Related papers: Matrix valued Brownian motion and a paper by Polya
We give a short probabilistic (a Brownian motion) proof of the Riemann hypothesis based on some surprising, unexpected and deep algebraic conjecture (MAC in short) concerning the relation between the Riemann zeta $\xi$ and a trivial zeta…
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…
Brownian motions, martingales, and Wiener processes are introduced and studied for set valued functions taking values in the subfamily of compact convex subsets of arbitrary Banach space $X$. The present paper is an application of one the…
The invariance properties of Brownian motion are investigated and revisited within a recent Lie symmetry approach to stochastic differential equations. Some notable properties of the process can be recovered by a related integration by…
We prove eigenvalue processes from dynamical random matrix theory including Dyson Brownian motion, Wishart process, and Dynkin's Brownian motion of ellipsoids are results of projecting Brownian motion through Riemannian submersions induced…
Since the introduction of Dyson's Brownian motion in early 1960's, there have been a lot of developments in the investigation of stochastic processes on the space of Hermitian matrices. Their properties, especially, the properties of their…
We construct Brownian motion on a wide class of metric spaces similar to graphs, and show that its cover time admits an upper bound depending only on the length of the space.
This paper reviews known results which connect Riemann's integral representations of his zeta function, involving Jacobi's theta function and its derivatives, to some particular probability laws governing sums of independent exponential…
In the first part we present the number theoretical properties of the Riemann zeta function and formulate the Riemann Hypothesis. In the second part we review some physical problems related to this hypothesis: the links with Random Matrix…
The Riemann Hypothesis is reformulated as statements about eigenvalues of some matrices entries of which are defined via Taylor coefficient of the zeta function. These eigenvalues demonstrate interesting visual patterns allowing one to…
We present an interesting connection between Brownian motion and magnetism. We use this to determine the distribution of areas enclosed by the path of a particle diffusing on a sphere. In addition, we find a bound on the free energy of an…
This work contributes to the study of the non-trivial roots of the Riemann zeta function. In view of the Hilbert-Polya conjecture a series of self-adjoint operators on a Hilbert space is constructed whose eigenvalues approximate these…
We study the spectrum of the kinetic Brownian motion in the space of $d\times d$ Hermitian matrices, $d\geq2$. We show that the eigenvalues stay distinct for all times, and that the process $\Lambda$ of eigenvalues is a kinetic diffusion…
The motion in the complex plane of the zeros to various zeta functions is investigated numerically. First the Hurwitz zeta function is considered and an accurate formula for the distribution of its zeros is suggested. Then functions which…
We continue to investigate the physical interpretation of the Riemann zeta function as a FZZT brane partition function associated with a matrix/gravity correspondence begun in arxiv:0708.0645. We derive the master matrix of the $(2,1)$…
We describe in detail the history of Brownian motion, as well as the contributions of Einstein, Sutherland, Smoluchowski, Bachelier, Perrin and Langevin to its theory. The always topical importance in physics of the theory of Brownian…
We review some recent results on connections between Brownian motion, Whittaker functions, random matrices and representation theory.
We prove that minimal graphs (other than planes) are parabolic in the sense that any bounded harmonic function is determined by its boundary values. The proof relies on using the coupling introduced in the author's earlier paper "A…
We present a study of the distance between a Brownian motion and a submanifold of a complete Riemannian manifold. We include a variety of results, including an inequality for the Laplacian of the distance function derived from a Jacobian…
We present a modified Brownian motion model for random matrices where the eigenvalues (or levels) of a random matrix evolve in "time" in such a way that they never cross each other's path. Also, owing to the exact integrability of the level…