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The classical dynamics of particles with (non-)abelian charges and spin moving on curved manifolds is established in the Poisson-Hamilton framework. Equations of motion are derived for the minimal quadratic Hamiltonian and some extensions…

High Energy Physics - Theory · Physics 2025-04-15 Jan W. van Holten

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…

Mathematical Physics · Physics 2015-04-23 Patrik L. Ferrari , Herbert Spohn , Thomas Weiss

In this paper we consider the Hilbert-Einstein-Dirac functional, whose critical points are pairs, metrics-spinors, that satisfy a system coupling the Riemannian and the spinorial part. Under some assumptions, on the sign of the scalar…

Differential Geometry · Mathematics 2022-03-29 Ali Maalaoui , Vittorio Martino

We give formulae for the cumulants of complex Wishart (LUE) and inverse Wishart matrices (inverse LUE). Their large-$N$ expansions are generating functions of double (strictly and weakly) monotone Hurwitz numbers which count constrained…

Mathematical Physics · Physics 2021-04-12 Fabio Deelan Cunden , Antoine Dahlqvist , Neil O'Connell

In this article we introduce cylindrical fractional Brownian motions in Banach spaces and develop the related stochastic integration theory. Here a cylindrical fractional Brownian motion is understood in the classical framework of…

Probability · Mathematics 2015-11-19 Elena Issoglio , Markus Riedle

This paper features a comparison inequality for the densities of the moment measures of super-Brownian motion. These densities are defined recursively for each $n \ge 1$ in terms of the Poisson and Green's kernels, hence can be analyzed…

Probability · Mathematics 2016-11-01 Thomas S. Salisbury , A. Deniz Sezer

In this note we prove an existence and uniqueness result for the solution of multidimensional stochastic delay differential equations with normal reflection. The equations are driven by a fractional Brownian motion with Hurst parameter…

Probability · Mathematics 2012-03-05 Mireia Besalú , Carles Rovira

We prove strong small deviations results for Brownian motion under independent time-changes satisfying their own asymptotic criteria. We then apply these results to certain stochastic integrals which are elements of second-order homogeneous…

Probability · Mathematics 2016-11-14 Daniel Dobbs , Tai Melcher

In this work we present expansions of intersection local times of fractional Brownian motions in $\R^d$, for any dimension $d\geq 1$, with arbitrary Hurst coefficients in $(0,1)^d$. The expansions are in terms of Wick powers of white noises…

Probability · Mathematics 2011-01-04 Maria Joao Oliveira , Jose Luis da Silva , Ludwig Streit

Brownian motions, martingales, and Wiener processes are introduced and studied for set valued functions taking values in the subfamily of compact convex subsets of arbitrary Banach space $X$. The present paper is an application of one the…

Functional Analysis · Mathematics 2018-10-17 Domenico Candeloro , Coenraad C. A. Labuschagne , Valeria Marraffa , Anna Rita Sambucini

Using structures of Abstract Wiener Spaces, we define a fractional Brownian field indexed by a product space $(0,1/2] \times L^2(T,m)$, $(T,m)$ a separable measure space, where the first coordinate corresponds to the Hurst parameter of…

Probability · Mathematics 2014-04-24 Alexandre Richard

We present generalizations of the well-known trigonometric spin Sutherland models, which were derived by Hamiltonian reduction of `free motion' on cotangent bundles of compact simple Lie groups based on the conjugation action. Our models…

Mathematical Physics · Physics 2019-11-04 L. Feher

We prove that the empirical law of eigenvalues of Brownian motion on the Lie Group $\mathrm{GL}(N,\mathbb{C})$ converges almost surely to a deterministic probability measure, characterized by a free stochastic differential equation. This…

Probability · Mathematics 2025-11-14 Tatiana Brailovskaya , Nicholas A. Cook , Todd Kemp , Félix Parraud

The dynamics of a Brownian particle in a constant magnetic field and time-dependent electric field is studied in the limit of white noise, using a Langevin approach for the classical problem and the path-integral Feynman-Vernon and…

Statistical Mechanics · Physics 2022-06-20 Marco Patriarca , Pasquale Sodano

We present a new probabilistic model of compact commutative Lie groups that produces invariant-equivariant and disentangled representations of data. To define the notion of disentangling, we borrow a fundamental principle from physics that…

Machine Learning · Computer Science 2019-04-23 Taco Cohen , Max Welling

We describe generalized Brownian motion related to parabolic equation systems from a logical point of view, i.e., as a generalization of Anderson's random walk. The connection to classical spaces is based on the Loeb measure. It seems that…

Probability · Mathematics 2012-01-09 Joerg Kampen

The motion of compact binaries is influenced by the spin of their components starting at the 1.5 post-Newtonian (PN) order. On the other hand, in the large mass ratio limit, the spin of the lighter object appears in the equations of motion…

General Relativity and Quantum Cosmology · Physics 2025-05-26 Vojtěch Witzany , Viktor Skoupý , Leo C. Stein , Sashwat Tanay

We investigate the classical Brownian motion of a particle in a two-dimensional noncommutative (NC) space. Using the standard NC algebra embodied by the sympletic Weyl-Moyal formalism we find that noncommutativity induces a non-vanishing…

High Energy Physics - Theory · Physics 2017-09-12 Willien O. Santos , Guilherme M. A. Almeida , Andre M. C. Souza

We give a probabilistic proof of the Weyl integration formula on U(n), the unitary group with dimension $n$. This relies on a suitable definition of Haar measures conditioned to the existence of a stable subspace with any given dimension…

Probability · Mathematics 2009-08-28 P. Bourgade

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…

Probability · Mathematics 2008-03-17 Pedro Lei , David Nualart