Related papers: Brownian motion and Harmonic functions on Sol(p,q)
Brownian motion of free particles on curved surfaces is studied by means of the Langevin equation written in Riemann normal coordinates. In the diffusive regime we find the same physical behavior as the one described by the diffusion…
Consider a path of the reflected Brownian motion in the half-plane $\{y \ge 0\}$, and erase its part contained in the interior $\{y > 0\}$. What is left is, in an appropriate sense, a path of a jump-type stochastic process on the line $\{y…
We simulate several models of random curves in the half plane and numerically compute their stochastic driving process (as given by the Loewner equation). Our models include models whose scaling limit is the Schramm-Loewner evolution (SLE)…
In the last decade the subordinated processes have become popular and found many practical applications. Therefore in this paper we examine two processes related to time-changed (subordinated) classical Brownian motion with drift (called…
We study orbital functions associated to finitely generated geometrically infinite Kleinian groups acting on the hyperbolic space $\mathbb{H}^3$, developing a new method based on the use of the Brownian motion. On the way, we give some…
We provide a rigorous derivation of the brownian motion as the limit of a deterministic system of hard-spheres as the number of particles $N$ goes to infinity and their diameter $\varepsilon$ simultaneously goes to $0$, in the fast…
For the group O(p,q) we give a new construction of its minimal unitary representation via Euclidean Fourier analysis. This is an extension of the q = 2 case, where the representation is the mass zero, spin zero representation realized in a…
We prove that minimal graphs (other than planes) are parabolic in the sense that any bounded harmonic function is determined by its boundary values. The proof relies on using the coupling introduced in the author's earlier paper "A…
We discuss the compact support property of the rough super-Brownian motion constructed as a scaling limit of a branching random walk in static random environment. The semi-linear equation corresponding to this measure-valued process is the…
The monograph is devoted to the study of stochastic area functionals of Brownian motions and of the associated heat kernels on Lie groups and Riemannian manifolds. It is essentially self-contained and as such can serve as a textbook on the…
Let consider the Pauli group $\mathcal{P}_q=<X,Z>$ with unitary quantum generators $X$ (shift) and $Z$ (clock) acting on the vectors of the $q$-dimensional Hilbert space via $X|s> =|s+1>$ and $Z|s> =\omega^s |s>$, with…
We demonstrate a Brownian motor, based on cold atoms in optical lattices, where isotropic random fluctuations are rectified in order to induce controlled atomic motion in arbitrary directions. In contrast to earlier demonstrations of…
Suppose that $H(q,p)$ is a Hamiltonian on a manifold $M$, and $\tilde L(q,\dot q)$, the Rayleigh dissipation function, satisfies the same hypotheses as a Lagrangian on the manifold $M$. We provide a Hamiltonian framework that gives the…
A free non-relativistic particle moving in two dimensions on a half-plane can be described by self-adjoint Hamiltonians characterized by boundary conditions imposed on the systems. The most general boundary condition is parameterized in…
We establish an integral test describing the exact cut-off between recurrence and transience for normally reflected Brownian motion in certain unbounded domains in a class of warped product manifolds. Besides extending a previous result by…
In this paper we introduce three Markovian couplings of Brownian motions on smooth Riemannian manifolds without boundary which sit at the crossroad of two concepts. The first concept is the one of shy coupling put forward in…
The lamplighter group over $\mathbb Z$ is the wreath product $\mathbb Z_q \wr \mathbb Z$. With respect to a natural generating set, its Cayley graph is the Diestel-Leader graph $DL(q,q)$. We study harmonic functions for the "simple"…
We construct an analogue of Dyson Brownian motion in the Siegel half-space H that we term Siegel Brownian motion. Given \beta in (0,\infty], a stochastic flow for Z_t in H is introduced so that the law of the eigenvalues \lambda_t of the…
By using Brownian motion and stochastic calculus, we establish a second main theorem for holomorphic curves into a projective subvariety $V\subset\mathbb P^n(\mathbb C)$ with an arbitrary family $\mathcal Q$ of $q$ hypersurfaces…
We study the Brownian loop measure on hyperbolic surfaces for Brownian motion with a constant killing rate. We compute the mass of Brownian loops with killing in a free homotopy class and then relate the total mass of loops in all essential…