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We use holographic techniques to study the zero-temperature limit of dissipation for a Brownian particle moving in a strongly coupled CFT at finite temperature in various space-time dimensions. The dissipative term in the boundary theory for , with held small and fixed, does not match the same at , . Thus the limit is not smooth for . This phenomenon appears to be related to a confinement-deconfinement phase transition at in the field theory.

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