and consists in minimizing the Kolmogorov-Smirno ...
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Let X = {X(t); t ∈ RN} be a (N,d) fractional Brownian motion in Rd of index H ∈ (0,1). We study the local time of X for all temporal dimensions N and spatial dimensions d for which local time exist. We obtain two main results : R1. If we denote by Lx(I) th ...