Related papers: Gibbs measures on mutually interacting Brownian pa…
The study of almost surely discrete random probability measures is an active line of research in Bayesian nonparametrics. The idea of assuming interaction across the atoms of the random probability measure has recently spurred significant…
Brownian motion in confinement and at interfaces is a canonical situation, encountered from fundamental biophysics to nanoscale engineering. Using the Lorenz-Mie framework, we optically record the thermally-induced tridimensional…
This appendix provides a short proof for sample path continuity of the Brownian motion induced by an arbitrary centered Gaussian measure on a separable Banach space, and also some perturbation results for the spectrum of compact…
We construct a model of Brownian Motion on a pseudo-Riemannian manifold associated with general relativity. There are two aspects of the problem: The first is to define a sequence of stopping times associated with the Brownian "kicks" or…
In this work, we investigate the existence and properties of Gaussian-like densities for weak solutions of multidimensional stochastic differential equations driven by a mixture of completely correlated fractional Brownian motions. We…
In this paper, we report a Brownian dynamics simulation of the mobility-induced phase separation which occurs in a two-dimensional binary mixture of active soft Brownian particles, whose interactions are modeled by non-additive…
Motivated by discrete directed polymers in one space and one time dimension, we construct a continuum directed random polymer that is modeled by a continuous path interacting with a space-time white noise. The strength of the interaction is…
The approach to the theory of a relativistic random process is considered by the path integral method as Brownian motion taking into account the boundedness of speed. An attempt was made to build a relativistic analogue of the Wiener…
Based on Brownian dynamics simulations we study the collective behavior of a twodimensional system of repulsively interacting colloidal particles, where each particle is propelled by a repulsive feedback force with time delay $\tau$.…
In this paper we consider one model with nearest-neighbor interactions and with the set $[0,1]$ of spin values on the Cayley tree of order three. Translation-invariant Gibbs measures for the model are studied. Results are proved by using…
It is well known that given two probability measures $\mu$ and $\nu$ on $\mathbb{R}$ in convex order there exists a discrete-time martingale with these marginals. Several solutions are known (for example from the literature on the Skorokhod…
We study a problem with three equivalent formulations: describing Gibbs measures for five-vertex model in quadrant; classifying coherent systems on a p-deformation of the Gelfand-Tsetlin graph related to Grothendieck polynomials; finding…
We study the problem of stopping a Brownian motion at a given distribution $\nu$ while optimizing a reward function that depends on the (possibly randomized) stopping time and the Brownian motion. Our first result establishes that the set…
Based upon the Smoluchowski equation on curved manifolds three physical observables are considered for the Brownian displacement, namely, geodesic displacement, $s$, Euclidean displacement, $\delta{\bf R}$, and projected displacement…
As a result of the competition between self-propulsion and excluded volume interactions, purely repulsive self-propelled spherical particles undergo a motility-induced phase separation (MIPS). We carry out a systematic computational study,…
In this manuscript, we study the stability of the origin for the multivariate geometric Brownian motion. More precisely, under suitable sufficient conditions, we construct a Lyapunov function such that the origin of the multivariate…
The hard-core model has attracted much attention across several disciplines, representing lattice gases in statistical physics and independent sets in discrete mathematics and computer science. On finite graphs, we are given a parameter…
This survey explores the foundational theory and recent developments in the study of hyperuniformity. We present a comprehensive mathematical framework in the context of weakly stationary random measures, emphasizing spectral…
This paper gives a rigorous interpretation of a Feynman path integral on a Riemannian manifold M with non-positive sectional curvature. A $L^2$ Riemannian metric $G_P$ is given on the space of piecewise geodesic paths $H_P(M)$ adapted to…
In this two-paper series, we prove the invariance of the Gibbs measure for a three-dimensional wave equation with a Hartree nonlinearity. The main novelty is the singularity of the Gibbs measure with respect to the Gaussian free field. The…