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We study the law of the minimum of a Brownian bridge, conditioned to take specific values at specific points, and the law of the location of the minimum. They are used to compare some non-adaptive optimisation algorithms for black-box…

Optimization and Control · Mathematics 2017-11-15 Aureli Alabert , Ricard Caballero

We study the rate of concentration of a Brownian bridge in time one around the corresponding geodesical segment on a Cartan-Hadamard manifold with pinched negative sectional curvature, when the distance between the two extremities tends to…

Probability · Mathematics 2007-05-23 Marc Arnaudon , Thomas Simon

We consider "bridges" for the simple exclusion process on Z, either symmetric or asymmetric, in which particles jump to the right at rate p and to the left at rate 1-p. The initial state O has all negative sites occupied and all…

Probability · Mathematics 2012-03-02 Pablo A. Ferrari , James B. Martin

The one-dimensional Brownian motion starting from the origin at time $t=0$, conditioned to return to the origin at time $t=1$ and to stay positive during time interval $0 < t < 1$, is called the Bessel bridge with duration 1. We consider…

Statistical Mechanics · Physics 2008-11-06 Naoki Kobayashi , Minami Izumi , Makoto Katori

We study $N$ vicious Brownian bridges propagating from an initial configuration $\{a_1 < a_2 < \ldots< a_N \}$ at time $t=0$ to a final configuration $\{b_1 < b_2 < \ldots< b_N \}$ at time $t=t_f$, while staying non-intersecting for all…

Statistical Mechanics · Physics 2021-09-08 Jacek Grela , Satya N. Majumdar , Gregory Schehr

The anomaly of non-invertible higher-form symmetries is determined by the braiding of topological operators implementing them. In this paper, we study a method to classify braidings on topological line and surface operators by leveraging…

High Energy Physics - Theory · Physics 2025-03-19 Pavel Putrov , Rajath Radhakrishnan

In the study of classical obstacle problems, it is well known that in many configurations the free boundary intersects the fixed boundary tangentially. The arguments involved in producing results of this type rely on the linear structure of…

Analysis of PDEs · Mathematics 2016-06-22 Emanuel Indrei , Andreas Minne

Boundary conditions may change the phase diagram of non-equilibrium statistical systems like the one-dimensional asymmetric simple exclusion process with and without particle number conservation. Using the quantum Hamiltonian approach, the…

High Energy Physics - Theory · Physics 2009-10-22 Malte Henkel , Gunter Schütz

We consider the random deposition of objects of variable width and height over a line. The successive additions of these structures create a random interface. We focus on the regime of heavy tailed distributions of the structure width. When…

Statistical Mechanics · Physics 2024-03-28 N. Pétrélis , F. Pétrélis

We consider n non-intersecting Brownian motions with two fixed starting positions and two fixed ending positions in the large n limit. We show that in case of 'large separation' between the endpoints, the particles are asymptotically…

Complex Variables · Mathematics 2008-09-08 Steven Delvaux , Arno B. J. Kuijlaars

We describe a versatile mechanism that provides tight-binding models with an enriched, topologically nontrivial bandstructure. The mechanism is algebraic in nature, and leads to tight-binding models that can be interpreted as a non-trivial…

Mesoscale and Nanoscale Physics · Physics 2017-04-12 J. Arkinstall , M. H. Teimourpour , L. Feng , R. El-Ganainy , H. Schomerus

A classical limit theorem of stochastic process theory concerns the sample cumulative distribution function (CDF) from independent random variables. If the variables are uniformly distributed then these centered CDFs converge in a suitable…

Statistics Theory · Mathematics 2007-06-13 Lawrence D. Brown

It has been recently suggested that a totally asymmetric exclusion process with two species on an open chain could exhibit spontaneous symmetry breaking in some range of the parameters defining its dynamics. The symmetry breaking is…

Condensed Matter · Physics 2009-10-28 C. Godreche , J. M. Luck , M. R. Evans , D. Mukamel , S. Sandow , E. R. Speer

In this paper, we study boundary-induced phase transitions in a particle non-conserving asymmetric simple exclusion process with open boundaries. Using boundary layer analysis, we show that the key signatures of various bulk phase…

Statistical Mechanics · Physics 2009-11-11 Sutapa Mukherji , Vivek Mishra

We consider n non-intersecting Brownian motion paths with p prescribed starting positions at time t=0 and q prescribed ending positions at time t=1. The positions of the paths at any intermediate time are a determinantal point process,…

Complex Variables · Mathematics 2009-07-15 Steven Delvaux , Arno B. J. Kuijlaars

Non-Abelian braiding has attracted significant attention because of its pivotal role in describing the exchange behaviors of anyons--a candidate for realizing quantum logics. The input and outcome of non-Abelian braiding are connected by a…

A family of reflected Brownian motions is used to construct Dyson's process of non-colliding Brownian motions. A number of explicit formulae are given, including one for the distribution of a family of coalescing Brownian motions.

Probability · Mathematics 2007-05-23 Jon Warren

Spectral decomposition of the covariance operator is one of the main building blocks in the theory and applications of Gaussian processes. Unfortunately it is notoriously hard to derive in a closed form. In this paper we consider the…

Probability · Mathematics 2020-05-19 P. Chigansky , M. Kleptsyna , D. Marushkevych

We introduce a class of Markov processes conditioned to avoid intersection over a moving time window of length T>0, a setting we refer to as myopic non-intersection. In particular, we study a system of myopic non-intersecting Brownian…

Probability · Mathematics 2025-06-06 Jonas Arista , Daniel Remenik , Avelio Sepúlveda

We consider a one dimensional random-walk-like process, whose steps are centered Gaussians with variances which are determined according to the sequence of arrivals of a Poisson process on the line. This process is decorated by independent…

Probability · Mathematics 2019-02-27 Aser Cortines , Lisa Hartung , Oren Louidor
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