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Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…

Statistical Mechanics · Physics 2019-03-22 T. Guggenberger , G. Pagnini , T. Vojta , R. Metzler

We show that at any location away from the spectral edge, the eigenvalues of the Gaussian unitary ensemble and its general beta siblings converge to Sine_beta, a translation invariant point process. This process has a geometric description…

Probability · Mathematics 2011-11-10 Benedek Valko , Balint Virag

We propose an aggregated random-field model, and investigate the scaling limits of the aggregated partial-sum random fields. In our model, each copy of the random field in the aggregation is built from two correlated one-dimensional random…

Probability · Mathematics 2019-07-29 Yi Shen , Yizao Wang

The purpose of the present work is twofold. First, we develop the theory of general self-similar growth-fragmentation processes by focusing on martingales which appear naturally in this setting and by recasting classical results for…

Probability · Mathematics 2017-12-13 Jean Bertoin , Timothy Budd , Nicolas Curien , Igor Kortchemski

We define and compute hyperbolic coordinates and associated foliations which provide a new way to describe the geometry of the standard map. We also identify a uniformly hyperbolic region and a complementary 'critical' region containing a…

Dynamical Systems · Mathematics 2015-05-13 Katie Bloor , Stefano Luzzatto

We establish an exact formula for the average number of edges appearing on the boundary of the global convex hull of n independent Brownian paths in the plane. This requires the introduction of a counting criterion which amounts to "cutting…

Statistical Mechanics · Physics 2012-12-10 Julien Randon-Furling

We use computer simulations to test a simple idea for mapping between long-time self diffusivities obtained from molecular and Brownian dynamics. The strategy we explore is motivated by the behavior of fluids comprising particles that…

Soft Condensed Matter · Physics 2011-10-25 Mark J. Pond , Jeffrey R. Errington , Thomas M. Truskett

The 3+1 Hamiltonian formulation in the gauge $D_tN=-K$ on the lapse function fixes the direction of time associated with the trace $K$ of the extrinsic curvature tensor. The Hamiltonian equations hereby become hyperbolic. We study this new…

General Relativity and Quantum Cosmology · Physics 2008-11-04 Maurice H. P. M. van Putten

The main goal of this article is to understand how the length spectrum of a random surface depends on its genus. Here a random surface means a surface obtained by randomly gluing together an even number of triangles carrying a fixed metric.…

Geometric Topology · Mathematics 2016-04-28 Bram Petri

We show the rigidity of the hexagonal Delaunay triangulated plane under Luo's PL conformality. As a consequence, we obtain a rigidity theorem for a particular type of locally finite convex ideal hyperbolic polyhedra.

Geometric Topology · Mathematics 2020-05-06 Song Dai , Huabin Ge , Shiguang Ma

We present a detailed study of a simple quantum stochastic process, the quantum phase space Brownian motion, which we obtain as the Markovian limit of a simple model of open quantum system. We show that this physical description of the…

Mathematical Physics · Physics 2015-05-27 Michel Bauer , Denis Bernard

We prove that there exists a universal constant $c$ such that any closed hyperbolic 3-manifold admits a triangulation of treewidth at most $c$ times its volume. The converse is not true: we show there exists a sequence of hyperbolic…

Geometric Topology · Mathematics 2019-10-30 Clément Maria , Jessica S. Purcell

We describe the limit (for two topologies) of large uniform random square permutations, i.e., permutations where every point is a record. The starting point for all our results is a sampling procedure for asymptotically uniform square…

Probability · Mathematics 2020-11-10 Jacopo Borga , Erik Slivken

Local perturbations of a Brownian motion are considered. As a limit we obtain a non-Markov process that behaves as a reflected Brownian motion on the positive half line until its local time at zero reaches some exponential level, then…

Probability · Mathematics 2017-03-23 Vidyadhar Mandrekar , Andrey Pilipenko

The symmedian point of a triangle enjoys several geometric and optimality properties, which also serve to define it. We develop a new dynamical coordinatization of the symmedian, which naturally generalizes to other ideal hyperbolic…

Differential Geometry · Mathematics 2025-03-21 Maxim Arnold , Carlos E. Arreche

The Brownian web is a random variable consisting of a Brownian motion starting from each space-time point on the plane. These are independent until they hit each other, at which point they coalesce. Tsirelson mentions this model in his…

Probability · Mathematics 2016-08-10 Tom Ellis , Ohad Noy Feldheim

We study the phase diagram of random outerplanar maps sampled according to non-negative Boltzmann weights that are assigned to each face of a map. We prove that for certain choices of weights the map looks like a rescaled version of its…

Probability · Mathematics 2017-10-13 Sigurdur Örn Stefánsson , Benedikt Stufler

We provide a rigorous derivation of the brownian motion as the limit of a deterministic system of hard-spheres as the number of particles $N$ goes to infinity and their diameter $\varepsilon$ simultaneously goes to $0$, in the fast…

Analysis of PDEs · Mathematics 2015-03-04 Thierry Bodineau , Isabelle Gallagher , Laure Saint-Raymond

Three particles floating on a fluid surface define a triangle. The aim of this paper is to characterise the shape of the triangle, defined by two of its angles, as the three vertices are subject to a complex or turbulent motion. We consider…

Chaotic Dynamics · Physics 2015-06-15 Alain Pumir , Michael Wilkinson

We consider time evolution of Turing patterns in an extended system governed by an equation of the Swift-Hohenberg type, where due to an external periodic parameter modulation long-wave and short-wave patterns with length scales related as…

Chaotic Dynamics · Physics 2012-05-11 Pavel V. Kuptsov , Sergey P. Kuznetsov , Arkady Pikovsky