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We revise the Levy's construction of Brownian motion as a simple though still rigorous approach to operate with various Gaussian processes. A Brownian path is explicitly constructed as a linear combination of wavelet-based "geometrical…
We prove that a $C^{1,1}$-smooth bounded domain $D$ in $\C^n$ is linearly convex if and only if the convex hull of any two discs in $D$ with common center lies in $D.$
We consider mean trajectories of multiple tracking points on a rigid body that conducts Brownian motion in the absence and presence of an external force field. Based on a na\"{\i}ve representation of rigid body - polygon and polyhedron…
We prove invariance principles for a mulditimensional random walk conditioned to stay in a cone. Our first result concerns convergence towards the Brownian meander in the cone. Furthermore, we prove functional convergence of $h$-transformed…
For stationary, homogeneous Markov processes (viz., L\'{e}vy processes, including Brownian motion) in dimension $d\geq 3$, we establish an exact formula for the average number of $(d-1)$-dimensional facets that can be defined by $d$ points…
Brownian motion near soft surfaces is a situation widely encountered in nanoscale and biological physics. However, a complete theoretical description is lacking to date. Here, we theoretically investigate the dynamics of a two-dimensional…
We consider an infinite system of non overlapping globules undergoing Brownian motions in R^3. The term globules means that the objects we are dealing with are spherical, but with a radius which is random and time-dependent. The dynamics is…
We connect this question to a problem of estimating the probability that the image of certain random matrices does not intersect with a subset of the unit sphere $\mathbb{S}^{n-1}$. In this way, the case of a discretized Brownian motion is…
In this work we connect the theory of Dirichlet forms and direct stochastic calculus to obtain strong existence and pathwise uniqueness for Brownian motion that is perturbed by a series of constant multiples of local times at a sequence of…
We analyze a model of active Brownian particles with non-linear friction and velocity coupling in one spatial dimension. The model exhibits two modes of motion observed in biological swarms: A disordered phase with vanishing mean velocity…
Let $(X,d)$ be a compact metric space, $f:X\rightarrow X$ be a continuous transformation with the specification property. we consider non-dense orbit set $E(z_0)$ and show that for any non-transitive point $z_0\in X$, this set $E(z_0)$ is…
Consider the first exit time of one-dimensional Brownian motion $\{B_s\}_{s\geq 0}$ from a random passageway. We discuss a Brownian motion with two time-dependent random boundaries in quenched sense. Let $\{W_s\}_{s\geq 0}$ be an other…
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 study the convex hull of the set of points visited by a two-dimensional random walker of T discrete time steps. Two natural observables that characterize the convex hull in two dimensions are its perimeter L and area A. While the mean…
An exact formula is derived, as an integral, for the mean square winding angle of Brownian motion (that is, diffusion) after time t, around an infinitely long impenetrable cylinder of radius a, having started at radius R(>a) from the axis.…
For $d \in \{1,2,3\}$, let $(B^d_t;~ t \geq 0)$ be a $d$-dimensional standard Brownian motion. We study the $d$-Brownian span set $Span(d):=\{t-s;~ B^d_s=B^d_t~\mbox{for some}~0 \leq s \leq t\}$. We prove that almost surely the random set…
We construct Brownian motion on a wide class of metric spaces similar to graphs, and show that its cover time admits an upper bound depending only on the length of the space.
We establish bounds on expected values of various geometric quantities that describe the size of the convex hull spanned by a path of the standard planar Brownian motion. Expected values of the perimeter and the area of the Brownian convex…
It is well known that an $N$-parameter $d$-dimensional Brownian sheet has no $k$-multiple points when $(k-1)d>2kN$, and does have such points when $(k-1)d<2kN$. We complete the study of the existence of $k$-multiple points by showing that…
The analytical expressions for the time-dependent cross-correlations of the translational and rotational Brownian displacements of a particle with arbitrary shape are derived. The reference center is arbitrary, and the reference frame is…