Related papers: Brownian motion with variable drift: 0-1 laws, hit…

The notions of Hausdorff and Fourier dimensions are ubiquitous in harmonic analysis and geometric measure theory. It is known that any hypersurface in $\mathbb{R}^{d+1}$ has Hausdorff dimension $d$. However, the Fourier dimension depends on…

Let $u$ be a positive harmonic function in the unit ball $B_1 \subset \mathbb{R}^n$ and let $\mu$ be the boundary measure of $u$. Consider a point $x\in \partial B_1$ and let $n(x)$ denote the unit normal vector at $x$. Let $\alpha$ be a…

Let $A$ be a complex Banach space with a norm $\|f\|=\|f\|_X+\|d(f)\|_Y$ for $f\in A$, where $d$ is a complex linear map from $A$ onto a Banach space $B$, and $\|\cdot\|_K$ represents the supremum norm on a compact Hausdorff space $K$. In…

Given a fractional Brownian motion \,\,$(B_{t}^{H})_{t\geq 0}$,\, with Hurst parameter \,$> 1/2$\,\,we study the properties of all solutions of \,\,: {equation} X_{t}=B_{t}^{H}+\int_0^t X_{u}d\mu(u), \;\; 0\leq t\leq 1{equation} A different…

We investigate first and second order fluctuations of additive functionals of a fractional Brownian motion (fBm) of the form \begin{align}\label{eq:abstractmain} Z_n=\left\{\int_{0}^{t}f(n^{H}(B_{s}-\lambda))ds\ ; t\geq 0 \right\}…

Consider the motion of a Brownian particle in three dimensions, whose two spatial coordinates are standard Brownian motions with zero drift, and the remaining (unknown) spatial coordinate is a standard Brownian motion with a non-zero drift.…

In this paper we prove a large deviation principle for the empirical drift of a one-dimensional Brownian motion with self-repellence called the Edwards model. Our results extend earlier work in which a law of large numbers, respectively, a…

For a C^{1+\alpha} diffeomorphism f preserving a hyperbolic ergodic SRB measure \mu, Katok's remarkable results assert that \mu can be approximated by a sequence of hyperbolic sets \{\Lambda_n\}_{n\geq1}. In this paper, we prove the…

We mainly establish a monotonicity property between some special Riemann sums of a convex function $f$ on $[a,b]$, which in particular yields that $\frac{b-a}{n+1}\sum_{i=0}^n f\left(a+i\frac{b-a}{n}\right)$ is decreasing while…

We consider exponential functionals of a multi-dimensional Brownian motion with drift, defined via a collection of linear functionals. We give a characterization of the Laplace transform of their joint law as the unique bounded solution, up…

Let X^{1}, X^{2} be two independent (two-sided) fractional Brownian motions having the same Hurst parameter H in (0,1), and let Y be a standard (one-sided) Brownian motion independent of (X^{1},X^{2}). In dimension 2, fractional Brownian…

Let $f: [0,1]^d \rightarrow \mathbb{R}$ be a continuous function with zero mean and interpret $f_{+} = \max(f, 0)$ and $f_{-} = -\min(f, 0)$ as the densities of two measures. We prove that if the cost of transport from $f_{+}$ to $f_{-}$ is…

We consider subsets of the (symbolic) sequence space that are invariant under the action of the semigroup of multiplicative integers. A representative example is the collection of all 0-1 sequences $(x_k)$ such that $x_k x_{2k}=0$ for all…

We study the large deviation rate functional for the empirical distribution of independent Brownian particles with drift. In one dimension, it has been shown by Adams, Dirr, Peletier and Zimmer that this functional is asymptotically…

We study the motion of a stochastic string in the background of a BTZ black hole. In the 1+1 dimensional boundary theory this corresponds to a very heavy external particle (e.g, a quark), interacting with the fields of a CFT at finite…

For each irrational $\alpha\in[0,1)$ we construct a continuous function $f\: [0,1)\to \R$ such that the corresponding cylindrical transformation $[0,1)\times\R \ni (x,t) \mapsto (x+\alpha, t+ f(x)) \in [0,1)\times\R$ is transitive and the…

Within the Kardar-Parisi-Zhang universality class, the space-time Airy sheet is conjectured to be the canonical scaling limit for last passage percolation models. In recent work arXiv:1812.00309 of Dauvergne, Ortmann, and Vir\'ag, this…

The original density is 1 for $t\in (0,1)$, $b$ is an integer base ($b\geq 2$%), and $p\in (0,1)$ is a parameter. The first construction stage divides the unit interval into $b$ subintervals and multiplies the density in each subinterval by…

We show that with probability 1, the trace B[0,1] of Brownian motion in space, has positive capacity with respect to exactly the same kernels as the unit square. More precisely, the energy of occupation measure on B[0,1] in the kernel…

Let $A_t$ be an $\alpha$-stable symmetric process, $0<\alpha\leq 2$, on $\mathbb{R}^d$ and $D\subset \mathbb{R}^d$ be a bounded domain. This paper presents a proof, based on the classical Brascamp-Lieb-Luttinger inequalities for multiple…