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It is shown that for any family of probability measures in Ornstein type constructions the corresponding transformation has almost surely a singular spectrum. This is a new generalization of Bourgain's theorem, the same result is proved for…
We systematically develop general tools to apply Fukushima's absolute continuity condition. These tools comprise methods to obtain a Hunt process on a locally compact separable metric state space whose transition function has a density…
We discuss class of doubled geometry models with diagonal metrics. Based on the analysis of known examples we formulate a hypothesis that supports treating them as modified bimetric gravity theories. Certain steps towards the generic case…
We compute the Brown measure of $x_{0}+i\sigma_{t}$, where $\sigma_{t}$ is a free semicircular Brownian motion and $x_{0}$ is a freely independent self-adjoint element that is not a multiple of the identity. The Brown measure is supported…
We prove that the empirical law of eigenvalues of Brownian motion on the Lie Group $\mathrm{GL}(N,\mathbb{C})$ converges almost surely to a deterministic probability measure, characterized by a free stochastic differential equation. This…
Bohmian mechanics represents the universe as a set of paths with a probability measure defined on it. The way in which a mathematical model of this kind can explain the observed phenomena of the universe is examined in general. It is shown…
We discuss a two-parameter family of maps that generalize piecewise linear, expanding maps of the circle. One parameter measures the effect of a non-linearity which bends the branches of the linear map. The second parameter rotates points…
We prove an invariance principle for Brownian motion in Gaussian or Poissonian random scenery by the method of characteristic functions. Annealed asymptotic limits are derived in all dimensions, with a focus on the case of dimension $d=2$,…
We establish Gaussian limits for general measures induced by binomial and Poisson point processes in d-dimensional space. The limiting Gaussian field has a covariance functional which depends on the density of the point process. The general…
In this paper, we consider a two-parameter ($l$ and $a$) generalization of a sequence that Glasby and Paseman considered. Based on computer experiments, we conjecture its unimodality, log-concavity, peak positions, and the asymptotic…
Brownian motion is a building block in modern probability theory. In this paper, we describe a formalization of Brownian motion using the Lean theorem prover. We build on the existing measure-theoretic foundations in Lean's mathematical…
The role of the measurement process in resolving the gauge ambiguity of the effective gravitational potential is reexamined. The motion of a classical point-like particle in the field of an arbitrary linear source, and in the field of…
In this paper, we construct a family of probability measures, by penalizations of a Walsh's Brownian motion with a weight dependent on its value and its local time at a time t. We prove that this family converges to a probability measure as…
Using the multiple stochastic integrals we prove an existence and uniqueness result for a linear stochastic equation driven by the fractional Brownian motion with any Hurst parameter. We study both the one parameter and two parameter cases.…
Zeckendorf's theorem states that every positive integer can be uniquely decomposed as a sum of nonconsecutive Fibonacci numbers. The distribution of the number of summands converges to a Gaussian, and the individual measures on gaps between…
We prove the existence and uniqueness of a strong solution of a stochastic differential equation with normal reflection representing the random motion of finitely many globules. Each globule is a sphere with time-dependent random radius and…
This paper considers two Brownian motions in a situation where one is correlated to the other with a slight delay. We study the problem of estimating the time lag parameter between these Brownian motions from their high-frequency…
Considering quantum random walks, we construct discrete-time approximations of the eigenvalues processes of minors of Hermitian Brownian motion. It has been recently proved by Adler, Nordenstam and van Moerbeke that the process of…
We present a geometric setting for the differential Galois theory of $G$-invariant connections with parameters. As an application of some classical results on differential algebraic groups and Lie algebra bundles, we see that the Galois…
An extension of the Gaussian correlation conjecture (GCC) is proved for multivariate gamma distributions (in the sense of Krishnamoorthy and Parthasarathy). The classical GCC for Gaussian probability measures is obtained by the special case…