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We consider an n-dimensional Brownian Motion trapped inside a bounded convex set by normally-reflecting boundaries. It is well-known that this process is uniformly ergodic. However, the rates of this ergodicity are not well-understood,…

Probability · Mathematics 2022-08-04 Jackson Loper

A very fundamental geometric problem on finite systems of spheres was independently phrased by Kneser (1955) and Poulsen (1954). According to their well-known conjecture if a finite set of balls in Euclidean space is repositioned so that…

Metric Geometry · Mathematics 2011-09-29 Karoly Bezdek

We consider stochastic flow on n-dimensional Euclidean space driven by fractional Brownian motion with Hurst parameter H greater than half, and study tangent flow and the growth of the Hausdorff measure of sub-manifolds of the ambient…

Probability · Mathematics 2008-08-05 Sreekar Vadlamani

We study fluctuations of an ensemble of $N$ independent particles undergoing anomalous diffusion with random renewal resetting. The anomalous diffusion is modeled by the scaled Brownian motion (sBm): a Gaussian process, characterized by a…

Statistical Mechanics · Physics 2026-03-17 Ohad Vilk , Baruch Meerson

We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…

Probability · Mathematics 2025-12-10 Xue-Mei Li , Colin Piernot , Szymon Sobczak , Kexing Ying

We present a numerical method that consistently implements thermal fluctuations and hydrodynamic interactions to the motion of Brownian particles dispersed in incompressible host fluids. In this method, the thermal fluctuations are…

Soft Condensed Matter · Physics 2009-11-13 T. Iwashita , Y. Nakayama , R. Yamamoto

The dynamics of one and two identical spheres rolling in a nearly-levitating upflow of air obey the Langevin Equation and the Fluctuation-Dissipation Relation [Ojha et al. Nature 427, 521 (2004) and Phys. Rev. E 71, 01631 (2005)]. To probe…

Soft Condensed Matter · Physics 2007-05-23 A. R. Abate , D. J. Durian

We prove a non-central limit theorem for the symmetric weighted odd-power variations of the fractional Brownian motion with Hurst parameter H< 1/2. As applications, we study the asymptotic behavior of the trapezoidal weighted odd-power…

Probability · Mathematics 2018-05-18 David Nualart , Raghid Zeineddine

Modeling deformations of a real object is an important task in computer vision, biomedical engineering and biomechanics. In this paper, we focus on a situation where a three-dimensional object is rotationally deformed about a fixed axis,…

Statistics Theory · Mathematics 2016-06-14 Sungkyu Jung

The main results in this paper concern large and moderate deviations for the radial component of a $n$-dimensional hyperbolic Brownian motion (for $n\geq 2$) on the Poincar\'{e} half-space. We also investigate the asymptotic behavior of the…

Probability · Mathematics 2018-01-09 Valentina Cammarota , Alessandro De Gregorio , Claudio Macci

In two dimensions, the $l$-level Sierpinski gasket $\mathrm{SG}(l)$ is obtained by splitting an equilateral triangle into a collection of $l^2$ equilateral triangles of equal size and with the same total area, retaining only the $l(l+1)/2$…

Probability · Mathematics 2025-09-26 David A. Croydon , Ben Hambly , Takashi Kumagai

We consider the area of spheres centered at the distinguished point in the Brownian plane. As a function of the radius, the resulting process has continuously differentiable sample paths. Furthermore, the pair consisting of the process and…

Probability · Mathematics 2025-07-09 Jean-François Le Gall

Based on an optimal rate wavelet series representation, we derive a local modulus of continuity result with a refined almost sure upper bound for fractional Brownian motion. \sloppy The obtained upper bound of the small fractional Brownian…

Probability · Mathematics 2023-10-20 Qidi Peng , Nan Rao

We prove that the volume measure of the Brownian sphere is equal to a constant multiple of the Hausdorff measure associated with the gauge function $h(r)=r^4\log\log(1/r)$. This shows in particular that the volume measure of the Brownian…

Probability · Mathematics 2022-08-01 Jean-François Le Gall

For a convex body on the Euclidean unit sphere the spherical convex floating body is introduced. The asymptotic behavior of the volume difference of a spherical convex body and its spherical floating body is investigated. This gives rise to…

Differential Geometry · Mathematics 2014-12-01 Florian Besau , Elisabeth Werner

After thrown onto a solid substrate, very soft spherical gels bounce repeatedly. Separate rheological measurements suggest that these balls can be treated as nearly elastic. The Hertz contact deformation expected in the static (elastic)…

Condensed Matter · Physics 2009-11-10 Yoshimi Tanaka , Yoshihiro Yamazaki , Ko Okumura

We show that the uniform norm of generalized grey Brownian motion over the unit interval has an analytic density, excluding the special case of fractional Brownian motion. Our main result is an asymptotic expansion for the small ball…

Probability · Mathematics 2023-01-13 Stefan Gerhold

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…

Probability · Mathematics 2016-04-28 Zhen-Qing Chen , Shuwen Lou

We consider a Brownian particle with diffusion coefficient $D$ in a $d$-dimensional ball of radius $R$ with reflecting boundaries. We study the maximum $M_x(t)$ of the trajectory of the particle along the $x$-direction at time $t$. In the…

Statistical Mechanics · Physics 2022-06-13 Benjamin De Bruyne , Olivier Bénichou , Satya N. Majumdar , Gregory Schehr

We consider Brownian motions with one-sided collisions, meaning that each particle is reflected at its right neighbour. For a finite number of particles a Sch\"{u}tz-type formula is derived for the transition probability. We investigate an…

Mathematical Physics · Physics 2015-04-23 Patrik L. Ferrari , Herbert Spohn , Thomas Weiss