Related papers: Effect of Random Time Changes on Loewner Hulls
We analyze \emph{fractional Brownian motion} and \emph{scaled Brownian motion} on the two-dimensional sphere $\mathbb{S}^{2}$. We find that the intrinsic long time correlations that characterize fractional Brownian motion collude with the…
We present in this Letter the first global comparison between traditional line-tied steady state magnetohydrodynamic models and a new, fully time-dependent thermodynamic magnetohydrodynamic simulation of the global corona. The maps are…
We investigate the dynamics of a single tracer particle performing Brownian motion in a two-dimensional course of randomly distributed hard obstacles. At a certain critical obstacle density, the motion of the tracer becomes anomalous over…
We investigate the problem of the superuniversality of the phase transition between different quantum Hall plateaus. We construct a set of models which give a qualitative description of this transition in a pure system of interacting…
We determine the processes obtained from a large class of reflected Brownian motions (RBMs) in the nonnegative orthant by means of time reversal. The class of RBMs we deal with includes, but is not limited to, RBMs in the so-called…
We consider a random walker on a ring, subjected to resetting at Poisson-distributed times to the initial position (the walker takes the shortest path along the ring to the initial position at resetting times). In the case of a Brownian…
We study a one parameter family of discrete Loewner evolutions driven by a random walk on the real line. We show that it converges to the stochastic Loewner evolution (SLE) under rescaling. We show that the discrete Loewner evolution…
The dynamic properties of a classical tracer particle in a random, disordered medium are investigated close to the localization transition. For Lorentz models obeying Newtonian and diffusive motion at the microscale, we have performed…
This paper considers the class of L\'evy processes that can be written as a Brownian motion time changed by an independent L\'evy subordinator. Examples in this class include the variance gamma model, the normal inverse Gaussian model, and…
In this article we study the nature of time in Mechanics. The fundamental principle, according to which a mechanical system evolves governed by a second order differential equation, implies the existence of an absolute time-duration in the…
We conformally weld (via "quantum zipping") two boundary arcs of a Liouville quantum gravity random surface to generate a random curve called the Schramm-Loewner evolution (SLE). We develop a theory of quantum fractal measures (consistent…
We analyze the effect of weak field gravitational waves on the timing of pulsars, with particular attention to gauge invariance, that is, to the effects that are independent of the choice of coordinates. We find: (i) the Doppler shift…
Many practical samplers rely on time-dependent drifts -- often induced by annealing or tempering schedules -- to improve exploration and stability. This motivates a unified non-asymptotic analysis of the corresponding Langevin diffusions…
Using the estimate of the difference between the discrete harmonic function and its corresponding continuous version we derive a rate of convergence of the Loewner driving function for the harmonic explorer to the Brownian motion with speed…
We investigate the stochastic motion of a Brownian particle in the harmonic potential with a time-dependent force constant. It may describe the motion of a colloidal particle in an optical trap where the potential well is formed by a…
This paper introduces a couple of new time-frequency transforms, designed to adapt their scale to specific features of the analyzed function. Such an adaptation is implemented via so-called focus functions, which control the window scale as…
In this paper we obtain a Wiener-Hopf type factorization for a real-valued arithmetic Brownian motion with time-dependent drift and volatility. To the best of our knowledge, this paper is the very first step towards realizing the objective…
Diffusive transport in many complex systems features a crossover between anomalous diffusion at short times and normal diffusion at long times. This behavior can be mathematically modeled by cutting off (tempering) beyond a mesoscopic…
Let $X$ be a (two-sided) fractional Brownian motion of Hurst parameter $H\in (0,1)$ and let $Y$ be a standard Brownian motion independent of $X$. Fractional Brownian motion in Brownian motion time (of index $H$), recently studied in…
In this note we investigate the behaviour of Brownian motion conditioned on a growth constraint of its local time which has been previously investigated by Berestycki and Benjamini. For a class of non-decreasing positive functions $f(t);…