Related papers: Brown Measure Support and the Free Multiplicative …
We describe generalized Brownian motion related to parabolic equation systems from a logical point of view, i.e., as a generalization of Anderson's random walk. The connection to classical spaces is based on the Loeb measure. It seems that…
Operator fractional Brownian motions (OFBMs) are zero mean, operator self-similar (o.s.s.), Gaussian processes with stationary increments. They generalize univariate fractional Brownian motions to the multivariate context. It is well-known…
We define bi-monotone independence, prove a bi-monotone central limit theorem and use it to study the distribution of bi-monotone Brownian motion, which is defined as the two-dimensional operator process with monotone and antimonotone…
Let (B_t : t > 0) be a planar Brownian motion and define gauge functions $\phi_\alpha(s)=log(1/s)^{-\alpha}$ for $\alpha>0$. If $\alpha<1$ we show that almost surely there exists a point x in the plane such that $H^{\phi_\alpha}({t > 0 :…
A subordinate Brownian motion $X$ is a L\'evy process which can be obtained by replacing the time of the Brownian motion by an independent subordinator. In this paper, when the Laplace exponent $\phi$ of the corresponding subordinator…
By considering intrinsic geometric conditions, we introduce a new class of domains in complex Euclidean space. This class is invariant under biholomorphism and includes strongly pseudoconvex domains, finite type domains in dimension two,…
Physical Brownian motion describes the dynamics of a Brownian particle experiencing frictional force. It was investigated in the classical work [L. S. Ornstein and G. E. Uhlenbeck, Phys. Rev. 36 (1930)] as a physically meaningful approach…
Let $\tau_{D}(Z) $ is the first exit time of iterated Brownian motion from a domain $D \subset \RR{R}^{n}$ started at $z\in D$ and let $P_{z}[\tau_{D}(Z) >t]$ be its distribution. In this paper we establish the exact asymptotics of…
In the present work, by using the method of accumulation of phase shifts in the rotating frame, the attenuation function S(t) of the NMR signal from an ensemble of spin-bearing particles in a magnetic-field gradient is expressed through the…
We define an extension of the polynomial calculus on a W*-probability space by introducing an abstract algebra which contains polynomials. This extension allows us to define transition operators for additive and multiplicative free…
We prove that any Brownian moving average \[X_t=\int_{-\infty}^t\bigl(f(s-t)-f(s)\bigr) dB_s,\qquad t\ge0,\] satisfies the conditional full support condition introduced by Guasoni, R\'{a}sonyi and Schachermayer [Ann. Appl. Probab. 18 (2008)…
We show that a Brownian motion on the quaternionic full flag manifold can be represented as a matrix-valued diffusion obtained in a simple way from a symplectic Brownian motion. By relating its radial dynamics to the Brownian motion on the…
Let $B=(B_t)_{t\geq 0}$ be a standard Brownian motion. The main objective is to find a uniform (in time) control of the modulus of continuity of $B$ in the spirit of what appears in (Kurtz, 1978). More precisely, it involves the control of…
We use tools from $n$-dimensional Brownian motion in conjunction with the Feynman-Kac formulation of heat diffusion to study nodal geometry on a compact Riemannian manifold $M$. On one hand we extend a theorem of Lieb and prove that any…
Contributions of the present paper consist of two parts. In the first one, we contribute to the theory of stochastic calculus for signed measures. For instance, we provide some results permitting to characterize martingales and Brownian…
We consider the Aluthge transform $|T|^{1/2}U|T|^{1/2}$ of a Hilbert space operator $T$, where $T=U|T|$ is the polar decomposition of $T$. We prove that the map that sends $T$ to its Aluthge transform is continuous with respect to the norm…
We consider super processes whose spatial motion is the $d$-dimensional Brownian motion and whose branching mechanism $\psi$ is critical or subcritical; such processes are called $\psi$-super Brownian motions. If…
In this paper we study multiplication operators on Bergman spaces of high dimensional bounded domains and those von Neumann algebras induced by them via the geometry of domains and function theory of their symbols. In particular, using…
Let $\{T_{k}\}_{k=1}^{\infty}$ be a family of *--free identically distributed operators in a finite von Neumann algebra. In this work we prove a multiplicative version of the free central limit Theorem. More precisely, let…
We consider n one-dimensional Brownian motions, such that n/2 Brownian motions start at time t=0 in the starting point a and end at time t=1 in the endpoint b and the other n/2 Brownian motions start at time t=0 at the point -a and end at…