Related papers: On the Semi-Classical Brownian Bridge Measure

This paper introduces a probabilistic formulation for the isometric embedding of a Riemannian manifold $(M^n,g)$ into Euclidean space $\mathbb{R}^q$. Given $\alpha \in ]\tfrac{1}{2},1]$, we show that a $C^{1,\alpha}$ embedding $u: M \to…

We prove the semi-Riemannian bumpy metric theorem using equivariant variational genericity. The theorem states that, on a given compact manifold $M$, the set of semi-Riemannian metrics that admit only nondegenerate closed geodesics is…

Examples of Morse functions with integrable gradient flows on some classical Riemannian manifolds are considered. In particular, we show that a generic height function on the symmetric embeddings of classical Lie groups and certain…

The present paper is concerned with the integral of the absolute value of a Brownian motion with drift. By establishing an asymptotic expansion of the space Laplace transform, we obtain series representations for the probability density…

For a compact connected Riemannian manifold with smooth boundary, by computing the full symbol of the elastic Dirichlet-to-Neumann map, we prove that the elastic Dirichlet-to-Neumann map can uniquely determine the partial derivatives of all…

We consider stochastic integration with respect to fractional Brownian motion (fBm) with $H < 1/2$. The integral is constructed as the limit, where it exists, of a sequence of Riemann sums. A theorem by Gradinaru, Nourdin, Russo & Vallois…

We give an extensive study on the Bergman kernel expansions and the random zeros associated with the high tensor powers of a semipositive line bundle on a complete punctured Riemann surface. We prove several results for the zeros of…

Let $M$ be a complete Riemannian manifold, $N\in \NN$ and $p\ge 1$. We prove that almost everywhere on $x=(x_1,...,x_N)\in M^N$ for Lebesgue measure in $M^N$, the measure $\di \mu(x)=\f1N\sum_{k=1}^N\d_{x_k}$ has a unique $p$-mean $e_p(x)$.…

We consider Riemann sum approximations of stochastic integrals with respect to the fractional Browian motion of index $H\geq \frac12$. We show the convergence of these schemes at first and second order. The processes obtained in the limit…

We establish the Brownian bridge asymptotics for a scaled self-avoiding walk conditioned on arriving to a far away point $n \vec{a}$ for $\vec{a}$ in $Z^d$, as $n$ increases to infinity.

Under a partially linear models we study a family of robust estimates for the regression parameter and the regression function when some of the predictor variables take values on a Riemannian manifold. We obtain the consistency and the…

The semi-classical approximation is an explicit formula of mathematical physics for the sum of Feynman diagrams with a single circuit.In this paper, we study the same problem in the setting of modular operads (see dg-ga/9408003); instead of…

We prove a two-term asymptotic expansion of eigenvalue sums of the Laplacian on a bounded domain with Neumann, or more generally, Robin boundary conditions. We formulate and prove the asymptotics in terms of semi-classical analysis. In this…

The Wiener measure induces a measure of closed, convex, (d-1)-dimensional, Euclidean (hyper-)surfaces that are the convex hulls of closed d-dimensional Brownian bridges. I present arguments and numerical evidence that this measure, for odd…

In this paper we provide a new method for establishing the rotational symmetry of the solutions to a couple of very classical overdetermined problems arising in potential theory, in both the exterior and the interior punctured domain.…

We study a multi-marginal optimal transportation problem on a Riemannian manifold, with cost function given by the average distance squared from multiple points to their barycenter. Under a standard regularity condition on the first…

The consistency of Fr\'echet medians is proved for probability measures in proper metric spaces. In the context of Riemannian manifolds, assuming that the probability measure has more than a half mass lying in a convex ball and verifies…

We establish a new spatial Markov property of the Brownian half-plane. According to this property, if one removes a hull centered at a boundary point, the remaining space equipped with an intrinsic metric is still a Brownian half-plane,…

Certain semi-Riemannian metrics may be decomposed into a Riemannian part and an isochronal part. We use this idea and an idea of Kasner to construct a manifold in 6+1 Minkowski space with a well known metric. The full embedding we display…

We calculate crossing probabilities and one-sided last exit time densities for a class of moving barriers on an interval $[0,T]$ via Schwartz distributions. We derive crossing probabilities and first hitting time densities for another class…