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It is known that a full description of Brownian motion in the entire course of time should incorporate both kinetic and hydrodynamic effects, but a formula accounts for both effects has been established only in three dimension and only for…

Statistical Mechanics · Physics 2018-02-13 Hanqing Zhao , Hong Zhao

We consider a degenerate system of three Brownian particles undergoing asymmetric collisions. We study the gap process of this system and focus on its invariant measure. The gap process is described as an obliquely reflected degenerate…

Probability · Mathematics 2025-10-03 Thomas Dreyfus , Jules Flin , Sandro Franceschi

Hypergraphs are used in machine learning to model higher-order relationships in data. While spectral methods for graphs are well-established, spectral theory for hypergraphs remains an active area of research. In this paper, we use random…

Machine Learning · Computer Science 2019-05-22 Uthsav Chitra , Benjamin J Raphael

We prove a conjecture of Lalley and Sellke [Ann. Probab. 15 (1987)] asserting that the empirical (time-averaged) distribution function of the maximum of branching Brownian motion converges almost surely to a double exponential, or Gumbel,…

Probability · Mathematics 2012-01-10 Louis-Pierre Arguin , Anton Bovier , Nicola Kistler

This is a preliminary study of the equation of motion of Euclidean classical gravity on a graph, based on the Lin-Lu-Yau Ricci curvature on graphs. We observe that the constant edge weights configuration gives the unique solution on an…

Mathematical Physics · Physics 2020-06-15 An Huang , Bogdan Stoica , Xuyang Xia , Xiao Zhong

Quantum graphs have attracted attention from mathematicians for some time. A quantum graph is defined by having a Laplacian on each edge of a metric graph and imposing boundary conditions at the vertices to get an eigenvalue problem. A…

Spectral Theory · Mathematics 2022-07-26 Mats-Erik Pistol , Pavel Kurasov

We consider a directed random walk making either 0 or $+1$ moves and a Brownian bridge, independent of the walk, conditioned to arrive at point $b$ on time $T$. The Hamiltonian is defined as the sum of the square of increments of the bridge…

Condensed Matter · Physics 2016-08-31 Servet Martinez , Dimitri Petritis

The relativistic generalization of a free Brownian motion theory is presented. The global characteristics of the relaxation are {\it explicitly} found for the velocity and momentum (stochastic) kinetics. It is shown that the thermal…

Condensed Matter · Physics 2016-08-15 Ryszard Zygadło

Using our previously published algorithm, we analyze the eigenvectors of the generalized Laplacian for two metric graphs occurring in practical applications. As expected, localization of an eigenvector is rare and the network should be…

Mathematical Physics · Physics 2023-02-08 H. Kravitz , M. Brio , J. -G. Caputo

Given a sample from a probability measure with support on a submanifold in Euclidean space one can construct a neighborhood graph which can be seen as an approximation of the submanifold. The graph Laplacian of such a graph is used in…

Statistics Theory · Mathematics 2007-06-27 Matthias Hein , Jean-Yves Audibert , Ulrike von Luxburg

A graph is called $\alpha_i$-metric ($i \in {\cal N}$) if it satisfies the following $\alpha_i$-metric property for every vertices $u, w, v$ and $x$: if a shortest path between $u$ and $w$ and a shortest path between $x$ and $v$ share a…

Combinatorics · Mathematics 2026-04-14 Feodor F. Dragan , Guillaume Ducoffe

In this note we reconsider linearised metric perturbations in the one-brane Randall-Sundrum Model. We present a simple formalism to describe metric perturbations caused by matter perturbations on the brane and remedy some misconceptions…

High Energy Physics - Theory · Physics 2009-10-31 Andrey Neronov , Ivo Sachs

The problem of a restricted random walk on graphs which keeps track of the number of immediate reversal steps is considered by using a transfer matrix formulation. A closed-form expression is obtained for the generating function of the…

Statistical Mechanics · Physics 2007-05-23 F. Y. Wu , H. Kunz

We consider the problem of strong existence and uniqueness of a Brownian motion forced to stay in the quadrant by an electrostatic repulsion from the sides that works obliquely. The results are reminiscent of the study of a Brownian motion…

Probability · Mathematics 2013-02-14 Dominique Lépingle

Consider a d-dimensional Brownian motion in a random potential defined by attaching a nonnegative and polynomially decaying potential around Poisson points. We introduce a repulsive interaction between the Brownian path and the Poisson…

Probability · Mathematics 2013-10-04 Ryoki Fukushima

A geometric Brownian motion with delay is the solution of a stochastic differential equation where the drift and diffusion coefficient depend linearly on the past of the solution, i.e. a linear stochastic functional differential equation.…

Probability · Mathematics 2007-05-23 J. A. D. Appleby , M. Riedle

Statistical properties of Brownian motion that arise by analyzing, separately, trajectories over which the system energy increases (upside) or decreases (downside) with respect to a threshold energy level, are derived. This selective…

Statistical Mechanics · Physics 2019-08-02 Galen T. Craven , Abraham Nitzan

Consider a generic triangle in the upper half of the complex plane with one side on the real line. This paper presents a tailored construction of a discrete random walk whose continuum limit is a Brownian motion in the triangle, reflected…

Probability · Mathematics 2007-06-13 Wouter Kager

We define and prove the existence of a fractional Brownian motion indexed by a collection of closed subsets of a measure space. This process is a generalization of the set-indexed Brownian motion, when the condition of independance is…

Probability · Mathematics 2007-05-23 E. Herbin , E. Merzbach

In this partly expository paper we discuss and describe some of our old and recent results on partial orders on the set (m,n)-graphs (i.e. graphs with n vertices and m edges) and some operations on graphs that are monotone with respect to…

Combinatorics · Mathematics 2013-12-24 Alexander Kelmans
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