Related papers: Global uniform boundary Harnack principle with exp…

We obtain the uniform convergence rate for the Gaussian fluctuation of the radial part of the Brownian motion on a hyperbolic space. We also show that this result is sharp if the dimension of the hyperbolic space is two or general odd. Our…

Motivated by L\'{e}vy's characterization of Brownian motion on the line, we propose an analogue of Brownian motion that has as its state space an arbitrary closed subset of the line that is unbounded above and below: such a process will be…

In relation to the BSSN formulation of the Einstein equations, we write down the boundary conditions that result from the vanishing of the projection of the Einstein tensor normally to a timelike hypersurface. Furthermore, by setting up a…

We revisit the model of a system made up of a Brownian quantum oscillator under the influence of an external classical force and linearly coupled to an environment made up of many quantum oscillators at zero or finite temperature. We show…

We present a hypothesis for the universal properties of operators evolving under Hamiltonian dynamics in many-body systems. The hypothesis states that successive Lanczos coefficients in the continued fraction expansion of the Green's…

The relativistic generalization of a free Brownian motion theory is presented. The global characteristics of the relaxation are {\it explicitly} found for the velocity and momentum (stochastic) kinetics. It is shown that the thermal…

Let $B=(B_t)_{t\geq 0}$ be a standard Brownian motion. The main objective is to find a uniform (in time) control of the modulus of continuity of $B$ in the spirit of what appears in (Kurtz, 1978). More precisely, it involves the control of…

Let $D$ be an unbounded domain in $\RR^d$ with $d\geq 3$. We show that if $D$ contains an unbounded uniform domain, then the symmetric reflecting Brownian motion (RBM) on $\overline D$ is transient. Next assume that RBM $X$ on $\overline D$…

We construct the conditional version of $k$ independent and identically distributed random walks on $\R$ given that they stay in strict order at all times. This is a generalisation of so-called non-colliding or non-intersecting random…

We provide the classical Boundary Harnack principle in Lipschitz domains for solutions to two different linear uniformly elliptic equations with the same principal part.

We study interacting Brownian particles on the half-line whose interaction occurs through boundary local times at the origin. The particle system is given by \[ X_i^n(t)=X^n_{0,i}+W_i^n(t)+L_i^n(t) +\frac{1}{n-1}\sum_{j\ne…

In this note, we prove the boundary H\"{o}lder regularity for the infinity Laplace equation under a proper geometric condition. This geometric condition is quite general, and the exterior cone condition, the Reifenberg flat domains, and the…

We establish an invariance principle connecting boundary random walks on $\mathbb N$ with Feller's Brownian motions on $[0,\infty)$. A Feller's Brownian motion is a Feller process on $[0,\infty)$ whose excursions away from the boundary $0$…

This paper reviews the formulation of the Feynman-Vernon model of linear dissipative systems for a standard Brownian particle moving in an external potential $V(x,t)$ and introduces the formulation of a generalized oscillator model of a…

We prove an entanglement principle for fractional Laplace operators on $\mathbb R^n$ for $n\geq 2$ as follows; if different fractional powers of the Laplace operator acting on several distinct functions on $\mathbb R^n$, which vanish on…

This paper discusses a general and useful stability principle which, roughly speaking, says that given a uniformly continuous function defined on an arbitrary metric space, if the function is bounded on the constraint set and we slightly…

We study a branching Brownian motion $Z$ in $\mathbb{R}^d$, among obstacles scattered according to a Poisson random measure with a radially decaying intensity. Obstacles are balls with constant radius and each one works as a trap for the…

We provide the first rate of convergence analysis for RBM as the dimension grows under natural uniformity conditions. In particular, if the underlying routing matrix is uniformly contractive, uniform stability of the drift vector holds, and…

Let $Z_N$ be a Ginibre ensemble and let $A_N$ be a Hermitian random matrix independent from $Z_N$ such that $A_N$ converges in distribution to a self-adjoint random variable $x_0$. For each $t>0$, the random matrix $A_N+\sqrt{t}Z_N$…

We prove an invariance principle for Brownian motion in Gaussian or Poissonian random scenery by the method of characteristic functions. Annealed asymptotic limits are derived in all dimensions, with a focus on the case of dimension $d=2$,…