Related papers: Brownian earthworm

We prove that a planar random walk with bounded increments and mean zero which is conditioned to stay in a cone converges weakly to the corresponding Brownian meander if and only if the tail distribution of the exit time from the cone is…

We prove the existence and uniqueness of a strong solution of a stochastic differential equation with normal reflection representing the random motion of finitely many globules. Each globule is a sphere with time-dependent random radius and…

We consider the problem of conditioning the Brownian excursion to have a fixed time average over the interval [0,1] and we study an associated stochastic partial differential equation with reflection at 0 and with the constraint of…

Given a Brownian Motion $W$, in this paper we study the asymptotic behavior, as $\eps \to 0$, of the quadratic covariation between $f (\eps W)$ and $W$ in the case in which $f$ is not smooth. Among the main features discovered is that the…

We prove the following three statements: 1) Let $(A, \bar A)$ be a partition of the spherical surface $S^n$ into two measurable sets. Let $st_A$ and $st_{\bar A}$ be their measure density functions of distance. Then $|st_A - st_{\bar A}|$…

We study the effect of confinement on the mean perimeter of the convex hull of a planar Brownian motion, defined as the minimum convex polygon enclosing the trajectory. We use a minimal model where an infinite reflecting wall confines the…

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 paper provides information about the asymptotic behavior of a one-dimensional Brownian polymer in random medium represented by a Gaussian field $W$ on ${\mathbb{R}}_+\times{\mathbb{R}}$ which is white noise in time and function-valued…

We construct obliquely reflected Brownian motions in all bounded simply connected planar domains, including non-smooth domains, with general reflection vector fields on the boundary. Conformal mappings and excursion theory are our main…

We study the asymptotic behavior for large N of the disconnection time T_N of simple random walk on a discrete cylinder with base a d-dimensional discrete torus of side-length N. When d is sufficiently large, we are able to substantially…

We provide a decomposition of the trace of the Brownian motion into a simple path and an independent Brownian soup of loops that intersect the simple path. More precisely, we prove that any subsequential scaling limit of the loop erased…

We investigate yet another approach to understand the limit behaviour of Brownian motion conditioned to stay within a tubular neighbourhood around a closed and connected submanifold of a Riemannian manifold. In this context, we identify a…

We establish asymptotic upper and lower bounds for the Wasserstein distance of any order $p\ge 1$ between the empirical measure of a fractional Brownian motion on a flat torus and the uniform Lebesgue measure. Our inequalities reveal an…

Brownian motion near soft surfaces is a situation widely encountered in nanoscale and biological physics. However, a complete theoretical description is lacking to date. Here, we theoretically investigate the dynamics of a two-dimensional…

Let $\rho$ be compactly supported on $D \subset \mathbb R^2$. Endow $\mathbb R^2$ with the metric $e^{\rho}(dx_1^2 + dx_2^2)$. As $\delta \to 0$ the set of Brownian loops centered in $D$ with length at least $\delta$ has measure…

It is known that the surface of a cone over the unit disc with large height has smaller distortion than the standard embedding of the 2-sphere in $\mathbb R^3$. In this note we show that distortion minimisers exist among convex embedded…

Let $\mathcal{M}_{0}^n$ be the class of closed, simply-connected, non-negatively curved Riemannian manifolds admitting an isometric, effective, isotropy-maximal torus action. We prove that if $M\in \mathcal{M}_{0}^n$, then $M$ is…

We prove a shape theorem for the internal (graph) distance on the interlacement set $\mathcal{I}^u$ of the random interlacement model on $\mathbb Z^d$, $d\ge 3$. We provide large deviation estimates for the internal distance of distant…

In this paper we show that the cutoff in separation profile for Brownian motion on flat torus T n\,; on spheres S n\,; on real, complex and quaternionic projective space resp. P n pRq, P n pCq and P n pHq, is the tail distribution of some…

Let $B=(B_t)_{t\in {\mathbb{R}}}$ be a two-sided standard Brownian motion. An unbiased shift of $B$ is a random time $T$, which is a measurable function of $B$, such that $(B_{T+t}-B_T)_{t\in {\mathbb{R}}}$ is a Brownian motion independent…