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We introduce a family of two-dimensional reflected random walks in the positive quadrant and study their Martin boundary. While the minimal boundary is systematically equal to a union of two points, the full Martin boundary exhibits an…
In this paper, we will focus - in dimension one - on the SDEs of the type dX_t=s(X_t)dB_t+b(X_t)dt where B is a fractional Brownian motion. Our principal motivation is to describe one of the simplest theory - from our point of view -…
We prove the existence of nontrivial unbounded domains $\O$ in the Euclidean space $\R^d$ for which the Dirichlet eigenvalue problem for the Laplacian on $\Omega$ admits sign-changing eigenfunctions with constant Neumann values on $\partial…
This paper is the second of a series devoted to the study of the dynamics of the spectrum of large random matrices. We study general extensions of the partial differential equation arising to characterize the limit spectral measure of the…
The ability of deep networks to learn superior representations hinges on leveraging the proper inductive biases, considering the inherent properties of datasets. In tabular domains, it is critical to effectively handle heterogeneous…
Denoising diffusion models are a novel class of generative algorithms that achieve state-of-the-art performance across a range of domains, including image generation and text-to-image tasks. Building on this success, diffusion models have…
In the setting of finite reflection groups, we prove that the projection of a Brownian motion onto a closed Weyl chamber is another Brownian motion normally reflected on the walls of the chamber. Our proof is probabilistic and the…
In this paper, we discuss estimates of transition densities of subordinate Brownian motions in open subsets of Euclidean space. When $D$ is a $C^{1,1}$ domain, we establish sharp two-sided estimates for the transition densities of a large…
We introduce the notion of {\bf a}-walk $S(n)=a_1 X_1+\dots+a_n X_n$, based on a sequence of positive numbers ${\bf a}=(a_1,a_2,\dots)$ and a Rademacher sequence $X_1,X_2,\dots$. We study recurrence/transience (properly defined) of such…
The mechanism of recombination of intersecting D-branes is investigated within the framework of effective tachyon field theory. We regard the branes as the kink-type tachyon condensed states and use the effective two-tachyon Lagrangian to…
In this paper we introduce and study Brownian motion on state spaces with varying dimension. Starting with a concrete case of such state spaces that models a big square with a flag pole, we construct a Brownian motion on it and study how…
Let $\{u(t\,, x)\}_{(t, x)\in \mathbb{R}_+\times \mathbb{R}}$ be the density of one-dimensional super-Brownian motion starting from Lebesgue measure. Using the Laplace functional of super-Brownian motion, we prove that as $N\to \infty$, the…
In theories with branes, bulk fields get in general divergent corrections localized on these defects. Hence, the corresponding brane terms are renormalized and should be included in the effective theory from the very beginning. We review…
The transform considered in the paper averages a function supported in a ball in $\RR^n$ over all spheres centered at the boundary of the ball. This Radon type transform arises in several contemporary applications, e.g. in thermoacoustic…
A six-dimensional reversible normal form system occurs in B{\'e}nard-Rayleigh convection between parallel planes, when we look for domain walls intersecting orthogonally (see Buffoni et al [1]). On the truncated system, we prove…
We consider random flights in $\mathbb{R}^d$ reflecting on the surface of a sphere $\mathbb{S}^{d-1}_R,$ with center at the origin and with radius $R,$ where reflection is performed by means of circular inversion. Random flights studied in…
We offer an alternative viewpoint on Dyson's original paper regarding the application of Brownian motion to random matrix theory (RMT). In particular we show how one may use the same approach in order to study the stochastic motion in the…
In two lectures, we overview the renormalon and renormalon-related techniques and their phenomenological applications. We begin with a single renormalon chain which is a well defined and systematic way to specify the character of…
Let $\tau_{D}(Z) $ be the first exit time of iterated Brownian motion from a domain $D \subset \RR{R}^{n}$ started at $z\in D$ and let $P_{z}[\tau_{D}(Z) >t]$ be its distribution. In this paper we establish the exact asymptotics of…
We revisit the phenomenon where, for certain domains $D$, if the squeezing function $s_D$ extends continuously to a point $p\in \partial{D}$ with value $1$, then $\partial{D}$ is strongly pseudoconvex around $p$. In $\mathbb{C}^2$, we…