Related papers: The spans in Brownian motion
Let $X$ be a fractional Brownian motion in $\mathbb{R}^d$. For any Borel function $f:[0,1] \to \mathbb{R}^d$, we express the Hausdorff dimension of the image and the graph of $X+f$ in terms of $f$. This is new even for the case of Brownian…
For every bounded planar domain $D$ with a smooth boundary, we define a `Lyapunov exponent' $\Lambda(D)$ using a fairly explicit formula. We consider two reflected Brownian motions in $D$, driven by the same Brownian motion (i.e., a…
We compute the joint distribution of the site and the time at which a $d$-dimensional standard Brownian motion $B_t$ hits the surface of the ball $ U(a) =\{|{\bf x}|<a\}$ for the first time. The asymptotic form of its density is obtained…
For a large class of quickly mixing dynamical systems, we prove that the error in the almost sure approximation with a Brownian motion is of order O((log n)^a) with a $\ge$ 2. Specifically, we consider nonuniformly expanding maps with…
Recently the characterization of the compactness in the space $BV([0,1])$ of functions of bounded Jordan variation was given. Here, certain generalizations of this result are given for the spaces of functions of bounded Waterman…
We consider the continuous time symmetric random walk with a slow bond on $\mathbb Z$, which rates are equal to $1/2$ for all bonds, except for the bond of vertices $\{-1,0\}$, which associated rate is given by $\alpha n^{-\beta}/2$, where…
We investigate the relationship between the sizes of the sum and difference sets attached to a subset of {0,1,...,N}, chosen randomly according to a binomial model with parameter p(N), with N^{-1} = o(p(N)). We show that the random subset…
Given a frequency $\lambda$, we study general Dirichlet series $\sum a_n e^{-\lambda_n s}$. First, we give a new condition on $\lambda$ which ensures that a somewhere convergent Dirichlet series defining a bounded holomorphic function in…
We are interested in the branching capacity of the range of a random walk in $\mathbb Z^d$.Schapira [28] has recently obtained precise asymptotics in the case $d\ge 6$ and has demonstrated a transition at dimension $d=6$. We study the case…
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…
Robert Kaufman's proof that the set of rapid points of Brownian motion has a Fourier dimension equal to its Hausdorff dimension was first published in 1974. A study of the proof of the original paper revealed several gaps in the arguments…
In this paper we study the asymptotic behavior of Brownian motion in both comb-shaped planar domains, and comb-shaped graphs. We show convergence to a limiting process when both the spacing between the teeth \emph{and} the width of the…
In this paper, we obtain an explicit representation of the transition density of the one-dimensional skew Brownian motion with (a constant drift and) two semipermeable barriers. Moreover we propose a rejection method to simulate this…
In a recent work, Fleischmann and Mueller (2004) showed the existence of a super-Brownian motion in R^d, d=2,3, with extra birth at the origin. Their construction made use of an analytical approach based on the fundamental solution of the…
We extend the notion of matching for one-dimensional dynamical systems to random matching for random dynamical systems on an interval. We prove that for a large family of piecewise affine random systems of the interval the property of…
We prove sandwich theorems and a Tauberian theorem in the space of compact metric measure spaces, endowed with the Gromov-Hausdorff-Prokhorov (GHP) topology. These results hold with respect to a close relative of Gromov's Lipschitz order.…
We elaborate on the theorem saying that as permeability coefficients of snapping-out Brownian motions tend to infinity in such a way that their ratio remains constant, these processes converge to a skew Brownian motion. In particular,…
We consider in this work a one parameter family of hypoelliptic diffusion processes on the unit tangent bundle $T^1 \mathcal M$ of a Riemannian manifold $(\mathcal M,g)$, collectively called kinetic Brownian motions, that are random…
In this paper we study upper bounds for the density of solution of stochastic differential equations driven by a fractional Brownian motion with Hurst parameter H > 1/3. We show that under some geometric conditions, in the regular case H >…
It is well known that for a standard Brownian motion (BM) $ \{B(t), \;t \geq 0\}$ with values in $\mathbb{R}^d$, its convex hull $ V(t)=\conv \{\{\,B(s),\;s \leq t \}$ with probability $1$ for each $t > 0$ contains $0$ as an interior point…