Related papers: Brownian Motions on Metric Graphs
We define an equation on a simple graph which is an extension of Tanaka equation and the skew Brownian motion equation. We then apply the theory of transition kernels developped by Le Jan and Raimond and show that all the solutions can be…
Laplace operators on finite compact metric graphs are considered under the assumption that matching conditions at graph vertices are of $\delta$ and $\delta'$ types. Assuming rational independence of edge lengths, necessary and sufficient…
The energy of a graph is defined as the sum the absolute values of the eigenvalues of its adjacency matrix. A graph G on n vertices is said to be borderenergetic if its energy equals the energy of the complete graph Kn. In this paper, we…
In this work we introduce a concept of complexity for undirected graphs in terms of the spectral analysis of the Laplacian operator defined by the incidence matrix of the graph. Precisely, we compute the norm of the vector of eigenvalues of…
Brownian motion is a ubiquitous physical phenomenon across the sciences. After its discovery by Brown and intensive study since the first half of the 20th century, many different aspects of Brownian motion and stochastic processes in…
We consider classical particles coupled to the quantized electromagnetic field in the background of a spatially flat Robertson-Walker universe. We find that these particles typically undergo Brownian motion and acquire a non-zero mean…
Our purpose is to investigate properties for processes with stationary and independent increments under $G$-expectation. As applications, we prove the martingale characterization to $G$-Brownian motion and present a decomposition for…
Processive molecular motors which drive the traffic of organelles in cells move in a directed way along cytoskeletal filaments. On large time scales, they perform motor walks, i.e., peculiar random walks which arise from the repeated…
The spectral determinant of the Schr\"odinger operator ($ - \Delta + V(x) $) on a graph is computed for general boundary conditions. ($\Delta$ is the Laplacian and $V(x)$ is some potential defined on the graph). Applications to restricted…
We study a Brownian motion with drift in a wedge of angle $\beta$ which is obliquely reflected on each edge along angles $\varepsilon$ and $\delta$. We assume that the classical parameter $\alpha=\frac{\delta+\varepsilon - \pi}{\beta}$ is…
In this paper, we construct scaling limits of some branching random walks in random environment whose off-spring distributions have infinite variance. The Laplace functional of the obtained random measure is given by a non-linear PAM, whose…
To convert standard Brownian motion $Z$ into a positive process, Geometric Brownian motion (GBM) $e^{\beta Z_t}, \beta >0$ is widely used. We generalize this positive process by introducing an asymmetry parameter $ \alpha \geq 0$ which…
Entropies based on walks on graphs and on their line-graphs are defined. They are based on the summation over diagonal and off-diagonal elements of the thermal Green's function of a graph also known as the communicability. The walk…
We obtain expected number of arrivals, absorption probabilities and expected time until absorption for an asymmetric discrete random walk on a graph in the presence of multiple function barriers. On each edge of the graph and in each vertex…
We consider an n-dimensional Brownian Motion trapped inside a bounded convex set by normally-reflecting boundaries. It is well-known that this process is uniformly ergodic. However, the rates of this ergodicity are not well-understood,…
We show that Brownian motion is spatially not symmetric for mesoscopic particles embedded in a fluid if the particle is not in thermal equilibrium and its shape is not spherical. In view of applications on molecular motors in biological…
In the setting of finite reflection groups, we prove that the projection of a Brownian motion onto a closed Weyl chamber is another Brownian motion normally reflected on the walls of the chamber. Our proof is probabilistic and the…
Graph pebbling is a combinatorial game played on an undirected graph with an initial configuration of pebbles. A pebbling move consists of removing two pebbles from one vertex and placing one pebble on an adjacent vertex. The pebbling…
In manifold learning, algorithms based on graph Laplacians constructed from data have received considerable attention both in practical applications and theoretical analysis. In particular, the convergence of graph Laplacians obtained from…
A careful look at rough path topology applied to Brownian motion reveals new possible properties of the well-known L\'evy area, in particular the presence of an intrinsic drift of this area. Using renormalization limit of Markov chains on…