Related papers: Hitting spheres on hyperbolic spaces
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…
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…
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…
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…
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…
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 $u$…
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…
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…
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 $\mathbf{X}(t)=(X_1(t),\ldots,X_d(t))^\top,t\ge0$…
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…
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…
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…
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…
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…
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,…
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…
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…
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…
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…
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…