Related papers: The Cameron-Martin Theorem for (p-)Slepian process…

We consider sequences of random variables of the type $S_n= n^{-1/2} \sum_{k=1}^n \{f(X_k)-\E[f(X_k)]\}$, $n\geq 1$, where $X=(X_k)_{k\in \Z}$ is a $d$-dimensional Gaussian process and $f: \R^d \rightarrow \R$ is a measurable function. It…

In the last decade the subordinated processes have become popular and found many practical applications. Therefore in this paper we examine two processes related to time-changed (subordinated) classical Brownian motion with drift (called…

We present an approximation theorem for continuous non-decreasing functions on compact preordered spaces, leading to an algebraic characterization of their corresponding function spaces. As an application, we prove that the family of…

Let $\pi$ be the occupancy density of an obliquely reflected Brownian motion in the half plane and let ($\rho$, $\alpha$) be the polar coordinates of a point in the upper half plane. This work determines the exact asymptotic behavior of…

The system of interacting Brownian motions, where a particle is reflected asymmetrically from its left neighbor, belongs to the KPZ universality class, with multi-point asymptotics having been derived in previous works. In this paper we…

In this paper, we first answer Chen-Zhang's problem on $p$-Bergman metric proposed in \cite{CZ22}. Second, we prove the off-diagonal p-Bergman kernel function $K_p(z,w)$ is H\"older continuous of order (1-$\varepsilon$) about the second…

In the mating-of-trees approach to Schramm-Loewner evolution (SLE) and Liouville quantum gravity (LQG), it is natural to consider two pairs of correlated Brownian motions coupled together. This arises in the scaling limit of…

We start by remarking a one-to-one correspondence between self-similar Markov processes (ssMps) on a Banach space and Markov additive processes (MAPs) that is analogous to the well-known one between positive ssMps and L\'evy processes…

We study the sequence of zeta functions $Z(C_p,T)$ of a generic Picard curve $C:y^3=f(x)$ defined over $\mathbb{Q}$ at primes $p$ of good reduction for $C$. We define a degree 9 polynomial $\psi_f\in \mathbb{Q}[x]$ such that the splitting…

This work is a probabilistic study of the 'primes' of the Cram\'er model. We prove that there exists a set of integers $\mathcal S$ of density 1 such that \begin{equation}\liminf_{ \mathcal S\ni n\to\infty} (\log n)\mathbb{P} \{S_n\…

A new functional for the entropy that is asymptotically correct both in the high and low density limits is proposed. The new form is [ S=S^{(id)}+S^{(ln)}+S^{(r)}+S^{(c)} ] where the new term S^{(c)} depends on the p-bodies density…

We establish that the exact quantum dynamics of a Brownian particle in the Caldeira-Leggett model can be mapped, at any temperature, onto a classical, non-Markovian stochastic process in phase space. Starting from a correlated thermal…

N. Fournier and A. Guillin obtained in their 2015 PTRF paper some bounds of the L^p-mean rate of convergence in Wasserstein distance of empirical distributions for a class of stationary mixing processes. In this paper, we propose to extend…

Let (S(t)) be a one-parameter family S = (S(t)) of positive integral operators on a locally compact space L. For a possibly non-uniform partition of [0,1] define a measure on the path space C([0,1],L) by using a) S(dt) for the transition…

This work is a numerical experiment of stochastic motion of conservative Hamiltonian system or weakly damped Brownian particles. The objective is to prove the existence of path probability and to compute its values. By observing a large…

We derive a time-dependent density functional theory appropriate for calculating the near-edge X-ray absorption spectrum in molecules and condensed matter. The basic assumption is to increase the space of many-body wave functions from one…

The main objective of this paper consists in creating a new class of copulae from various joint distributions occurring in connection with certain Brownian motion processes. We focus our attention on the distributions of univariate Brownian…

We establish finite-dimensional central limit theorems for local, additive, interaction functions of temporally evolving point processes. The dynamics are those of a spatial Poisson process on the flat torus with points subject to a…

The fact that a Markov diffusion semi-group on $\mathbb R^d$ contracts the $L^p$ Wasserstein distance, which has been extensively used to establish uniform-in-time stability estimates (e.g. with respect to numerical discretization errors),…

We review existing methods for implementing smooth functions f(A) of a sparse Hermitian matrix A on a quantum computer, and analyse a further combination of these techniques which has some advantages of simplicity and resource consumption…