Related papers: A probabilistic proof of Schoenberg's theorem
We analytically describe the decay to equilibrium of generic observables of a non-integrable system after a perturbation in the form of a random matrix. We further obtain an analytic form for the time-averaged fluctuations of an observable…
A unique postulate is shown to underly the whole quantum mechanics theory: the invariance of the Heisenberg uncertainty inequality under a group of special nonlinear gauge transformations (NLGT). With this postulate, the quantum mechanics…
A concentration property of the functional ${-}\log f(X)$ is demonstrated, when a random vector X has a log-concave density f on $\mathbb{R}^n$. This concentration property implies in particular an extension of the Shannon-McMillan-Breiman…
Let $\ell$ be a prime, $k$ a finitely generated field of characteristic different from $\ell$, and $X$ a smooth geometrically connected curve over $k$. Say a semisimple representation of $\pi_1^{\mathrm{et}}(X_{\bar k})$ is arithmetic if it…
The paper addresses Brownian motion in the logarithmic potential with time-dependent strength, $U(x,t) = g(t) \log(x)$, subject to the absorbing boundary at the origin of coordinates. Such model can represent kinetics of…
\noindent Consider an infinite collection of particles on the real line moving according to independent Brownian motions and such that the $i$-th particle from the left gets the drift $g_{i-1}$. The case where $g_0=1$ and $g_{i}=0$ for all…
Let $X=(X_t)_{t\geq 0}$ be a one-dimensional L\'evy process such that each $X_t$ has a $C^1_b$-density w.r.t. Lebesgue measure and certain polynomial or exponential moments. We characterize all polynomially bounded functions…
Standard Schramm-Loewner evolution (SLE) is driven by a continuous Brownian motion which then produces a trace, a continuous fractal curve connecting the singular points of the motion. If jumps are added to the driving function, the trace…
We prove that stochastic replicator dynamics can be interpreted as intrinsic Brownian motion on the simplex equipped the Aitchison geometry. As an immediate consequence we derive three approximation results in the spirit of Wong-Zakai…
A strong version of the quantization conjecture of Guillemin and Sternberg is proved. For a reductive group action on a smooth, compact, polarized variety (X,L), the cohomologies of L over the GIT quotient X // G equal the invariant part of…
By using large deviation theory that deals with the decay of probabilities of rare events on an exponential scale, we study the longtime behaviors and establish action functionals for scaled Brownian motion and L\'evy processes with…
Let $k$ be a perfect field of characteristic $p$, let $f_i:X_i\to\mathbb A_k^1$ $(i=1,2)$ be two $k$-morphism of finite type, and let $f:X_1\times_k X_2\to \mathbb A_k^1$ be the morphism defined by $f(z_1,z_2)=f_1(z_1)+f_2(z_2)$. For each…
We show that almost any one-dimensional projection of a suitably scaled random walk on a hypercube, inscribed in a hypersphere, converges weakly to an Ornstein-Uhlenbeck process as the dimension of the sphere tends to infinity. We also…
We are interested in the quasi-stationarity of the time-inhomogeneous Markov process X t = B t (t + 1) $\kappa$ where (B t) t$\ge$0 is a one-dimensional Brownian motion and $\kappa$ $\in$ (0, $\infty$). We first show that the law of X t…
Bernstein's theorem (also called Hausdorff--Bernstein--Widder theorem) enables the integral representation of a completely monotonic function. We introduce a finite completely monotonic function, which is a completely monotonic function…
We prove that a stochastic flow of reflected Brownian motions in a smooth multidimensional domain is differentiable with respect to its initial position. The derivative is a linear map represented by a multiplicative functional for…
It is be shown that the sequence of Bernstein polynomials for a function of several variables converges to this function uniformly along with every partial derivative of any order, provided that the latter derivative is well defined and…
Let $ \overline B=\{ \overline B_{t},t\in R^{1} \}$ be Brownian motion killed after an independent exponential time with mean $2/\lambda^{2}$. The process $\overline B$ has potential densities, \[ u(x,y) ={e^{-\lambda |y-x|}\over…
In the first paper of this series, I investigated whether a wavefunction model of a heavy particle and a collection of light particles might generate "Brownian-Motion-Like" trajectories of the heavy particle. I concluded that it was…
In this note we give a simple, dimension independent, proof of the logarithmic Sobolev inequality on the Heisenberg groups $H_n=\R^{2n+1}$ using the measure preserving transformations of the Brownian motion. We have corrected some serious…