Related papers: Brownian motion on stationary random manifolds
In this work, we investigate the quantum Brownian motion of a point charge arising as a consequence of two fluctuating point-like boundaries. The study considers Dirichlet, Neumann, and mixed boundary conditions imposed on a real massless…
This paper proposes a novel framework for manifold-valued regression and establishes its consistency as well as its contraction rate. It assumes a predictor with values in the interval $[0,1]$ and response with values in a compact…
We provide a characterization of continuous semimartingales whose law is invariant with respect to predictable random rotations. In particular we prove that all such semimartingales are obtained by integrating a predictable process with…
Since the seminal results by Avellaneda \& Lin it is known that elliptic operators with periodic coefficients enjoy the same regularity theory as the Laplacian on large scales. In a recent inspiring work, Armstrong \& Smart proved…
For random dynamical systems, by summarizing the fundamental properties of Kifer's topological pressure we introduce the concept of random pressure functions, and define Ruelle's metric entropy for invariant measures. Employing the…
Given a family of rotationally symmetric compact manifolds indexed by the dimension and a weight function, the goal of this paper is to investigate the cut-off phenomenon for the Brownian motions on this family. We provide a class of…
In this paper, by modifying the arguments in \cite{WY}, we get some rigidity theorems on compact manifolds with nonempty boundary. The results in this paper are similar with those in \cite{ST} and \cite{WY}. Like \cite{ST} and \cite{WY}, we…
We consider the spectral action within the context of a 4-dimensional manifold with torsion and show that, in the vacuum case, the equations of motion reduce to Einstein's equations, securing the linear stability of the theory. To…
We show that a Brownian motion on $\mathbb{R}_{\ge 0}$ which is allowed to spend a total of $s > 0$ time units outside a bounded interval does not leave the interval at all. This can be seen as an extreme example of entropic repulsion.…
Electronic properties of amorphous or non-crystalline disordered solids are often modelled by one-particle Schroedinger operators with random potentials which are ergodic with respect to the full group of Euclidean translations. We give a…
The Brownian map is a model of random geometry on the sphere and as such an important object in probability theory and physics. It has been linked to Liouville Quantum Gravity and much research has been devoted to it. One open question asks…
The volume entropy of a compact metric measure space is known to be the exponential growth rate of the measure lifted to its universal cover at infinity. For a compact Riemannian $n$-manifold with a negative lower Ricci curvature bound and…
We propose the entropy of random Markov trajectories originating and terminating at a state as a measure of the stability of a state of a Markov process. These entropies can be computed in terms of the entropy rates and stationary…
We establish diffusion and fractional Brownian motion approximations for motions in a Markovian Gaussian random field with a nonzero mean.
The times of Brownian local minima, maxima and their union are three distinct examples of local, stationary, dense, random countable sets associated with classical Wiener noise. Being local means, roughly, determined by the local behavior…
We define and study a model of winding for non-colliding particles in finite trees. We prove that the asymptotic behavior of this statistic satisfies a central limiting theorem, analogous to similar results on winding of bounded particles…
We collect some applications of the variational formula established by Schr\"oder (1988) and Rue\ss (2013) for the quenched Lyapunov exponent of Brownian motion in stationary and ergodic nonnegative potential. We show for example that the…
Consider on a manifold the solution $X$ of a stochastic differential equation driven by a L\'evy process without Brownian part. Sufficient conditions for the smoothness of the law of $X_t$ are given, with particular emphasis on noncompact…
We provide the first rate of convergence analysis for RBM as the dimension grows under natural uniformity conditions. In particular, if the underlying routing matrix is uniformly contractive, uniform stability of the drift vector holds, and…
It is an open question in smooth ergodic theory whether there exists a Hamiltonian disk map with zero topological entropy and (strong) mixing dynamics. Weak mixing has been known since Anosov and Katok first constructed examples in 1970.…