Related papers: Local Space and Time Scaling Exponents for Diffusi…
We show that the Drinfel'd double associated to the standard quantum deformation $sl_\eta(2,R)$ is isomorphic to the (2+1)-dimensional AdS algebra with the initial deformation parameter $\eta$ related to the cosmological constant…
We consider solutions to linear parabolic SPDEs of the form \[ \mathrm{d} u(t) + A u(t)\, \mathrm{d} t = g(t)\, \mathrm{d} \beta, \qquad u(0)=0, \] where $A$ is a positive, invertible, and self-adjoint operator on a Hilbert space $X$,…
This paper aims at proving the local boundedness and continuity of solutions of the heat equation in the context of Dirichlet spaces under some rather weak additional assumptions. We consider symmetric local regular Dirichlet forms which…
In this paper, we define spaces of measures $DS_\beta(\mathbb{R}^d)$ with dimensional stability $\beta \in (0,d)$. These spaces bridge between $M_b(\mathbb{R}^d)$, the space of finite Radon measures, and $DS_d(\mathbb{R}^d)=…
We evaluate the limit distribution of the maximal excursion of a random walk in any dimension for homogeneous environments and for self-similar supports under the assumption of spherical symmetry. This distribution is obtained in closed…
We consider a specific random graph which serves as a disordered medium for a particle performing biased random walk. Take a two-sided infinite horizontal ladder and pick a random spanning tree with a certain edge weight $c$ for the…
We consider spacetime to be a 4-dimensional differentiable manifold that can be split locally into time and space. No metric, no linear connection are assumed. Matter is described by classical fields/fluids. We distinguish electrically…
Fix $p>1$, not necessarily integer, with $p(d-2)<d$. We study the $p$-fold self-intersection local time of a simple random walk on the lattice $\Z^d$ up to time $t$. This is the $p$-norm of the vector of the walker's local times, $\ell_t$.…
This paper presents estimates for the distribution of the exit time from balls and short time asymptotics for measure metric Dirichlet spaces. The estimates cover the classical Gaussian case, the sub-diffusive case which can be observed on…
For a given metric measure space $(X,d,\mu)$ we consider finite samples of points, calculate the matrix of distances between them and then reconstruct the points in some finite-dimensional space using the multidimensional scaling (MDS)…
Consider a sequence of linear contractions $S_{j}(x)=\varrho x+d_{j}$ and probabilities $p_{j}>0$ with $\sum p_{j}=1$. We are interested in the self-similar measure $\mu =\sum p_{j}\mu \circ S_{j}^{-1}$, of finite type. In this paper we…
The dynamical discrete web (DDW), introduced in recent work of Howitt and Warren, is a system of coalescing simple symmetric one-dimensional random walks which evolve in an extra continuous dynamical parameter s. The evolution is by…
Given a compact metric space (X,d) equipped with a non-atomic, probability measure m and a real, positive decreasing function p we consider a `natural' class of limsup subsets La(p) of X. The classical limsup sets of `well approximable'…
The first main result of this paper is that the law of the (rescaled) two-dimensional uniform spanning tree is tight in a space whose elements are measured, rooted real trees continuously embedded into Euclidean space. Various properties of…
The paper studies the Hausdorff dimension of harmonic measures on various boundaries of a relatively hyperbolic group which are associated with random walks driven by a probability measure with finite first moment. With respect to the Floyd…
Many stochastic time series can be modelled by discrete random walks in which a step of random sign but constant length $\delta x$ is performed after each time interval $\delta t$. In correlated discrete time random walks (CDTRWs), the…
We study products of random isometries acting on Euclidean space. Building on previous work of the second author, we prove a local limit theorem for balls of shrinking radius with exponential speed under the assumption that a Markov…
We formulate a scaling theory for the long-time diffusive motion in a space occluded by a high density of moving obstacles in dimensions 1, 2 and 3. Our tracers diffuse anomalously over many decades in time, before reaching a diffusive…
The random beta-transformation K is isomorphic to a full shift. This relation gives an invariant measure for K that yields the Bernoulli convolution by projection. We study the local dimension of the invariant measure for K for special…
We establish new results on the dimensional properties of measures and invariant sets associated to random walks and group actions by circle diffeomorphisms. This leads to several dynamical applications. Among the applications, we show,…