Related papers: Fractional Brownian Fields over Manifolds

We study fractional Brownian motion (fBm) characterized by the Hurst exponent H. Using a Monte Carlo sampling technique, we are able to numerically generate fBm processes with an absorbing boundary at the origin at discrete times for a…

For free-field theories associated with BRST first-quantized gauge systems, we identify generalized auxiliary fields and pure gauge variables already at the first-quantized level as the fields associated with algebraically contractible…

We study the persistence properties of a fractional Brownian motion whose Hurst exponent is a random variable instead of a fixed constant. For each fixed $H \in (0,1)$, it is well known that the persistence probability of an FBM below a…

We review the construction of gauge field theories from BRST first-quantized systems and its relation to the unfolded formalism. In particular, the BRST extension of the non linear unfolded formalism is discussed in some details.

The stationary radial distribution, $P(\rho)$, of the random walk with the diffusion coefficient $D$, which winds with the tangential velocity $V$ around the impenetrable disc of radius $R$ for $R\gg 1$ converges to the distribution…

We revisit the description provided by Ph. Biane of the spectral measure of the free unitary Brownian motion. We actually construct for any $t \in (0,4)$ a Jordan curve $\gamma_t$ around the origin, not intersecting the semi-axis…

The fractional Brownian motion of index $0 < H < 1$, H-FBM, with d-dimensional time is considered on an expanding set TG, where G is a bounded convex domain that contains 0 at its boundary. The main result: if 0 is a point of smoothness of…

In this paper we show a decomposition of the bifractional Brownian motion with parameters H,K into the sum of a fractional Brownian motion with Hurst parameter HK plus a stochastic process with absolutely continuous trajectories. Some…

In this paper, we study the recovery of the Hurst parameter from a given discrete sample of fractional Brownian motion with statistical inverse theory. In particular, we show that in the limit the posteriori distribution of the parameter…

We give an explicit construction of the Brownian sphere biased by the distance between two distinguished points, which is based on the Miermont bijection for quadrangulations. We then describe various conditionings of this object, which are…

In this paper we study the solutions of different forms of fractional equations on the unit sphere $\mathbb{S}_{1}^{2}$ $\subset \mathbb{R}^{3}$ possessing the structure of time-dependent random fields. We study the correlation functions of…

We prove that the Fourier dimension of the graph of fractional Brownian motion with Hurst index greater than $1/2$ is almost surely 1. This extends the result of Fraser and Sahlsten (2018) for the Brownian motion and confirms part of the…

We show that a Brownian motion on the quaternionic full flag manifold can be represented as a matrix-valued diffusion obtained in a simple way from a symplectic Brownian motion. By relating its radial dynamics to the Brownian motion on the…

We construct a family of measures for random fields based on the iterated subdivision of simple geometric shapes (triangles, squares, tetrahedrons) into a finite number of similar shapes. The intent is to construct continuum limits of scale…

We study partial sums limits of linear random fields $X$ on $\mathbb{Z}^2 $ with spectral density $f({\mathbf x}) $ tending to $\infty,\, 0$ or to both (along different subsequences) as ${\mathbf x} \to (0,0)$. The above behaviors are…

We extend results on asymptotic invariants of line bundles on complex projective varieties to projective varieties over arbitrary fields. To do so over imperfect fields, we prove a scheme-theoretic version of the gamma construction of…

By looking at fractional Dp-branes of type IIA on T_4/Z_2 as wrapped branes and by using boundary state techniques we construct the effective low-energy action for the fields generated by fractional branes, build their world-volume action…

We study a rough differential equation driven by fractional Brownian motion with Hurst parameter $H$ $(1/4<H \le 1/2)$. Under H\"ormander's condition on the coefficient vector fields, the solution has a smooth density for each fixed time.…

We consider a fractional generalization of Hamiltonian and gradient systems. We use differential forms and exterior derivatives of fractional orders. We derive fractional generalization of Helmholtz conditions for phase space. Examples of…

Fractional Wiener--Weierstrass bridges are a class of Gaussian processes that arise from replacing the trigonometric function in the construction of classical Weierstrass functions by a fractional Brownian bridge. We investigate the sample…