Related papers: Brownian bricklayer: a random space-filling curve
The Wiener Sausage, the volume traced out by a sphere attached to a Brownian particle, is a classical problem in statistics and mathematical physics. Initially motivated by a range of field-theoretic, technical questions, we present a…
A {\it completed} scattering of a particle on a static one-dimensional (1D) potential barrier is a combined quantum process to consist from two elementary sub-processes (transmission and reflection) evolved coherently at all stages of…
We study a general model of granular Brownian ratchet consisting of an asymmetric object moving on a line and surrounded by a two-dimensional granular gas, which in turn is coupled to an external random driving force. We discuss the two…
We supply two different descriptions of the pushing process driving the reflected Brownian motion in Weyl chambers, when the latter domains are simplexes. The first one shows that a simple root lies in one and only one orbit if and only if…
This work proposes a method for the two-dimensional simulation of Brownian particles in a fluid with restrictions. The method is based on simple numerical rules between two matrices. One of the matrix represent the identification of all…
The first-passage-time problem for a Brownian motion with alternating infinitesimal moments through a constant boundary is considered under the assumption that the time intervals between consecutive changes of these moments are described by…
In this work, we generalise the stochastic local time space integration introduced in \cite{Ei00} to the case of Brownian sheet. %We develop a stochastic local time-space calculus with respect to the Brownian sheet. This allows us to prove…
Consider two urns, $A$ and $B$, where initially $A$ contains a large number $n$ of balls and $B$ is empty. At each step, with equal probability, either we pick a ball at random in $A$ and place it in $B$, or vice-versa (provided of course…
We develop a new method to construct explicit, regular minimal surfaces in Euclidean space that are defined on the entire complex plane with controlled geometry. More precisely we show that for a large class of planar curves $(x(t), y(t))$…
We study tunneling in one-dimensional quantum mechanics using the path integral in real time, where solutions of the classical equation of motion live in the complex plane. Analyzing solutions with small (complex) energy, relevant for…
The creation of brane universes induced by a totally antisymmetric tensor living in a fixed background spacetime is presented, where a term involving the intrinsic curvature of the brane is considered. A canonical quantum mechanical…
In the paper $k$-multiple self-intersection local time for planar Gaussian integrators generated by linear operator with nontrivial kernel is studied. In this case additional singularities arise in its formal Fourier--Wiener transform. In…
Many years ago, Griego, Heath and Ruiz-Moncayo proved that it is possible to define realizations of a sequence of uniform transform processes that converges almost surely to the standard Brownian motion, uniformly on the unit time interval.…
We study reproducing kernel Hilbert spaces introduced as ranges of generalized Ces\`aro-Hardy operators, in one real variable and in one complex variable. Such spaces can be seen as formed by absolutely continuous functions on the positive…
We study the random acceleration model, which is perhaps one of the simplest, yet nontrivial, non-Markov stochastic processes, and is key to many applications. For this non-Markov process, we present exact analytical results for the…
Pitman's theorem states that if {Bt, t $\ge$ 0} is a one-dimensional Brownian motion, then {Bt -- 2 inf s$\le$t Bs, t $\ge$ 0} is a three dimensional Bessel process, i.e. a Brownian motion conditioned in Doob sense to remain forever…
We consider randomized computation of continuous data in the sense of Computable Analysis. Our first contribution formally confirms that it is no loss of generality to take as sample space the Cantor space of infinite FAIR coin flips. This…
We develop an Euler-type particle method for the simulation of a McKean--Vlasov equation arising from a mean-field model with positive feedback from hitting a boundary. Under assumptions on the parameters which ensure differentiable…
In a previous article (\textit{Int. Math. Res. Not.} 2014, 2730--2745) T. Orponen and the authors proved that the Fourier dimension of the graph of any real-valued function on $\mathbb{R}$ is bounded above by $1$. This partially answered a…
We consider a planar Brownian motion starting from $O$ at time $t=0$ and stopped at $t=1$ and a set $F= \{OI_i ; i=1,2,..., n\}$ of $n$ semi-infinite straight lines emanating from $O$. Denoting by $g$ the last time when $F$ is reached by…