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Poisson plane and sphere --- homogeneous spaces of Poisson groups E(2) and SU(2) (resp.) --- have phase spaces (corresponding symplectic groupoids), in which a free Hamiltonian is naturally defined. We solve the equations of motion and…

dg-ga · Mathematics 2008-02-03 S. Zakrzewski

We show that almost any one-dimensional projection of a suitably scaled random walk on a hypercube, inscribed in a hypersphere, converges weakly to an Ornstein-Uhlenbeck process as the dimension of the sphere tends to infinity. We also…

Probability · Mathematics 2009-08-26 Max Skipper

In this note, we prove a theorem \`a la Fatou for the square root of Poisson Kernel in the context of quasi-convex cocompact discrete groups of isometries of $\delta$-hyperbolic spaces. As a corollary we show that some matrix coefficients…

Group Theory · Mathematics 2016-07-27 Adrien Boyer

The indefinite integral of the homogenized Ornstein-Uhlenbeck process is a well-known model for physical Brownian motion, modelling the behaviour of an object subject to random impulses [L. S. Ornstein, G. E. Uhlenbeck: On the theory of…

Probability · Mathematics 2013-02-12 Peter Friz , Paul Gassiat , Terry Lyons

Let $B_s$ be a three dimensional Brownian motion and $\omega(dx)$ be an independent Poisson field on $\mathbb{R}^3$. It is proved that for any $t>0$, conditionally on $\omega(\cdot)$, \label{*} \mathbb{E}_0 \exp\{\theta \int_0^t…

Probability · Mathematics 2011-03-30 Xia Chen , Jan Rosinski

We consider a $d$-dimensional random field $u=(u(x), x\in D)$ that solves a system of elliptic stochastic equations on a bounded domain $D\subset \mathbb{R}^k$, with additive white noise and spatial dimension $k=1,2,3$. Properties of $u$…

Probability · Mathematics 2017-08-23 Marta Sanz-Solé , Noèlia Viles

An important object of study in harmonic analysis is the heat equation. On a Euclidean space, the fundamental solution of the associated semigroup is known as the heat kernel, which is also the law of Brownian motion. Similar statements…

Representation Theory · Mathematics 2010-05-27 David G Maher

We consider a minimally coupled, massless quantum scalar field $\hat{\Phi}$ propagating in the background geometry of a four-dimensional black hole formed by the collapse of a spherical thin null shell, with a Minkowski interior and a…

General Relativity and Quantum Cosmology · Physics 2025-07-08 Amos Ori , Noa Zilberman

This paper derives an exact asymptotic expression for \[ \mathbb{P}_{\mathbf{x}_u}\{\exists_{t\ge0} \mathbf{X}(t)- \boldsymbol{\mu}t\in \mathcal{U} \}, \ \ {\rm as}\ \ u\to\infty, \] where $\mathbf{X}(t)=(X_1(t),\ldots,X_d(t))^\top,t\ge0$…

Probability · Mathematics 2017-07-11 Krzysztof Dȩbicki , Enkelejd Hashorva , Lanpeng Ji , Tomasz Rolski

We characterize the pointer states generated by the master equation of quantum Brownian motion and derive stochastic equations for the dynamics of their trajectories in phase space. Our method is based on a Poissonian unraveling of the…

Quantum Physics · Physics 2016-01-20 Lutz Sörgel , Klaus Hornberger

We consider the Poisson Boolean continuum percolation model in n-dimensional hyperbolic space. In 2 dimensions we show that there are intensities for the underlying Poisson process for which there are infinitely unbounded components in the…

Probability · Mathematics 2007-11-05 Johan Tykesson

We consider a geometric rough path associated with a fractional Brownian motion with Hurst parameter $H\in]{1/4}, {1/2}[$. We give an approximation result in a modulus type distance, up to the second order, by means of a sequence of rough…

Probability · Mathematics 2009-01-20 Annie Millet , Marta Sanz-Solé

We derive a Hamiltonian structure for the $N$-particle hyperbolic spin Ruijsenaars-Schneider model by means of Poisson reduction of a suitable initial phase space. This phase space is realised as the direct product of the Heisenberg double…

High Energy Physics - Theory · Physics 2019-08-22 Gleb Arutyunov , Enrico Olivucci

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…

Statistical Mechanics · Physics 2007-05-23 Supurna Sinha , Joseph Samuel

Given a sphere with Bartnik data close to that of a round sphere in Euclidean 3-space, we compute its Bartnik-Bray outer mass to first order in the data's deviation from the standard sphere. The Hawking mass gives a well-known lower bound,…

Differential Geometry · Mathematics 2020-07-28 David Wiygul

We study the escape of Brownian motion from the domain of attraction $\Omega$ of a stable focus with a strong drift. The boundary $\partial \Omega$ of $\Omega$ is an unstable limit cycle of the drift and the focus is very close to the limit…

Analysis of PDEs · Mathematics 2014-11-25 K. Dao Duc , Z. Schuss , D. Holcman

We study the problem of particles undergoing Brownian motion in an expanding sphere whose surface is an absorbing boundary for the particles. The problem is akin to that of the diffusion of impurities in a grain of polycrystalline material…

Statistical Mechanics · Physics 2009-11-13 Karl Forsberg , Ali R. Massih

We consider Brownian motion in a circular disk $\Omega$, whose boundary $\p\Omega$ is reflecting, except for a small arc, $\p\Omega_a$, which is absorbing. As $\epsilon=|\partial \Omega_a|/|\partial \Omega|$ decreases to zero the mean time…

Mathematical Physics · Physics 2007-05-23 A. Singer , Z. Schuss , D. Holcman

We study non--adiabatic transitions in scattering theory for the time dependent molecular Schroedinger equation in the Born--Oppenheimer limit. We assume the electron Hamiltonian has finitely many levels and consider the propagation of…

Mathematical Physics · Physics 2009-11-10 G. A. Hagedorn , A. Joye

Suppose that finitely many disjoint open arcs have been selected on the unit circle, each of length less than $\pi$. Let $L_0$ be a longest among them. One can treat the unit disk as a hyperbolic plane in the Poincare disk model. From this…

Complex Variables · Mathematics 2021-12-28 Alexander Fryntov