Path probability for a Brownian motion

Autor: CongJie Ou, WenPing Bi, Florent Calvayrac, Cyril Pujos, Qiuping Alexandre Wang, Tongling Lin
Rok vydání: 2011
Předmět:
Zdroj: Chinese Science Bulletin. 56:3736-3740
ISSN: 1861-9541
1001-6538
Popis: This work reports on numerical simulations of Brownian motion in the non-dissipative limit. The objective was to prove the existence of path probability and to compute probability values for some sample paths. By simulating a large number of particles moving from point to point under Gaussian noise and conservative forces, we numerically determine that the path probability decreases exponentially with increasing Lagrangian action of the paths.
Databáze: OpenAIRE
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