Related papers: Brownian motion on treebolic space: positive harmo…
By the work of P. L\'evy, the sample paths of the Brownian motion are known to satisfy a certain H\"older regularity condition almost surely. This was later improved by Ciesielski, who studied the regularity of these paths in Besov and…
Einstein-Smoluchowski diffusion, damped harmonic oscillations, and spatial decoherence are special cases of an elegant class of Markovian quantum Brownian motion models that is invariant under linear symplectic transformations. Here we…
We prove the sets of polynomials on configuration spaces are cores of Dirichlet forms describing interacting Brownian motion in infinite dimensions. Typical examples of these stochastic dynamics are Dyson's Brownian motion and Airy…
We develop the harmonic space method for conifold and use it to study local complex deformations of $T^{\ast}S^{3}$ preserving manifestly $SL(2,C) $ isometry. We derive the perturbative manifestly $SL(2,C) $ invariant partition function…
This paper appears as the confluence of hyperbolic dynamics, symplectic topology and low dimensional topology, etc. We show that composite symplectic Dehn twists have certain form of nonuniform hyperbolicity: it has positive topological…
We derive the probability density function of the positive occupation time of one-dimensional Brownian motion with two-valued drift. Long time asymptotics of the density are also computed. We use the result to describe the transitional…
We introduce a stochastic model of two-dimensional Brownian vortices associated with the canonical ensemble. The point vortices evolve through their usual mutual advection but they experience in addition a random velocity and a systematic…
We study symmetric random walks on finitely generated groups of orientation-preserving homeomorphisms of the real line. We establish an oscillation property for the induced Markov chain on the line that implies a weak form of recurrence.…
We study a semilinear equation involving the fractional Laplacian on the hyperbolic space $\mathbb{H}^n$. Unlike in conformally compact Einstein manifolds, the fractional Laplacian on $\mathbb{H}^n$ does not enjoy conformal covariance. By…
We introduce root-to-leaf path random walks on double covers of graded signed graphs and analyze their behavior in a general setting. Viewing simplicial complexes within this framework, we show that these walks induce the natural…
We introduce the notion of a contractible subshift. This is a strengthening of the notion of strong irreducibility, where we require that the gluings are given by a block map. We show that a subshift is a retract of a full shift if and only…
We consider an active Brownian particle in a $d$-dimensional harmonic trap, in the presence of translational diffusion. While the Fokker-Planck equation can not in general be solved to obtain a closed form solution of the joint distribution…
A new approach to the generalised Brownian motion introduced by M. Bozejko and R. Speicher is described, based on symmetry rather than deformation. The symmetrisation principle is provided by Joyal's notions of tensorial and combinatorial…
We study the dynamics of Hamiltonian diffeomorphisms on convex symplectic manifolds. To this end we first establish the Piunikhin-Salamon-Schwarz isomorphism between the Floer homology and the Morse homology of such a manifold, and then use…
Benjamini and Schramm (1996) used circle packing to prove that every transient, bounded degree planar graph admits non-constant harmonic functions of finite Dirichlet energy. We refine their result, showing in particular that for every…
Motivated by subdiffusive motion of bio-molecules observed in living cells we study the stochastic properties of a non-Brownian particle whose motion is governed by either fractional Brownian motion or the fractional Langevin equation and…
We consider exponential functionals of a multi-dimensional Brownian motion with drift, defined via a collection of linear functionals. We give a characterization of the Laplace transform of their joint law as the unique bounded solution, up…
We study structural relaxation of colloidal hard spheres undergoing Brownian motion using dynamical density functional theory. Contrary to the partial linearization route [Stopper {\em et al.}, Phys. Rev. E {\bf 92}, 022151 (2015)] which…
We obtain Fisher-Hartwig asymptotics with root and jump type singularities in space-time under the law of the stationary Hermitian Ornstein-Uhlenbeck process, which serve as a dynamical generalization of earlier static results obtained by…
This paper is concerned with the limit laws of the extreme order statistics derived from a symmetric Laplace walk. We provide two different descriptions of the point process of the limiting extreme order statistics: a branching…