# Tagged Questions

Questions related to Brownian motion, a continuous stochastic process denoted by $W_t$, $t\geq 0$, with independent increments, such that $W(t)-W(s)$ is normally distributed, with $0$ mean and variance $t-s$.

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### Correlated brownian motions and Lévy's theorem

$W^{(1)}_t$ and $W^{(2)}_t$ are two independent Brownian motions. How can I use Lévy's Theorem to show that $$W_t:=\rho W^{(1)}_t+\sqrt{(1-\rho^2)} W^{(2)}_t,$$ is also a Brownian motion for a given ...
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### Can Fluctuation-Dissipation Theorem Apply to Magnetic Forces in Multi-Spin Systems [closed]

Let's say I have multiple spin systems (atoms in a protein) in a solution of water and the spin systems are all producing a magnetic field $\mathrm{B_{loc}}$ that affects nearby spin systems. Will the ...
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### Distribution of marginal Wiener process.

Let $(W^1,W^2)$ be a two-dimensional Wiener process with correlation $\rho$. Let $\mathcal{F}^1_t$ be the filtration generated by $W^1$ up to $t$. I would intuitively think that for $h$ measurable ...
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### $(B_t)_{t\ge 0}$ be Brownian motion. Then $\xi \mapsto \mathbb E e^{i\xi B_t}$ is an analytic function. [on hold]

Let $(B_t)_{t\ge 0}$ be a one-dimensional Brownian motion. Then $\xi \mapsto \mathbb E e^{i\xi B_t} \; \text{for all} \; t\ge 0, \xi \in \mathbb{R}$ is an analytic function. A more general question ...
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### Confusion about the average distance traveled on a $1$D random walk

The average absolute distance on a one dimensional random walk is supposed to be $\sqrt{n}$. Where $n$ steps are taken from the origin or $n$ is the time. I don't have an intuitive understanding or ...