Related papers: Potential theory of infinite dimensional L\'evy pr…
We give a sufficient condition under which the time-marginal law of $\mu$-reversible infinite interacting Brownian motions is characterised as the steepest gradient descent of the relative entropy in the Wasserstein space in the sense of…
We analyze confining mechanisms for L\'evy flights evolving under an influence of external potentials. Given a stationary probability density function (pdf), we address the reverse engineering problem: design a jump-type stochastic process…
Let $M$ and $\tau$ be the supremum and its time of a L\'evy process $X$ on some finite time interval. It is shown that zooming in on $X$ at its supremum, that is, considering $((X_{\tau+t\varepsilon}-M)/a_\varepsilon)_{t\in\mathbb R}$ as…
We develop potential theory for $m$-subharmonic functions with respect to a Hermitian metric on a Hermitian manifold. First, we show that the complex Hessian operator is well-defined for bounded functions in this class. This allows to…
We investigate the nonequilibrium dynamics of spherical active Brownian particles in three spatial dimensions that interact via a pair potential. The investigation is based on a predictive local field theory that is derived by a rigorous…
In this paper, we study some potential theoretic aspects of the eikonal and infinity Laplace operator on a Finsler manifold $M$. Our main result shows that the forward completeness of $M$ can be detected in terms of Liouville properties and…
We consider matrix-valued stochastic processes known as isotropic Brownian motions, and show that these can be solved exactly over complex fields. While these processes appear in a variety of questions in mathematical physics, our main…
One of the unexplored benefits of studying layer potentials on smooth, closed hypersurfaces of Euclidean space is the factorization of the Neumann-Poincar\'e operator into a product of two self-adjoint transforms. Resurrecting some…
Let $Z$ be a subordinate Brownian motion in ${\mathbb R}^d$, $d\ge 2$, via a subordinator with Laplace exponent $\phi$. We kill the process $Z$ upon exiting a bounded open set $D\subset {\mathbb R}^d$ to obtain the killed process $Z^D$, and…
In this paper, we consider the smooth map from a Riemannian manifold to the standard Euclidean space and the p-Ginzburg-Landau energy. Under suitable curvature conditions on the domain manifold, some Liouville type theorems are established…
In this paper, we study an approximation scheme for L\'evy processes with drift in terms of a representation that is akin to the celebrated Mehler formula for L\'evy-Ornstein-Uhlenbeck processes. The approximation scheme is based on a…
This work deals with the overdamped motion of a particle in a fluctuating one-dimensional periodic potential. If the potential has no inversion symmetry and its fluctuations are asymmetric and correlated in time, a net flow can be generated…
We consider the two-matrix model with potentials whose derivative are arbitrary rational function of fixed pole structure and the support of the spectra of the matrices are union of intervals (hard-edges). We derive an explicit formula for…
We provide a probabilistic approach to studying minimal surfaces in three-dimensional Euclidean space. Following a discussion of the basic relationship between Brownian motion on a surface and minimality of the surface, we introduce a way…
We develop a notion of capacity for the Drury-Arveson space $H^2_d$ of holomorphic functions on the Euclidean unit ball. We show that every function in $H^2_d$ has a non-tangential limit (in fact Kor\'anyi limit) at every point in the…
We handle divergent {\epsilon} expansions in different universality classes derived from modified Landau-Wilson Hamiltonian. Landau-Wilson Hamiltonian can cater for describing critical phenomena on a wide range of physical systems which…
In our previous work, we introduced a new class of bounded potentials of the one-dimensional Schr\"odinger operator on the real axis, and a corresponding family of solutions of the KdV hierarchy. These potentials, which we call primitive,…
A dual pair formulation for asymmetric locally convex spaces is developed that strictly generalises the ordinary vector space setting. The concept of a polar topology carries over to the asymmetric case and some familiar results are…
On any metric space, I provide an intrinsic characterization of those complex-valued functions which are uniform limits of Lipschitz functions. There are applications to function theory on complete Riemannian manifolds and, in particular,…
Veestraeten [1] recently derived inverse Laplace transforms for Laplace transforms that contain products of two parabolic cylinder functions by exploiting the link between the parabolic cylinder function and the transition density and…