Related papers: Brownian motion on stationary random manifolds

Every graphon defines a random graph on any given number $n$ of vertices. It was known that the graphon is random-free if and only if the entropy of this random graph is subquadratic. We prove that for random-free graphons, this entropy can…

In this article, we introduce Brownian motion on stable looptrees using resistance techniques. We prove an invariance principle characterising it as the scaling limit of random walks on discrete looptrees, and prove precise local and global…

We prove that if a compact, simply connected Riemannian $G$-manifold $M$ has orbit space $M/G$ isometric to some other quotient $N/H$ with $N$ having zero topological entropy, then $M$ is rationally elliptic. This result, which generalizes…

We derive sufficient conditions for asymptotic and monotone exponential decay in mean square of solutions of the geometric Brownian motion with delay. The conditions are written in terms of the parameters and are explicit for the case of…

We prove a Liouville type classification theorem in half-spaces for infinite boundary value problems related to fully nonlinear, uniformly elliptic operators. We then apply the result in order to obtain gradient boundary blow up rates for…

We consider a dynamical system which has the hyperbolic structure along an attracting invariant manifold $M$. The problem is whether every motion starting in a neighborhood of $M$ possesses an asymptotic phase, i.e. eventually approaches a…

Consider a sequence of n bi-infinite and stationary Brownian queues in tandem. Assume that the arrival process entering in the first queue is a zero mean ergodic process. We prove that the departure process from the n-th queue converges in…

We provide proofs of the following theorems by considering the entropy of random walks: Theorem 1.(Alon, Hoory and Linial) Let G be an undirected simple graph with n vertices, girth g, minimum degree at least 2 and average degree d: Odd…

We study the asymptotic behavior of the maximum likelihood estimator corresponding to the observation of a trajectory of a Skew Brownian motion, through a uniform time discretization. We characterize the speed of convergence and the…

The infinite Brownian loop on a Riemannian manifold is the limit in distribution of the Brownian bridge of length $T$ around a fixed origin when $T \rightarrow +\infty$. The aim of this note is to study its long-time asymptotics on…

We study semilinear rough stochastic partial differential equations as introduced in [Gerasimovi{\v{c}}s, Hairer; EJP 2019]. We provide $\mathcal{L}^p(\Omega)$-integrable a priori bounds for the solution and its linearization in case the…

The dynamics of a Brownian particle in a constant magnetic field and time-dependent electric field is studied in the limit of white noise, using a Langevin approach for the classical problem and the path-integral Feynman-Vernon and…

Let $(M,g)$ be a compact manifold with Ricci curvature almost bounded from below and $\pi:\bar{M}\to M$ be a normal, Riemannian cover. We show that, for any nonnegative function $f$ on $M$, the means of $f\o\pi$ on the geodesic balls of…

We study the maximum likelihood estimator of the drift parameters of a stochastic differential equation, with both drift and diffusion coefficients constant on the positive and negative axis, yet discontinuous at zero. This threshold…

We consider an ergodic invariant measure $\mu$ for a smooth action of $Z^k$, $k \ge 2$, on a $(k+1)$-dimensional manifold or for a locally free smooth action of $R^k$, $k \ge 2$ on a $(2k+1)$-dimensional manifold. We prove that if $\mu$ is…

We prove a conjecture by Bravyi on an upper bound on entanglement rates of local Hamiltonians. We then use this bound to prove the stability of the area law for the entanglement entropy of quantum spin systems under adiabatic and…

We use recent results on the Fourier analysis of the zero sets of Brownian motion to explore the diophantine properties of an algorithmically random Brownian motion (also known as a complex oscillation). We discuss the construction and…

The relativistic generalization of a free Brownian motion theory is presented. The global characteristics of the relaxation are {\it explicitly} found for the velocity and momentum (stochastic) kinetics. It is shown that the thermal…

We show that the Brownian motion on the complex full flag manifold can be represented by a matrix-valued diffusion obtained from the unitary Brownian motion. This representation actually leads to an explicit formula for the characteristic…

This paper presents a unified geometric framework for Brownian motion on manifolds, encompassing intrinsic Riemannian manifolds, embedded submanifolds, and Lie groups. The approach constructs the stochastic differential equation by…