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The paper identifies families of quasi-stationary initial conditions for infinite Brownian particle systems within a large class and provides a construction of the particle systems themselves started from such initial conditions. Examples…
In this paper, we study the Hubbard model with intersite Coulomb interaction in the ionic limit (i.e. no kinetic energy). It is shown that this model is isomorphic to the spin-1 Ising model in presence of a crystal field and an external…
The integration of the Einstein equations split into the solution of constraints on an initial space like 3 - manifold, an essentially elliptic system, and a system which will describe the dynamical evolution, modulo a choice of gauge. We…
In the context of the Newtonian N-body problem, we prove the existence of a partially hyperbolic motion with prescribed positive energy and any initial collisionless configuration. Moreover, it is a free time minimizer of the respective…
The d-inverse is a generalized notion of inverse of a stochastic process having a certain tendency of increasing expectations. Scaling limit of the d-inverse of Brownian motion with functional drift is studied. Except for degenerate case,…
The epsilon-cover time of the two dimensional torus by Brownian motion is the time it takes for the process to come within distance epsilon>0 from any point. Its leading order in the small epsilon-regime has been established by Dembo,…
A fibered hyperbolic 3-manifold induces a map from the hyperbolic plane to hyperbolic 3-space, the respective universal covers of the fibre and the manifold. The induced map is an embedding that is exponentially distorted in terms of the…
We study in this paper quasiperiodic maximal surfaces in pseudo-hyperbolic spaces and show that they are characterised by a curvature condition, Gromov hyperbolicity or conformal hyperbolicity. We show that the limit curves of these…
Many properties of Brownian motion on spaces with varying dimension (BMVD in abbreviation) have been explored in [5]. In this paper, we study Brownian motion with drift on spaces with varying dimension (BMVD with drift in abbreviation).…
A uniform dimensional result for normally reflected Brownian motion (RBM) in a large class of non-smooth domains is established. Exact Hausdorff dimensions for the boundary occupation time and the boundary trace of RBM are given. Extensions…
Let $B=(B^{(1)},B^{(2)})$ be a two-dimensional fractional Brownian motion with Hurst index $\alpha\in (0,1/4)$. Using an analytic approximation $B(\eta)$ of $B$ introduced in \cite{Unt08}, we prove that the rescaled L\'evy area process…
A $p$-adic Brownian motion is a continuous time stochastic process in a $p$-adic state space that has a Vladimirov operator as its infinitesimal generator. The current work shows that any such process is the scaling limit of a discrete time…
Modern advances in transformation optics and electromagnetic metamaterials made possible experimental demonstrations of highly unusual curvilinear optical spaces, such as various geometries necessary for electromagnetic cloaking. Recently…
Brownian motion with darning (BMD in abbreviation) is introduced and studied in [4] and [5, Chapter 7]. Roughly speaking, BMD travels across the "darning area" at infinite speed, while it behaves like a regular BM outside of this area. In…
The self-catalytic branching Brownian motions (SBBM) are extensions of the classical one-dimensional branching Brownian motions by incorporating pairwise branchings catalyzed by the intersection local times of the particle pairs. These…
In this paper we investigate the one-dimensional hyperbolic mean curvature flow for closed plane curves. We show that there exists a class of initial velocities such that the solution of the corresponding initial value problem exists only…
The paper deals with exponential functionals of the linear Brownian motion which arise in different contexts such as continuous time finance models and one-dimensional disordered models. We study some properties of these exponential…
We study the process of $2K-B$, where $B$ is a standard one-dimensional Brownian motion and $K$ is its concave majorant. In light of Pitman's $2M-B$ theorem, it was recently conjectured by Ouaki and Pitman \cite{OP} that $2K-B$ has the law…
Consider N Brownian bridges B_i:[-N,N] -> R, B_i(-N) = B_i(N) = 0, 1 <= i <= N, conditioned not to intersect. The edge-scaling limit of this system is obtained by taking a limit as N -> infinity of these curves scaled around (0,2^{1/2} N)…
We consider the model of Brownian motion indexed by the Brownian tree. For every $r\geq 0$ and every connected component of the set of points where Brownian motion is greater than $r$, we define the boundary size of this component, and we…