Related papers: Loop-Erasure of Plane Brownian Motion
It is well known that there are close connections between non-intersecting processes in one dimension and random matrices, based on the reflection principle. There is a generalisation of the reflection principle for more general (e.g.…
Elastic confinements are an important component of many biological systems and dictate the transport properties of suspended particles under flow. In this chapter, we review the Brownian motion of a particle moving in the vicinity of a…
It is shown how to construct a successful co-adapted coupling of two copies of an $n$-dimensional Brownian motion $(B_1,...,B_n)$ while simultaneously coupling all corresponding copies of L\'{e}vy stochastic areas $\int B_i dB_j-\int B_j…
We construct optimal Markov couplings of L\'{e}vy processes, whose L\'evy (jump) measure has an absolutely continuous component. The construction is based on properties of subordinate Brownian motions and the coupling of Brownian motions by…
We study exclusion processes on the integer lattice in which particles change their velocities due to stickiness. Specifically, whenever two or more particles occupy adjacent sites, they stick together for an extended period of time, and…
Two random processes X and Y on a metric space are said to be $\varepsilon$-shy coupled if there is positive probability of them staying at least a positive distance $\varepsilon$ apart from each other forever. Interest in the literature…
We raise a question on whether a dynamical system driven by Markov process is Markovian, for which we are able to propose a criterion and examples of positive case. This investigation leads us to develop (i) a general construction of…
We show that the dimension of the exit distribution of planar partially reflected Brownian motion can be arbitrarily close to 2.
In this paper we consider the natural random walk on a planar graph and scale it by a small positive number $\delta$. Given a simply connected domain $D$ and its two boundary points $a$ and $b$, we start the scaled walk at a vertex of the…
Constitutive tensors are of common use in mechanics of materials. To determine the relevant symmetry class of an experimental tensor is still a tedious problem. For instance, it requires numerical methods in three-dimensional elasticity. We…
In this work we show that (real space) curvature in the geometry of curved waveguides with Rashba spin orbit interaction (RSOI) can lead to out of plane spin accumulations. We first derive the RSOI Hamiltonian on arbitrarily curved…
We prove that the scaling limit of loop-erased random walk in a simply connected domain $D$ is equal to the radial SLE(2) path in $D$. In particular, the limit exists and is conformally invariant. It follows that the scaling limit of the…
For random collections of self-avoiding loops in two-dimensional domains, we define a simple and natural conformal restriction property that is conjecturally satisfied by the scaling limits of interfaces in models from statistical physics.…
The Brownian excursion measure is a conformally invariant infinite measure on curves. It figured prominently in one of the first major applications of SLE, namely the explicit calculations of the planar Brownian intersection exponents from…
We develop a theory of thermal fluctuations of spin density emerging in a two-dimensional electron gas. The spin fluctuations probed at spatially separated spots of the sample are correlated due to Brownian motion of electrons and spin-obit…
Non-relativistic particles that are effectively confined to two dimensions can in general move on curved surfaces, allowing dynamical phenomena beyond what can be described with scalar potentials or even vector gauge fields. Here we…
In this research announcement, we show that SLE curves can in fact be viewed as boundaries of certain simple Poissonian percolation clusters: Recall that the Brownian loop-soup (introduced in the paper arxiv:math.PR/0304419 with Greg…
It is shown that in core-radius cutoff regularized simplified elasticity (where the elastic energy depends quadratically on the full displacement gradient rather than its symmetrized version), the force on a dislocation curve by the…
For refracted skew Brownian motion (skew Brownian motion with two-valued drift), adopting a perturbation approach we find expressions of its potential densities. As applications, we recover its transition density and study its long-time…
For every bounded planar domain $D$ with a smooth boundary, we define a `Lyapunov exponent' $\Lambda(D)$ using a fairly explicit formula. We consider two reflected Brownian motions in $D$, driven by the same Brownian motion (i.e., a…