Related papers: Hitting spheres on hyperbolic spaces

We prove that for a general diffusion process, certain assumptions on its behavior \emph{only within a fixed open subset} of the state space imply the existence and sub-Gaussian type off-diagonal upper bounds of the \emph{global} heat…

We propose an efficient numerical approach to simulate the boundary local time of reflected Brownian motion, as well as the time and position of the associated reaction event on a smooth boundary of a Euclidean domain. This approach…

We study the dynamics of an active Brownian particle with a nonlinear friction function located in a spatial cubic potential. For strong but finite damping, the escape rate of the particle over the spatial potential barrier shows a…

In hyperbolic space $H^n$ we set a geodesic ball of radius $\rho$. Consider a $k$ dimensional minimal submanifold passing through the origin of the geodesic ball with boundary lies on the boundary of that geodesic ball. We prove that its…

We derive a semi-analytic formula for the transition probability of three-dimensional Brownian motion in the positive octant with absorption at the boundaries. Separation of variables in spherical coordinates leads to an eigenvalue problem…

We compute conformal anomalies for conformal field theories with free conformal scalars and massless spin $1/2$ fields in hyperbolic space $\mathbb{H}^d$ and in the ball $\mathbb{B}^d$, for $2\leq d\leq 7$. These spaces are related by a…

We study the narrow escape problem in the disk, which consists in identifying the first exit time and first exit point distribution of a Brownian particle from the ball in dimension 2, with reflecting boundary conditions except on small…

Let $B^{H}$ be a $d$-dimensional fractional Brownian motion with Hurst index $H\in(0,1)$, $f:[0,1]\longrightarrow\mathbb{R}^{d}$ a Borel function, and $E\subset[0,1]$, $F\subset\mathbb{R}^{d}$ are given Borel sets. The focus of this paper…

In this paper, we introduce a two-parameters determinantal point process in the Poincar\'e disc and compute the asymptotics of the variance of its number of particles inside a disc centered at the origin and of radius $r$ as $r$ tends to…

\begin{abstract} In this paper, we partly solve the generalized Khavinson conjecture in the setting of hyperbolic harmonic mappings in Hardy space. Assume that $u=\mathcal{P}_{\Omega}[\phi]$ and $\phi\in L^{p}(\partial\Omega, \mathbb{R})$,…

\def\R{\mathbb R} We give a characterization of G-regularity for super-Brownian motion and the Brownian snake. More precisely, we define a capacity on $E=(0,\infty)\times \R^d$, which is not invariant by translation. We then prove that the…

We show that if $\partial\mathcal{R}$ is the boundary of the range of super-Brownian motion and dim denotes Hausdorff dimension, then with probability one, for any open set $U$, $\partial\mathcal{R}\cap U\neq\emptyset$ implies…

We study the long-time asymptotics of the probability P_t that the Riemann-Liouville fractional Brownian motion with Hurst index H does not escape from a fixed interval [-L,L] up to time t. We show that for any H \in ]0,1], for both…

The diffusion of a fractional Brownian particle passing over the saddle point is studied in the field of the metastable potential. The barrier escaping probability is found to be greatly related to the fractional exponent $\alpha$.…

We study the motion of a particle in the hyperbolic plane (embedded in Minkowski space), under the action of a potential that depends only on one variable. This problem is the analogous to the spherical pendulum in a unidirectional force…

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…

We propose an approach to compute the boundary crossing probabilities for a class of diffusion processes which can be expressed as piecewise monotone (not necessarily one-to-one) functionals of a standard Brownian motion. This class…

The celebrated Dvoretzky theorem asserts that every $N$-dimensional convex body admits central sections of dimension $d = \Omega(\log N)$, which is nearly spherical. For many instances of convex bodies, typically unit balls with respect to…

The goal of this article is two-fold: in a first part, we prove Azuma-Hoeffding type concentration inequalities around the drift for the displacement of non-elementary random walks on hyperbolic spaces. For a proper hyperbolic space $M$, we…

We consider the motion of n point particles of positive masses that interact gravitationally on the 2-dimensional hyperbolic sphere, which has negative constant Gaussian curvature. Using the stereographic projection, we derive the equations…