Related papers: Some sample path properties of G-Brownian motion
We prove a zero-one law for the stationary measure for algebraic sets generalizing the results of Furstenberg [13] and Guivarc'h and Le Page [20]. As an application, we establish a local limit theorem for the coefficients of random walks on…
We establish high probability estimates on the eigenvalue locations of Brownian motion on the $N$-dimensional unitary group, as well as estimates on the number of eigenvalues lying in any interval on the unit circle. These estimates are…
We introduce and study Brownian motion on spaces of discrete regular curves in Euclidean space equipped with discrete Sobolev-type metrics. It has been established that these spaces of discrete regular curves are geodesically complete if…
In this article we study the connection of fractional Brownian motion, representation theory and reflection positivity in quantum physics. We introduce and study reflection positivity for affine isometric actions of a Lie group on a Hilbert…
This paper is the first part of our survey on various results about the distribution of exponential type Brownian functionals defined as an integral over time of geometric Brownian motion. Several related topics are also mentioned.
Geometric Brownian motion (GBM) is a key model for representing self-reproducing entities. Self-reproduction may be considered the definition of life [5], and the dynamics it induces are of interest to those concerned with living systems…
We study periodic Brownian paths, wrapped around the surface of a cylinder. One characteristic of such a path is its width square, $w^2$, defined as its variance. Though the average of $w^2$ over all possible paths is well known, its full…
We present a Cameron--Martin type quasi-invariance theorem for subordinate Brownian motion. As applications, we establish an integration by parts formula and construct a gradient operator on the path space of subordinate Brownian motion,…
This work is devoted to the investigation of the most probable transition path for stochastic dynamical systems driven by either symmetric $\alpha$-stable L\'{e}vy motion ($0<\alpha<1$) or Brownian motion. For stochastic dynamical systems…
Let R0 be a commutative associative ring (not necessarily unital), G a group and alpha a partial action by ideals that contain local units. We show that R0 is maximal commutative in the partial skew group ring R0*G if and only if R0 has the…
In this note, we continue to highlight some applications of Theorem 1 of [3]. Here is a sample: Let $X$ be an open set in ${\bf C}^n$, $\Omega$ an open convex set in ${\bf C}$ and $f, g : X\to {\bf C}$ two holomorphic functions such that…
We construct Brownian motion on a wide class of metric spaces similar to graphs, and show that its cover time admits an upper bound depending only on the length of the space.
The path ideal (of length t >=2) of a graph G is the monomial ideal, denoted I_t(G), whose generators correspond to the directed paths of length t in G. We study some of the algebraic properties of I_t(G) when G is a tree. We first show…
The signature is a collection of iterated integrals describing the "shape" of a path. It appears naturally in the Taylor expansions of controlled differential equations and, as a consequence, is arguably the central object within rough path…
We stress the relevance of the two features of translational invariance and atomic nature of the gas in the quantum description of the motion of a massive test particle in a gas, corresponding to the original picture of Einstein used in the…
It is shown that physical signals and space-time intervals modeled on split-octonion geometry naturally exhibit properties from conventional (3+1)-theory (e.g. number of dimensions, existence of maximal velocities, Heisenberg uncertainty,…
In this paper, we consider backward stochastic differential equations driven by $G$-Brownian motion (GBSDEs) under quadratic assumptions on coefficients. We prove the existence and uniqueness of solution for such equations. On the one hand,…
A Brownian motion model is proposed to study parametric correlations in the transmission eigenvalues of open ballistic cavities. We find interesting universal properties when the eigenvalues are rescaled at the hard edge of the spectrum. We…
Let $\alpha\colon G\curvearrowright A$ be an action of a countable discrete group on a separable unital $C^*$-algebra. We study the simplex $\mathrm{T}(A)^G$ of $G$-invariant traces and ask when it is Bauer. Our main result is a…
Pathwise constructions of Brownian motions which satisfy all possible boundary conditions at the vertex of star graphs are given.