  Using the gauge/gravity correspondence, we study the dynamics of a heavy
quark in two strongly-coupled systems at finite temperature: Super-Yang-Mills
in the presence of a magnetic field and non-commutative Super-Yang-Mills. In
the former, our results agree qualitatively with the expected behavior from
weakly-coupled theories. In the latter, we propose a Langevin equation that
accounts for the effects of non-commutativity and we find new interesting
features. The equation resembles the structure of Brownian motion in the
presence of a magnetic field and implies that the fluctuations along
non-commutative directions are correlated. Moreover, our results show that the
viscosity is smaller than the commutative case and that the diffusion
properties of the quark are unaffected by non-commutativity. Finally, we
compute the random force autocorrelator and verify that the
fluctuation-dissipation theorem holds in the presence of non-commutativity.
