Related papers: Brownian disks and the Brownian snake
Functionals of Brownian bridge arise as limiting distributions in nonparametric statistics. In this paper we will give a derivation of distributions of extrema of the Brownian bridge based on excursion theory for Brownian motion. Only the…
Inspired by the collective phenomenon of territorial emergence, whereby animals move and interact through the scent marks they deposit, we study the dynamics of a 1D Brownian walker in a random environment consisting of confining boundaries…
In this work we introduce correlated random walks on $\Z$. When picking suitably at random the coefficient of correlation, and taking the average over a large number of walks, we obtain a discrete Gaussian process, whose scaling limit is…
Explicit lower bounds for the length of the shortest opaque set for the unit disc and the unit square in the Euclidean plane are derived. The results are based on an explicit application of the general method of Kawamura, Moriyama, Otachi…
The main topic of these lecture notes is the continuum scaling limit of planar lattice models. One reason why this topic occupies an important place in the theory of probability and mathematical statistical physics is that scaling limits…
In the paper we investigate statistical and topological properties of fractional Brownian polymer chains, equipped with the short-range volume interactions. The attention is paid to statistical properties of collapsed conformations with the…
The main purpose of this paper is to explore the structure of regular subspaces of 1-dim Brownian motion. As outlined in \cite{FMG} every such regular subspace can be characterized by a measure-dense set $G$. When $G$ is open, $F=G^c$ is…
We study dynamical properties of generalized Bowen-Series boundary maps associated to cocompact torsion-free Fuchsian groups. These maps are defined on the unit circle (the boundary of the Poincar\'e disk) by the generators of the group and…
In this note, we study the asymptotical frontier behavior of a branching reflected Brownian motion. There is essentially no difference in maximal displacement between a branching Brownian motion and its reflected counterpart. We provide two…
We provide a unified approach to the three main non-compact models of random geometry, namely the Brownian plane, the infinite-volume Brownian disk, and the Brownian half-plane. This approach allows us to investigate relations between these…
In this article we study the convex hull spanned by the union of trajectories of a standard planar Brownian motion, and an independent standard planar Brownian bridge. We find exact values of the expectation of perimeter and area of such a…
We show that the past and future of half-plane Brownian motion at certain cutpoints are independent of each other after a conformal transformation. Like in Ito's excursion theory, the pieces between cutpoints form a Poisson process with…
We derive an exact formula for the probability that a Brownian path on an annulus does not disconnect the two boundary components of the annulus. The leading asymptotic behavior of this probability is governed by the disconnection exponent…
We describe and analyze a class of positive recurrent reflected Brownian motions (RBMs) in $\mathbb{R}^d_+$ for which local statistics converge to equilibrium at a rate independent of the dimension $d$. Under suitable assumptions on the…
By employing non-equispaced grid points near boundaries, boundary-optimized upwind finite-difference operators of orders up to nine are developed. The boundary closures are constructed within a diagonal-norm summation-by-parts (SBP)…
We derive P(M,t_m), the joint probability density of the maximum M and the time t_m at which this maximum is achieved for a class of constrained Brownian motions. In particular, we provide explicit results for excursions, meanders and…
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…
Brownian motion in one or more dimensions is extensively used as a stochastic process to model natural and engineering signals, as well as financial data. Most works dealing with multidimensional Brownian motion consider the different…
The first part of this work considers the entropy of the sum of (possibly dependent and non-identically distributed) Bernoulli random variables. Upper bounds on the error that follows from an approximation of this entropy by the entropy of…
We study the large time behavior of the optimal transportation cost towards the uniform distribution, for the occupation measure of a stationary Brownian motion on the flat torus in $d$ dimensions, where the cost of transporting a unit of…