Related papers: The rapid points of a complex oscillation
We consider fixed-point equations for probability measures charging measured compact metric spaces that naturally yield continuum random trees. On the one hand, we study the existence/uniqueness of the fixed-points and the convergence of…
These are lecture notes from a course given at the CRM in Montreal in 1992. They survey the author's attempts to find and understand canonical probabilistic entities in a local field (e.g. p-adic) setting. We propose answers to the related…
We introduce the notion of a stationary random manifold and develop the basic entropy theory for it. Examples include manifolds admitting a compact quotient under isometries and generic leaves of a compact foliation. We prove that the…
Using the explicit representations of the Brownian motions on the hyperbolic spaces, we show that their almost sure convergence and the central limit theorems for the radial components as time tends to infinity are easily obtained. We also…
We show that the increments of the KPZ fixed point started from arbitrary initial data are \emph{mutually} absolutely continuous with respect to Brownian motion with diffusion parameter $2$ on compacts, extending the one-sided Brownian…
We construct a class of one-dimensional diffusion processes on the particles of branching Brownian motion that are symmetric with respect to the limits of random martingale measures. These measures are associated with the extended extremal…
The geometry of the multifractional Brownian motion (mBm) is known to present a complex and surprising form when the Hurst function is greatly irregular. Nevertheless, most of the literature devoted to the subject considers sufficiently…
The Hausdorff dimension of the set of points that are covered infinitely many times by a sequence of randomly distributed balls in the unit cube can be expressed in terms of the sizes of the balls. This note presents a new proof of the…
In two prior papers of this series, it was proposed that a wavefunction model of a heavy particle and a collection of light particles might generate ``Brownian-Motion-Like" trajectories as well as diffusive motion (displacement proportional…
In this paper, we determine the Poisson boundary of the relativistic Brownian motion in two classes of Lorentzian manifolds, namely model manifolds of constant scalar curvature and Robertson--Walker space-times, the latter constituting a…
We consider Brownian motions with one-sided collisions, meaning that each particle is reflected at its right neighbour. For a finite number of particles a Sch\"{u}tz-type formula is derived for the transition probability. We investigate an…
Let $X=\{X(t),t\in\mathbb{R}^N\}$ be a random field with values in $\mathbb{R}^d$. For any finite Borel measure $\mu$ and analytic set $E\subset\mathbb{R}^N$, the Hausdorff and packing dimensions of the image measure $\mu_X$ and image set…
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…
Fix an arbitrary compact orientable surface with a boundary and consider a uniform bipartite random quadrangulation of this surface with $n$ faces and boundary component lengths of order $\sqrt n$ or of lower order. Endow this…
We study the pointwise regularity of the Multifractional Brownian Motion and in particular, we get the existence of slow points. It shows that a non self-similar process can still enjoy this property. We also consider various extensions of…
We derive asymptotics for the probability of the origin to be an extremal point of a random walk in R^n. We show that in order for the probability to be roughly 1/2, the number of steps of the random walk should be between e^{c n / log n}$…
The dynamical friction and diffusion coefficients are derived for a massive binary that moves against a uniform background of stars. The random impulses exerted on the binary's center of mass by the field stars are greater than those…
Consider a planar Brownian motion run for finite time. The frontier or ``outer boundary'' of the path is the boundary of the unbounded component of the complement. Burdzy (1989) showed that the frontier has infinite length. We improve this…
Building on our previous work [Phys.Rev.D82,085016(2010)], we show in this paper how a Brownian motion on a short scale can originate a relativistic motion on scales that are larger than particle's Compton wavelength. This can be described…
We study the upper and lower regularity dimensions in relation to the notions of doubling and uniformly perfect. These two regularity properties are closely related which is quantified thanks to the regularity dimensions. The regularity…