Related papers: Diffusion in planar Liouville quantum gravity
We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…
We study branching Brownian motion in hyperbolic space. As hyperbolic Brownian motion is transient, the normalised empirical measure of branching Brownian motion converges to a random measure $\mu_\infty$ on the boundary. We show that the…
Lateral diffusion of molecules on surfaces plays a very important role in various biological processes, including lipid transport across the cell membrane, synaptic transmission and other phenomena such as exo- and endocytosis, signal…
The skew-product diffusion [Ann. Appl. Probab. 35, 3150--3214 (2025)] and exponentially tilted planar Brownian motion [Electron. J. Probab. 30, 1--97 (2025)] are canonical examples of planar diffusions with a point interaction at the origin…
Liouville Field Theory (LFT for short) is a two dimensional model of random surfaces, which is for instance involved in $2d$ string theory or in the description of the fluctuations of metrics in $2d$ Liouville quantum gravity. This is a…
For $\xi \geq 0$, Liouville first passage percolation (LFPP) is the random metric on $\varepsilon \mathbb Z^2$ obtained by weighting each vertex by $\varepsilon e^{\xi h_\varepsilon(z)}$, where $h_\varepsilon(z)$ is the average of the…
We argue that quantum-gravitational fluctuations in the space-time background give the vacuum non-trivial optical properties that include diffusion and consequent uncertainties in the arrival times of photons, causing stochastic…
We study boundary traces of shift-invariant diffusions: two-dimensional diffusions in the upper half-plane $\mathbb{R} \times [0, \infty)$ (or in $\mathbb{R} \times [0, R)$) invariant under horizontal translations. We prove that the…
Let $h$ be the planar Gaussian free field and let $D_h$ be a supercritical Liouville quantum gravity (LQG) metric associated with $h$. Such metrics arise as subsequential scaling limits of supercritical Liouville first passage percolation…
We investigate the construction of diffusions consisting of infinitely numerous Brownian particles moving in $\mathbb{R}^d$ and interacting via logarithmic functions (two-dimensional Coulomb potentials). These potentials are very strong and…
Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…
We consider the motion of a particle governed by a weakly random Hamiltonian flow. We identify temporal and spatial scales on which the particle trajectory converges to a spatial Brownian motion. The main technical issue in the proof is to…
Single-file diffusion behaves as normal diffusion at small time and as anomalous subdiffusion at large time. These properties can be described by fractional Brownian motion with variable Hurst exponent or multifractional Brownian motion. We…
We study the gravitational action induced by coupling two-dimensional non-conformal, massive matter to gravity on a compact Riemann surface. We express this gravitational action in terms of finite and well-defined quantities for any value…
We construct a new random probability measure on the sphere and on the unit interval which in both cases has a Gibbs structure with the relative entropy functional as Hamiltonian. It satisfies a quasi-invariance formula with respect to the…
We study the diffusion phenomena on the negatively curved surface made up of congruent heptagons. Unlike the usual two-dimensional plane, this structure makes the boundary increase exponentially with the distance from the center, and hence…
In this paper we present a new quantum-trajectory based treatment of quantum dynamics suitable for dissipative systems. Starting from a de Broglie/Bohm-like representation of the quantum density matrix, we derive and define quantum…
Many complex systems are described by Langevin-type equations in which the noise exhibits long-range correlations and couples to the system in a state-dependent, multiplicative manner, leading to heterogeneous non-Markovian diffusion. Here,…
We study the dynamics of Brownian particles in a heterogeneous one-dimensional medium with a spatially-dependent diffusion coefficient of the form $D(x)\sim |x|^c$, at constant temperature. The particle's probability distribution function…
We investigate the stationary diffusion equation with a coefficient given by a (transformed) L\'evy random field. L\'evy random fields are constructed by smoothing L\'evy noise fields with kernels from the Mat\'ern class. We show that…