Related papers: Matrix valued Brownian motion and a paper by Polya

Approximating a manifold-valued function from samples of input-output pairs consists of modeling the relationship between an input from a vector space and an output on a Riemannian manifold. We propose a function approximation method that…

We propose new copulae to model the dependence between two Brownian motions and to control the distribution of their difference. Our approach is based on the copula between the Brownian motion and its reflection. We show that the class of…

Using as starting point a classical integral representation of a L-function we define a familly of two variables extended functions which are eigenfunctions of a Hermitian operator (having imaginary part of zeros as eigenvalues). This…

We revise the Levy's construction of Brownian motion as a simple though still rigorous approach to operate with various Gaussian processes. A Brownian path is explicitly constructed as a linear combination of wavelet-based "geometrical…

We investigate the submanifold geometry of the orbits of Hermann actions on Riemannian symmetric spaces. After proving that the curvature and shape operators of these orbits commute, we calculate the eigenvalues of the shape operators in…

Brownian motions in the infinite-dimensional group of all unitary operators are studied under strong continuity assumption rather than norm continuity. Every such motion can be described in terms of a countable collection of independent…

Brownian motion of free particles on curved surfaces is studied by means of the Langevin equation written in Riemann normal coordinates. In the diffusive regime we find the same physical behavior as the one described by the diffusion…

This paper is divided into two independent parts. The first part presents new integral and series representations of the Riemaan zeta function. An equivalent formulation of the Riemann hypothesis is given and few results on this formulation…

The paper discusses and surveys some aspects of the potential theory of subordinate Brownian motion under the assumption that the Laplace exponent of the corresponding subordinator is comparable to a regularly varying function at infinity.…

The main result is a counterpart of the theorem of Monroe [\emph{Ann. Probability} \textbf{6} (1978) 42--56] for a geometric Brownian motion: A process is equivalent to a time change of a geometric Brownian motion if and only if it is a…

We define Bernstein-Sato polynomials for meromorphic functions and study their basic properties. In particular, we prove a Kashiwara-Malgrange type theorem on their geometric monodromies, which would be useful also in relation with the…

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…

We prove an equivalent of the Riemann hypothesis in terms of the functional equation (in its asymmetrical form) and the $a$-points of the zeta-function, i.e., the roots of the equation $\zeta(s)=a$, where $a$ is an arbitrary fixed complex…

For $d \geq 2$ let $B$ be standard $d$-dimensional Brownian motion. For any $\alpha < 1/d$ we construct an $\alpha$-H\"{o}lder continuous function $f \colon [0,1] \to \mathbb{R}^d$ so that the range of $B-f$ covers an open set. This…

At fast timescales, the self-similarity of random Brownian motion is expected to break down and be replaced by ballistic motion. So far, an experimental verification of this prediction has been out of reach due to a lack of instrumentation…

A graduate level textbook on the interplay between complex analysis and Brownian motion.

In this paper we extend our previous results on wrapping Brownian motion and heat kernels onto compact Lie groups to various symmetric spaces, where a global generalisation of Rouvi\`ere's formula and the $e$-function are considered.…

Brownian motions on a metric graph are defined. Their generators are characterized as Laplace operators subject to Wentzell boundary at every vertex. Conversely, given a set of Wentzell boundary conditions at the vertices of a metric graph,…

This work proposes a method for the two-dimensional simulation of Brownian particles in a fluid with restrictions. The method is based on simple numerical rules between two matrices. One of the matrix represent the identification of all…

Brownian motion of single particles with various masses M and diameters D is studied by molecular dynamics simulations. Besides the momentum auto-correlation function of the Brownian particle the memory function and the fluctuating force…