English
Related papers

Related papers: An occupation time formula for semimartingales in …

200 papers

We show that for finite-range, symmetric random walks on general transient Cayley graphs, the expected occupation time of any given ball of radius $r$ is $O(r^{5/2})$.. We also study the volume-growth property of the wired spanning forests…

Probability · Mathematics 2020-11-24 Russell Lyons , Yuval Peres , Xin Sun , Tianyi Zheng

We study the geometry of a codimension-one foliation with a time-dependent Riemannian metric. The work begins with formulae concerning deformations of geometric quantities as the Riemannian metric varies along the leaves of the foliation.…

Differential Geometry · Mathematics 2011-09-28 Vladimir Rovenski

We prove that probability laws of certain multidimensional semimartingales which includes time-inhomogenous diffusions, under suitable assumptions, satisfy Quadratic Transportation Cost Inequality under the uniform metric. From this we…

Probability · Mathematics 2011-04-22 Soumik Pal

Given a one-dimensional dynamical system we study its cover time, which quantifies the rate at which orbits become dense in the state space. Using transfer operator tools for dynamical systems with holes and inducing techniques, for a wide…

Dynamical Systems · Mathematics 2024-05-28 Natalia Jurga , Mike Todd

We compute that the growth of the origin occupation-time variance up to time t in dimension d=2 with respect to asymmetric simple exclusion in equilibrium with density 1/2 is in a certain sense at least t(log(log t)) for general rates, and…

Probability · Mathematics 2007-05-23 Sunder Sethuraman

A dual foliation treatment of General Relativity is presented. The basic idea of the construction is to consider two foliations of a spacetime by spacelike hypersurfaces and relate the two geometries. The treatment is expected to be useful…

General Relativity and Quantum Cosmology · Physics 2015-09-08 David Hilditch

We give a quadratic-time algorithm to compute the stretch factor and the invariant measured foliations for a pseudo-Anosov element of the mapping class group. As input, the algorithm accepts a word (in any given finite generating set for…

Geometric Topology · Mathematics 2025-01-23 Dan Margalit , Balázs Strenner , Samuel J. Taylor , S. Öykü Yurttaş

This paper gives a complete characterization of infinitely divisible semimartingales, i.e., semimartingales whose finite dimensional distributions are infinitely divisible. An explicit and essentially unique decomposition of such…

Probability · Mathematics 2014-05-02 Andreas Basse-O'Connor , Jan Rosinski

It is the intention of this paper to rigorously clarify the role of the occupation numbers in the current practical applications of the density functional formalism. In these calculations one has to decide how to distribute a given, fixed…

Condensed Matter · Physics 2009-10-28 M. M. Valiev , G. W. Fernando

The goals of this paper are first to describe and then to apply an ergodic-theoretic generalization of the Siegel integral formula from the geometry of numbers. The general formula will be seen to serve both as a guide and as a tool for…

Dynamical Systems · Mathematics 2007-05-23 William A. Veech

We propose a discrete time formulation of the semi-martingale optimal transport problem based on multi-marginal entropic transport. This approach offers a new way to formulate and solve numerically the calibration problem proposed by [17],…

Optimization and Control · Mathematics 2024-12-03 Jean-David Benamou , Guillaume Chazareix , Grégoire Loeper

We investigate the particle and kinetic-energy densities for a system of $N$ fermions bound in a local (mean-field) potential $V(\bfr)$. We generalize a recently developed semiclassical theory [J. Roccia and M. Brack, Phys. Rev.\ Lett. {\bf…

Mathematical Physics · Physics 2015-05-14 J. Roccia , M. Brack , A. Koch

We consider a branching random walk on $\mathbb{R}$ with a stationary and ergodic environment $\xi=(\xi_n)$ indexed by time $n\in\mathbb{N}$. Let $Z_n$ be the counting measure of particles of generation $n$ and $\tilde Z_n(t)=\int…

Probability · Mathematics 2015-04-07 Xiaoqiang Wang , Chunmao Huang

Let X and Y be an m-dimensional F-semimartingale and an n-dimensional H-semimartingale respectively on the same probability space, both enjoying the strong predictable representation property. We propose a martingale representation result…

Probability · Mathematics 2018-10-22 Antonella Calzolari , Barbara Torti

We are concerned with a stochastic mean curvature flow of graphs over a periodic domain of any space dimension. We establish existence of martingale solutions which are strong in the PDE sense and study their large-time behavior. Our…

Probability · Mathematics 2019-03-13 Nils Dabrock , Martina Hofmanová , Matthias Röger

We consider a class of martingales on Cartan-Hadamard manifolds that includes Brownian motion on a minimal submanifold. We give sufficient conditions for such martingales to be transient, extending previous results on the transience of…

Differential Geometry · Mathematics 2016-01-14 Robert W. Neel

We develop the self similarity argument known as sparse domination in an abstract martingale setting, using a continuous time parameter. With this method, we prove a sharp weighted L^p estimate for the maximal operator Y^* of Y with respect…

Probability · Mathematics 2019-04-23 Komla Domelevo , Stefanie Petermichl

In this work we introduce and study fractional measure theoretic elliptic operators on the torus and a new stochastic process named W-Brownian motion. We establish some regularity and spectral results related to the operators cited above,…

Analysis of PDEs · Mathematics 2025-12-05 Kelvin J. R. Sousa

Perturbed geodesics are trajectories of particles moving on a semi-Riemannian manifold in the presence of a potential. Our purpose here is to extend to perturbed geodesics on semi-Riemannian manifolds the well known Morse Index Theorem.…

Differential Geometry · Mathematics 2007-06-13 Monica Musso , Jacobo Pejsachowicz , Alessandro Portaluri

Recently, a new approach in the fine analysis of stochastic processes sample paths has been developed to predict the evolution of the local regularity under (pseudo-)differential operators. In this paper, we study the sample paths of…

Probability · Mathematics 2013-08-29 Paul Balança , Erick Herbin
‹ Prev 1 8 9 10 Next ›